# EDGAR Filing Document

**Accession Number:** 0001493580
**File Stem:** 0000940400-25-002988
**Filing Date:** 2025-9
**Character Count:** 2609370
**Document Hash:** 233e31417bb3d87544dbfaa5ae4c444e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002988.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000940400-25-002988

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon ETF Trust
- **CENTRAL INDEX KEY:** 0001493580

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23477
- **FILM NUMBER:** 251350531

**BUSINESS ADDRESS:**
- **STREET 1:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 212-922-6400

**MAIL ADDRESS:**
- **STREET 1:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Dreyfus ETF Trust
- **DATE OF NAME CHANGE:** 20100607

## Series and Classes Contracts Data

### BNY Mellon Core Bond ETF (Series ID: S000067265)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000216367 | BNY Mellon Core Bond ETF | BKAG            |

## Nport-Ex

BNY Mellon Core Bond ETF

STATEMENT OF INVESTMENTS

July 31, 2025 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1%** | **Bonds and Notes — 99.1%** | **Bonds and Notes — 99.1%** | **Bonds and Notes — 99.1%** | **Bonds and Notes — 99.1%** |
| **Advertising — .0%** | **Advertising — .0%** | **Advertising — .0%** | **Advertising — .0%** | **Advertising — .0%** |
| Omnicom Group, Inc., Sr. Unscd. Notes | 2.60 | 8/1/2031 | 190000 | 167966 |
| The Interpublic Group of Companies, Inc., Sr. Unscd. Notes | 3.38 | 3/1/2041 | 60000 | 44582 |
| The Interpublic Group of Companies, Inc., Sr. Unscd. Notes | 4.75 | 3/30/2030 | 20000 | 20012 |
| The Interpublic Group of Companies, Inc., Sr. Unscd. Notes | 5.40 | 10/1/2048 | 40000 | 36740 |
|  |  |  |  | **269300** |
| **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** |
| GE Capital International Funding Co. Unlimited Co., Gtd. Notes | 4.42 | 11/15/2035 | 450000 | 431005 |
| General Dynamics Corp., Gtd. Notes | 2.13 | 8/15/2026 | 195000 | 190803 |
| General Dynamics Corp., Gtd. Notes | 3.50 | 4/1/2027 | 40000 | 39588 |
| General Dynamics Corp., Gtd. Notes | 3.75 | 5/15/2028 | 221000 | 218880 |
| General Dynamics Corp., Gtd. Notes | 4.25 | 4/1/2050 | 141000 | 117579 |
| HEICO Corp., Gtd. Notes | 5.25 | 8/1/2028 | 10000 | 10195 |
| HEICO Corp., Gtd. Notes | 5.35 | 8/1/2033 | 110000 | 112119 |
| Hexcel Corp., Sr. Unscd. Notes | 4.20 | 2/15/2027 | 50000 | 49478 |
| Howmet Aerospace, Inc., Sr. Unscd. Notes | 3.00 | 1/15/2029 | 39000 | 37215 |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 2.90 | 12/15/2029 | 70000 | 65444 |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 4.40 | 6/15/2028 | 100000 | 99917 |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 4.40 | 6/15/2028 | 100000 | 100011 |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 4.85 | 4/27/2035 | 100000 | 97618 |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 5.60 | 7/31/2053 | 200000 | 195096 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 3.80 | 3/1/2045 | 90000 | 70638 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.07 | 12/15/2042 | 75000 | 62517 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.09 | 9/15/2052 | 100000 | 78062 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.15 | 6/15/2053 | 250000 | 196345 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.50 | 5/15/2036 | 125000 | 119561 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.75 | 2/15/2034 | 524000 | 519465 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 5.25 | 1/15/2033 | 100000 | 103110 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 5.70 | 11/15/2054 | 240000 | 239779 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 3.20 | 2/1/2027 | 15000 | 14740 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 3.25 | 1/15/2028 | 235000 | 229081 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 4.03 | 10/15/2047 | 100000 | 79326 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 4.40 | 5/1/2030 | 200000 | 199688 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 4.75 | 6/1/2043 | 35000 | 31506 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 4.95 | 3/15/2053 | 350000 | 312522 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 5.25 | 5/1/2050 | 79000 | 74176 |
| RTX Corp., Sr. Unscd. Bonds | 4.15 | 5/15/2045 | 130000 | 106395 |
| RTX Corp., Sr. Unscd. Notes | 1.90 | 9/1/2031 | 75000 | 64025 |
| RTX Corp., Sr. Unscd. Notes | 2.38 | 3/15/2032 | 102000 | 88701 |
| RTX Corp., Sr. Unscd. Notes | 2.82 | 9/1/2051 | 130000 | 79382 |
| RTX Corp., Sr. Unscd. Notes | 3.03 | 3/15/2052 | 100000 | 63675 |
| RTX Corp., Sr. Unscd. Notes | 4.05 | 5/4/2047 | 200000 | 158342 |
| RTX Corp., Sr. Unscd. Notes | 4.13 | 11/16/2028 | 452000 | 448853 |
| RTX Corp., Sr. Unscd. Notes | 4.35 | 4/15/2047 | 305000 | 252901 |
| RTX Corp., Sr. Unscd. Notes | 4.45 | 11/16/2038 | 300000 | 275060 |
| RTX Corp., Sr. Unscd. Notes | 4.50 | 6/1/2042 | 27000 | 23829 |
| RTX Corp., Sr. Unscd. Notes | 4.80 | 12/15/2043 | 36000 | 32436 |
| RTX Corp., Sr. Unscd. Notes | 5.38 | 2/27/2053 | 50000 | 47527 |

---

**3**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Aerospace & Defense — .5% (continued)** | **Aerospace & Defense — .5% (continued)** | **Aerospace & Defense — .5% (continued)** | **Aerospace & Defense — .5% (continued)** | **Aerospace & Defense — .5% (continued)** |
| RTX Corp., Sr. Unscd. Notes | 5.75 | 1/15/2029 | 50000 | 52170 |
| RTX Corp., Sr. Unscd. Notes | 6.00 | 3/15/2031 | 50000 | 53448 |
| RTX Corp., Sr. Unscd. Notes | 6.10 | 3/15/2034 | 250000 | 269343 |
| The Boeing Company, Sr. Unscd. Notes | 2.70 | 2/1/2027 | 658000 | 639027 |
| The Boeing Company, Sr. Unscd. Notes | 3.25 | 2/1/2028 | 727000 | 703907 |
| The Boeing Company, Sr. Unscd. Notes | 3.60 | 5/1/2034 | 440000 | 388597 |
| The Boeing Company, Sr. Unscd. Notes | 3.63 | 3/1/2048 | 125000 | 86434 |
| The Boeing Company, Sr. Unscd. Notes | 3.75 | 2/1/2050 | 100000 | 70777 |
| The Boeing Company, Sr. Unscd. Notes | 3.83 | 3/1/2059 | 145000 | 98749 |
| The Boeing Company, Sr. Unscd. Notes | 3.85 | 11/1/2048 | 125000 | 88949 |
| The Boeing Company, Sr. Unscd. Notes | 3.95 | 8/1/2059 | 95000 | 65270 |
| The Boeing Company, Sr. Unscd. Notes | 5.81 | 5/1/2050 | 515000 | 496057 |
| The Boeing Company, Sr. Unscd. Notes | 5.93 | 5/1/2060 | 200000 | 191504 |
| The Boeing Company, Sr. Unscd. Notes | 6.13 | 2/15/2033 | 105000 | 110984 |
| The Boeing Company, Sr. Unscd. Notes | 6.63 | 2/15/2038 | 182000 | 197157 |
|  |  |  |  | **9248963** |
| **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** |
| Altria Group, Inc., Gtd. Notes | 2.45 | 2/4/2032 | 120000 | 103289 |
| Altria Group, Inc., Gtd. Notes | 2.63 | 9/16/2026 | 31000 | 30356 |
| Altria Group, Inc., Gtd. Notes | 3.40 | 5/6/2030 | 450000 | 425650 |
| Altria Group, Inc., Gtd. Notes | 3.40 | 2/4/2041 | 215000 | 159398 |
| Altria Group, Inc., Gtd. Notes | 4.25 | 8/9/2042 | 270000 | 218759 |
| Altria Group, Inc., Gtd. Notes | 4.45 | 5/6/2050 | 172000 | 134134 |
| Altria Group, Inc., Gtd. Notes | 4.50 | 5/2/2043 | 40000 | 33245 |
| Altria Group, Inc., Gtd. Notes | 5.95 | 2/14/2049 | 180000 | 177890 |
| BAT Capital Corp., Gtd. Notes | 2.26 | 3/25/2028 | 25000 | 23611 |
| BAT Capital Corp., Gtd. Notes | 2.73 | 3/25/2031 | 350000 | 314170 |
| BAT Capital Corp., Gtd. Notes | 3.22 | 9/6/2026 | 40000 | 39452 |
| BAT Capital Corp., Gtd. Notes | 3.56 | 8/15/2027 | 14000 | 13741 |
| BAT Capital Corp., Gtd. Notes | 4.39 | 8/15/2037 | 270000 | 241175 |
| BAT Capital Corp., Gtd. Notes | 4.54 | 8/15/2047 | 225000 | 182288 |
| BAT Capital Corp., Gtd. Notes | 4.70 | 4/2/2027 | 231000 | 231503 |
| BAT Capital Corp., Gtd. Notes | 4.76 | 9/6/2049 | 176000 | 145164 |
| BAT Capital Corp., Gtd. Notes | 5.28 | 4/2/2050 | 148000 | 130761 |
| BAT International Finance PLC, Gtd. Notes | 5.93 | 2/2/2029 | 270000 | 282040 |
| Bunge Ltd. Finance Corp., Gtd. Notes | 3.75 | 9/25/2027 | 109000 | 107650 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 2.10 | 5/1/2030 | 100000 | 89610 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 3.13 | 3/2/2028 | 40000 | 38828 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 3.38 | 8/15/2029 | 140000 | 134402 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 3.88 | 8/21/2042 | 101000 | 81135 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 4.13 | 3/4/2043 | 90000 | 74867 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 4.38 | 11/15/2041 | 140000 | 120956 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 4.88 | 2/15/2028 | 465000 | 470680 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 4.88 | 11/15/2043 | 100000 | 90505 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 5.13 | 11/17/2027 | 140000 | 142152 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 5.38 | 2/15/2033 | 750000 | 770315 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 5.63 | 9/7/2033 | 90000 | 93595 |
| Reynolds American, Inc., Gtd. Notes | 5.85 | 8/15/2045 | 235000 | 228048 |
| Reynolds American, Inc., Gtd. Notes | 6.15 | 9/15/2043 | 25000 | 25152 |
|  |  |  |  | **5354521** |

---

**4**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Airlines — .0%** | **Airlines — .0%** | **Airlines — .0%** | **Airlines — .0%** | **Airlines — .0%** |
| American Airlines Pass-Through Trust, Ser. 2014-1, Cl. A | 3.70 | 10/1/2026 | 4606 | 4517 |
| American Airlines Pass-Through Trust, Ser. 2015-1, Cl. A | 3.38 | 5/1/2027 | 4995 | 4854 |
| American Airlines Pass-Through Trust, Ser. 2016-2, Cl. AA | 3.20 | 6/15/2028 | 36420 | 34822 |
| American Airlines Pass-Through Trust, Ser. 2017-1, Cl. AA | 3.65 | 2/15/2029 | 30750 | 29539 |
| American Airlines Pass-Through Trust, Ser. 2017-2, Cl. AA | 3.35 | 10/15/2029 | 139758 | 132529 |
| JetBlue Pass-Through Trust, Ser. 2020-1, Cl. A | 4.00 | 11/15/2032 | 28221 | 26325 |
| Southwest Airlines Co., Sr. Unscd. Notes | 2.63 | 2/10/2030 | 75000 | 68215 |
| United Airlines Pass-Through Trust, Ser. 2018-1, Cl. AA | 3.50 | 3/1/2030 | 68029 | 64257 |
| United Airlines Pass-Through Trust, Ser. 2023-1, Cl. A | 5.80 | 1/15/2036 | 153940 | 156495 |
|  |  |  |  | **521553** |
| **Asset-Backed Certificates — .1%** | **Asset-Backed Certificates — .1%** | **Asset-Backed Certificates — .1%** | **Asset-Backed Certificates — .1%** | **Asset-Backed Certificates — .1%** |
| CNH Equipment Trust, Ser. 2023-A, Cl. A4 | 4.77 | 10/15/2030 | 100000 | 100641 |
| Verizon Master Trust, Ser. 2023-7, Cl. A1A | 5.67 | 11/20/2029 | 500000 | 508108 |
| Verizon Master Trust, Ser. 2024-3, Cl. A1A | 5.34 | 4/22/2030 | 125000 | 127052 |
| Verizon Master Trust, Ser. 2024-6, Cl. A1A | 4.17 | 8/20/2030 | 150000 | 149645 |
|  |  |  |  | **885446** |
| **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** |
| Ally Auto Receivables Trust, Ser. 2022-3, Cl. A4 | 5.07 | 10/16/2028 | 125000 | 125470 |
| AmeriCredit Automobile Receivables Trust, Ser. 2023-2, Cl. B | 5.84 | 7/18/2029 | 150000 | 152484 |
| AmeriCredit Automobile Receivables Trust, Ser. 2023-2, Cl. C | 6.00 | 7/18/2029 | 400000 | 409004 |
| CarMax Auto Owner Trust, Ser. 2024-1, Cl. A4 | 4.94 | 8/15/2029 | 150000 | 151710 |
| CarMax Auto Owner Trust, Ser. 2024-2, Cl. A3 | 5.50 | 1/16/2029 | 215000 | 217552 |
| Ford Credit Auto Lease Trust, Ser. 2024-B, Cl. A3 | 4.99 | 12/15/2027 | 100000 | 100526 |
| Ford Credit Auto Owner Trust, Ser. 2024-A, Cl. A3 | 5.09 | 12/15/2028 | 124000 | 124981 |
| Ford Credit Auto Owner Trust, Ser. 2024-C, Cl. A3 | 4.07 | 7/15/2029 | 200000 | 199247 |
| Ford Credit Auto Owner Trust, Ser. 2024-C, Cl. A4 | 4.11 | 7/15/2030 | 200000 | 198717 |
| GM Financial Automobile Leasing Trust, Ser. 2024-1, Cl. A4 | 5.09 | 2/22/2028 | 80000 | 80437 |
| GM Financial Automobile Leasing Trust, Ser. 2024-2, Cl. A4 | 5.36 | 5/22/2028 | 100000 | 101049 |
| Honda Auto Receivables Owner Trust, Ser. 2023-4, Cl. A4 | 5.66 | 2/21/2030 | 115000 | 117206 |
| Honda Auto Receivables Owner Trust, Ser. 2024-2, Cl. A3 | 5.27 | 11/20/2028 | 145000 | 146466 |
| Honda Auto Receivables Owner Trust, Ser. 2025-2, Cl. A3 | 4.15 | 10/15/2029 | 100000 | 99862 |
| Hyundai Auto Receivables Trust, Ser. 2022-C, Cl. A4 | 5.52 | 10/16/2028 | 400000 | 404034 |
| Hyundai Auto Receivables Trust, Ser. 2023-B, Cl. A4 | 5.31 | 8/15/2029 | 296000 | 300231 |
| Mercedes-Benz Auto Lease Trust, Ser. 2024-A, Cl. A3 | 5.32 | 1/18/2028 | 110000 | 111049 |
| Mercedes-Benz Auto Lease Trust, Ser. 2025-A, Cl. A4 | 4.69 | 2/18/2031 | 150000 | 151436 |
| Nissan Auto Receivables Owner Trust, Ser. 2024-A, Cl. A3 | 5.28 | 12/15/2028 | 400000 | 403795 |
| Santander Drive Auto Receivables Trust, Ser. 2023-1, Cl. C | 5.09 | 5/15/2030 | 200000 | 200785 |
| Santander Drive Auto Receivables Trust, Ser. 2025-2, Cl. A3 | 4.67 | 8/15/2029 | 100000 | 100285 |
| Toyota Auto Receivables Owner Trust, Ser. 2024-A, Cl. A4 | 4.77 | 4/16/2029 | 200000 | 202008 |
| Toyota Auto Receivables Owner Trust, Ser. 2024-C, Cl. A3 | 4.88 | 3/15/2029 | 450000 | 452750 |
| World Omni Select Auto Trust, Ser. 2024-A, Cl. B | 5.18 | 6/17/2030 | 80000 | 80649 |
|  |  |  |  | **4631733** |
| **Asset-Backed Certificates/Credit Cards — .1%** | **Asset-Backed Certificates/Credit Cards — .1%** | **Asset-Backed Certificates/Credit Cards — .1%** | **Asset-Backed Certificates/Credit Cards — .1%** | **Asset-Backed Certificates/Credit Cards — .1%** |
| American Express Credit Account Master Trust, Ser. 2023-2, Cl. A | 4.80 | 5/15/2030 | 100000 | 101514 |
| American Express Credit Account Master Trust, Ser. 2023-4, Cl. A | 5.15 | 9/15/2030 | 500000 | 514201 |
| American Express Credit Account Master Trust, Ser. 2025-3, Cl. A | 4.51 | 4/15/2032 | 100000 | 100803 |
| Capital One Multi-Asset Execution Trust, Ser. 2019-A3, Cl. A3 | 2.06 | 8/15/2028 | 40000 | 39076 |
| Chase Issuance Trust, Ser. 2023-A1, Cl. A | 5.16 | 9/15/2028 | 175000 | 176606 |
| Chase Issuance Trust, Ser. 2024-A2, Cl. A | 4.63 | 1/15/2031 | 650000 | 658752 |
| Synchrony Card Funding LLC, Ser. 2023-A1, Cl. A | 5.54 | 7/15/2029 | 150000 | 151527 |

---

**5**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Asset-Backed Certificates/Credit Cards — .1% (continued)** | **Asset-Backed Certificates/Credit Cards — .1% (continued)** | **Asset-Backed Certificates/Credit Cards — .1% (continued)** | **Asset-Backed Certificates/Credit Cards — .1% (continued)** | **Asset-Backed Certificates/Credit Cards — .1% (continued)** |
| Synchrony Card Funding LLC, Ser. 2024-A2, Cl. A | 4.93 | 7/15/2030 | 250000 | 252710 |
| WF Card Issuance Trust, Ser. 2024-A1, Cl. A | 4.94 | 2/15/2029 | 200000 | 201965 |
|  |  |  |  | **2197154** |
| **Automobiles & Components — .6%** | **Automobiles & Components — .6%** | **Automobiles & Components — .6%** | **Automobiles & Components — .6%** | **Automobiles & Components — .6%** |
| American Honda Finance Corp., Sr. Unscd. Notes | 2.25 | 1/12/2029 | 131000 | 121561 |
| American Honda Finance Corp., Sr. Unscd. Notes | 4.60 | 4/17/2030 | 100000 | 99893 |
| American Honda Finance Corp., Sr. Unscd. Notes | 4.70 | 1/12/2028 | 15000 | 15087 |
| American Honda Finance Corp., Sr. Unscd. Notes | 5.13 | 7/7/2028 | 35000 | 35650 |
| American Honda Finance Corp., Sr. Unscd. Notes | 5.15 | 7/9/2032 | 300000 | 303331 |
| American Honda Finance Corp., Sr. Unscd. Notes | 5.65 | 11/15/2028 | 85000 | 87941 |
| American Honda Finance Corp., Sr. Unscd. Notes | 5.85 | 10/4/2030 | 436000 | 459618 |
| Aptiv Swiss Holdings Ltd., Gtd. Notes | 4.15 | 5/1/2052 | 260000 | 186952 |
| BorgWarner, Inc., Sr. Unscd. Notes | 4.38 | 3/15/2045 | 50000 | 41034 |
| Cummins, Inc., Sr. Unscd. Notes | 2.60 | 9/1/2050 | 50000 | 29537 |
| Cummins, Inc., Sr. Unscd. Notes | 4.90 | 2/20/2029 | 150000 | 152890 |
| Cummins, Inc., Sr. Unscd. Notes | 5.15 | 2/20/2034 | 200000 | 203269 |
| Cummins, Inc., Sr. Unscd. Notes | 5.30 | 5/9/2035 | 300000 | 303780 |
| Ford Motor Co., Sr. Unscd. Notes | 3.25 | 2/12/2032 | 423000 | 358456 |
| Ford Motor Co., Sr. Unscd. Notes | 4.75 | 1/15/2043 | 50000 | 38725 |
| Ford Motor Co., Sr. Unscd. Notes | 6.10 | 8/19/2032 | 100000 | 100023 |
| Ford Motor Co., Sr. Unscd. Notes | 7.45 | 7/16/2031 | 127000 | 137996 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 2.70 | 8/10/2026 | 250000 | 243867 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 4.13 | 8/17/2027 | 535000 | 521433 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 4.95 | 5/28/2027 | 50000 | 49589 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 6.05 | 11/5/2031 | 200000 | 199572 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes<sup>(a)</sup> <br>| 6.53 | 3/19/2032 | 250000 | 254421 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 6.80 | 5/12/2028 | 400000 | 412600 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 7.12 | 11/7/2033 | 700000 | 728028 |
| General Motors Co., Sr. Unscd. Notes | 4.20 | 10/1/2027 | 115000 | 113949 |
| General Motors Co., Sr. Unscd. Notes | 5.15 | 4/1/2038 | 212000 | 197244 |
| General Motors Co., Sr. Unscd. Notes | 5.60 | 10/15/2032 | 750000 | 764638 |
| General Motors Co., Sr. Unscd. Notes | 5.95 | 4/1/2049 | 108000 | 102066 |
| General Motors Co., Sr. Unscd. Notes | 6.25 | 4/15/2035 | 300000 | 310093 |
| General Motors Co., Sr. Unscd. Notes | 6.75 | 4/1/2046 | 31000 | 32329 |
| General Motors Financial Co., Inc., Gtd. Notes | 4.00 | 10/6/2026 | 230000 | 228138 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 2.35 | 2/26/2027 | 265000 | 256046 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 2.35 | 1/8/2031 | 445000 | 387671 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 2.40 | 10/15/2028 | 240000 | 224001 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 2.70 | 6/10/2031 | 105000 | 92119 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 3.60 | 6/21/2030 | 50000 | 46978 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 5.00 | 4/9/2027 | 95000 | 95489 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 5.80 | 6/23/2028 | 371000 | 381469 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 6.00 | 1/9/2028 | 122000 | 125613 |
| Honda Motor Co. Ltd., Sr. Unscd. Notes | 2.53 | 3/10/2027 | 415000 | 402736 |
| Honda Motor Co. Ltd., Sr. Unscd. Notes | 2.97 | 3/10/2032 | 55000 | 49207 |
| Lear Corp., Sr. Unscd. Notes | 3.50 | 5/30/2030 | 108000 | 101839 |
| Lear Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.25 | 5/15/2049 | 45000 | 38737 |
| Magna International, Inc., Sr. Unscd. Notes | 2.45 | 6/15/2030 | 20000 | 18143 |
| Magna International, Inc., Sr. Unscd. Notes | 5.88 | 6/1/2035 | 300000 | 308405 |
| Mercedes-Benz Finance North America LLC, Gtd. Notes | 8.50 | 1/18/2031 | 155000 | 183546 |

---

**6**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Automobiles & Components — .6% (continued)** | **Automobiles & Components — .6% (continued)** | **Automobiles & Components — .6% (continued)** | **Automobiles & Components — .6% (continued)** | **Automobiles & Components — .6% (continued)** |
| PACCAR Financial Corp., Sr. Unscd. Notes | 4.55 | 3/3/2028 | 400000 | 404031 |
| Toyota Motor Corp., Sr. Unscd. Notes | 5.12 | 7/13/2028 | 25000 | 25599 |
| Toyota Motor Corp., Sr. Unscd. Notes | 5.12 | 7/13/2033 | 275000 | 282386 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 1.65 | 1/10/2031 | 140000 | 120734 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 1.90 | 9/12/2031 | 73000 | 62521 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 3.05 | 3/22/2027 | 130000 | 127423 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 3.20 | 1/11/2027 | 25000 | 24615 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 4.45 | 6/29/2029 | 70000 | 70193 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 5.00 | 8/14/2026 | 45000 | 45271 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 5.05 | 5/16/2029 | 676000 | 692619 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 5.10 | 3/21/2031 | 405000 | 414918 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 5.25 | 9/11/2028 | 80000 | 82289 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 5.40 | 11/20/2026 | 55000 | 55741 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 5.45 | 11/10/2027 | 28000 | 28730 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 5.55 | 11/20/2030 | 50000 | 52402 |
|  |  |  |  | **12035181** |
| **Banks — 5.5%** | **Banks — 5.5%** | **Banks — 5.5%** | **Banks — 5.5%** | **Banks — 5.5%** |
| Australia & New Zealand Banking Group Ltd., Sr. Unscd. Notes | 4.90 | 7/16/2027 | 500000 | 506076 |
| Banco Santander SA, Sr. Bonds | 5.44 | 7/15/2031 | 200000 | 207238 |
| Banco Santander SA, Sr. Notes | 1.72 | 9/14/2027 | 200000 | 193456 |
| Banco Santander SA, Sr. Notes | 4.25 | 4/11/2027 | 510000 | 507580 |
| Banco Santander SA, Sr. Notes | 5.29 | 8/18/2027 | 368000 | 372737 |
| Banco Santander SA, Sr. Notes | 5.54 | 3/14/2030 | 200000 | 205774 |
| Banco Santander SA, Sr. Notes | 5.59 | 8/8/2028 | 400000 | 412476 |
| Banco Santander SA, Sub. Notes | 6.92 | 8/8/2033 | 200000 | 217868 |
| Bank of America Corp., Sr. Unscd. Notes | 1.90 | 7/23/2031 | 200000 | 175586 |
| Bank of America Corp., Sr. Unscd. Notes | 1.92 | 10/24/2031 | 115000 | 100384 |
| Bank of America Corp., Sr. Unscd. Notes | 2.09 | 6/14/2029 | 325000 | 304136 |
| Bank of America Corp., Sr. Unscd. Notes | 2.30 | 7/21/2032 | 200000 | 174084 |
| Bank of America Corp., Sr. Unscd. Notes | 2.50 | 2/13/2031 | 300000 | 273874 |
| Bank of America Corp., Sr. Unscd. Notes | 2.57 | 10/20/2032 | 430000 | 378827 |
| Bank of America Corp., Sr. Unscd. Notes | 2.68 | 6/19/2041 | 180000 | 128183 |
| Bank of America Corp., Sr. Unscd. Notes | 2.69 | 4/22/2032 | 468000 | 419654 |
| Bank of America Corp., Sr. Unscd. Notes | 2.83 | 10/24/2051 | 70000 | 43645 |
| Bank of America Corp., Sr. Unscd. Notes | 2.88 | 10/22/2030 | 240000 | 224567 |
| Bank of America Corp., Sr. Unscd. Notes | 2.97 | 2/4/2033 | 265000 | 237163 |
| Bank of America Corp., Sr. Unscd. Notes | 2.97 | 7/21/2052 | 500000 | 322001 |
| Bank of America Corp., Sr. Unscd. Notes | 3.19 | 7/23/2030 | 150000 | 142698 |
| Bank of America Corp., Sr. Unscd. Notes | 3.31 | 4/22/2042 | 750000 | 572343 |
| Bank of America Corp., Sr. Unscd. Notes | 3.59 | 7/21/2028 | 150000 | 147442 |
| Bank of America Corp., Sr. Unscd. Notes | 3.71 | 4/24/2028 | 143000 | 141088 |
| Bank of America Corp., Sr. Unscd. Notes | 3.95 | 1/23/2049 | 50000 | 38997 |
| Bank of America Corp., Sr. Unscd. Notes | 3.97 | 2/7/2030 | 236000 | 231914 |
| Bank of America Corp., Sr. Unscd. Notes | 4.08 | 4/23/2040 | 80000 | 69223 |
| Bank of America Corp., Sr. Unscd. Notes | 4.08 | 3/20/2051 | 160000 | 126881 |
| Bank of America Corp., Sr. Unscd. Notes | 4.27 | 7/23/2029 | 454000 | 451884 |
| Bank of America Corp., Sr. Unscd. Notes | 4.33 | 3/15/2050 | 283000 | 234080 |
| Bank of America Corp., Sr. Unscd. Notes | 4.38 | 4/27/2028 | 390000 | 389153 |
| Bank of America Corp., Sr. Unscd. Notes | 4.57 | 4/27/2033 | 155000 | 152497 |
| Bank of America Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.62 | 5/9/2029 | 400000 | 401652 |

---

**7**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** |
| Bank of America Corp., Sr. Unscd. Notes | 4.95 | 7/22/2028 | 100000 | 100894 |
| Bank of America Corp., Sr. Unscd. Notes | 5.02 | 7/22/2033 | 570000 | 575471 |
| Bank of America Corp., Sr. Unscd. Notes | 5.20 | 4/25/2029 | 130000 | 132398 |
| Bank of America Corp., Sr. Unscd. Notes | 5.29 | 4/25/2034 | 375000 | 381773 |
| Bank of America Corp., Sr. Unscd. Notes | 5.47 | 1/23/2035 | 211000 | 216380 |
| Bank of America Corp., Sr. Unscd. Notes | 5.82 | 9/15/2029 | 175000 | 181764 |
| Bank of America Corp., Sr. Unscd. Notes | 5.87 | 9/15/2034 | 585000 | 616067 |
| Bank of America Corp., Sr. Unscd. Notes | 5.93 | 9/15/2027 | 30000 | 30451 |
| Bank of America Corp., Sr. Unscd. Notes | 6.20 | 11/10/2028 | 319000 | 331032 |
| Bank of America Corp., Sr. Unscd. Notes, Ser. N | 2.65 | 3/11/2032 | 300000 | 268787 |
| Bank of America Corp., Sr. Unscd. Notes, Ser. N | 3.48 | 3/13/2052 | 194000 | 138299 |
| Bank of America Corp., Sub. Notes | 2.48 | 9/21/2036 | 150000 | 127697 |
| Bank of America Corp., Sub. Notes | 4.25 | 10/22/2026 | 275000 | 273944 |
| Bank of America Corp., Sub. Notes | 5.43 | 8/15/2035 | 620000 | 620365 |
| Bank of America Corp., Sub. Notes | 5.52 | 10/25/2035 | 200000 | 200238 |
| Bank of America Corp., Sub. Notes | 5.74 | 2/12/2036 | 400000 | 407000 |
| Bank of America Corp., Sub. Notes | 6.11 | 1/29/2037 | 111000 | 116671 |
| Bank of America Corp., Sub. Notes | 6.22 | 9/15/2026 | 416000 | 423561 |
| Bank of America Corp., Sub. Notes, Ser. L | 4.75 | 4/21/2045 | 50000 | 44144 |
| Bank of America NA, Sr. Unscd. Notes | 5.53 | 8/18/2026 | 315000 | 318410 |
| Bank of Montreal, Sr. Unscd. Notes | 1.25 | 9/15/2026 | 66000 | 63732 |
| Bank of Montreal, Sr. Unscd. Notes | 4.64 | 9/10/2030 | 200000 | 200805 |
| Bank of Montreal, Sr. Unscd. Notes | 5.72 | 9/25/2028 | 200000 | 207584 |
| Bank of Montreal, Sr. Unscd. Notes, Ser. f2f | 4.57 | 9/10/2027 | 200000 | 199985 |
| Bank OZK, Sub. Notes | 2.75 | 10/1/2031 | 85000 | 76744 |
| BankUnited, Inc., Sub. Notes | 5.13 | 6/11/2030 | 85000 | 84030 |
| Barclays PLC, Sr. Unscd. Notes | 2.28 | 11/24/2027 | 114000 | 110586 |
| Barclays PLC, Sr. Unscd. Notes | 4.84 | 9/10/2028 | 320000 | 321563 |
| Barclays PLC, Sr. Unscd. Notes | 4.94 | 9/10/2030 | 200000 | 201260 |
| Barclays PLC, Sr. Unscd. Notes | 4.95 | 1/10/2047 | 200000 | 180852 |
| Barclays PLC, Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.25 | 8/17/2045 | 120000 | 113881 |
| Barclays PLC, Sr. Unscd. Notes | 5.34 | 9/10/2035 | 200000 | 199028 |
| Barclays PLC, Sr. Unscd. Notes | 5.50 | 8/9/2028 | 225000 | 228777 |
| Barclays PLC, Sr. Unscd. Notes | 5.67 | 3/12/2028 | 200000 | 203193 |
| Barclays PLC, Sr. Unscd. Notes | 6.22 | 5/9/2034 | 180000 | 191098 |
| Barclays PLC, Sr. Unscd. Notes | 6.50 | 9/13/2027 | 200000 | 203967 |
| Barclays PLC, Sr. Unscd. Notes | 7.44 | 11/2/2033 | 310000 | 351726 |
| Barclays PLC, Sub. Notes | 3.56 | 9/23/2035 | 85000 | 78180 |
| Barclays PLC, Sub. Notes | 3.81 | 3/10/2042 | 270000 | 211802 |
| Barclays PLC, Sub. Notes | 4.84 | 5/9/2028 | 564000 | 565237 |
| BPCE SA, Gtd. Notes | 3.38 | 12/2/2026 | 250000 | 247039 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Notes | 3.45 | 4/7/2027 | 126000 | 124170 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Notes | 4.63 | 9/11/2030 | 250000 | 249927 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Notes | 5.00 | 4/28/2028 | 151000 | 153502 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Notes | 5.26 | 4/8/2029 | 300000 | 307707 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Notes | 5.99 | 10/3/2028 | 55000 | 57477 |
| Citibank NA, Sr. Unscd. Notes | 4.91 | 5/29/2030 | 250000 | 253951 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.52 | 11/3/2032 | 137000 | 119485 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.57 | 6/3/2031 | 910000 | 825214 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.67 | 1/29/2031 | 200000 | 183157 |

---

**8**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** |
| Citigroup, Inc., Sr. Unscd. Notes | 2.90 | 11/3/2042 | 160000 | 113137 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.98 | 11/5/2030 | 418000 | 390109 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.06 | 1/25/2033 | 370000 | 331206 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.20 | 10/21/2026 | 175000 | 172326 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.52 | 10/27/2028 | 155000 | 151597 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.79 | 3/17/2033 | 225000 | 210092 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.89 | 1/10/2028 | 140000 | 138560 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.98 | 3/20/2030 | 444000 | 434529 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.41 | 3/31/2031 | 470000 | 464546 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.65 | 7/30/2045 | 215000 | 187546 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.91 | 5/24/2033 | 180000 | 179596 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.95 | 5/7/2031 | 300000 | 302880 |
| Citigroup, Inc., Sr. Unscd. Notes | 5.17 | 2/13/2030 | 433000 | 440834 |
| Citigroup, Inc., Sr. Unscd. Notes | 5.45 | 6/11/2035 | 320000 | 326331 |
| Citigroup, Inc., Sr. Unscd. Notes | 5.88 | 1/30/2042 | 155000 | 160229 |
| Citigroup, Inc., Sr. Unscd. Notes | 8.13 | 7/15/2039 | 289000 | 361550 |
| Citigroup, Inc., Sr. Unscd. Notes, Ser. VAR | 3.07 | 2/24/2028 | 450000 | 439516 |
| Citigroup, Inc., Sub. Notes | 4.13 | 7/25/2028 | 122000 | 120958 |
| Citigroup, Inc., Sub. Notes | 4.30 | 11/20/2026 | 200000 | 199255 |
| Citigroup, Inc., Sub. Notes | 4.45 | 9/29/2027 | 435000 | 433779 |
| Citigroup, Inc., Sub. Notes | 4.75 | 5/18/2046 | 120000 | 103403 |
| Citigroup, Inc., Sub. Notes | 5.30 | 5/6/2044 | 280000 | 262294 |
| Citigroup, Inc., Sub. Notes | 5.59 | 11/19/2034 | 400000 | 405395 |
| Citigroup, Inc., Sub. Notes | 5.88 | 2/22/2033 | 40000 | 41614 |
| Citigroup, Inc., Sub. Notes | 6.00 | 10/31/2033 | 320000 | 336370 |
| Citigroup, Inc., Sub. Notes | 6.63 | 6/15/2032 | 80000 | 87136 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 6.65 | 4/25/2035 | 300000 | 324548 |
| Citizens Financial Group, Inc., Sub. Notes | 5.64 | 5/21/2037 | 150000 | 149130 |
| Cooperatieve Rabobank U.A., Gtd. Notes | 5.75 | 12/1/2043 | 420000 | 419649 |
| Cooperatieve Rabobank U.A., Sr. Notes | 4.49 | 10/17/2029 | 400000 | 401892 |
| Deutsche Bank AG, Sr. Notes | 2.31 | 11/16/2027 | 200000 | 194034 |
| Deutsche Bank AG, Sr. Notes | 2.55 | 1/7/2028 | 200000 | 194005 |
| Deutsche Bank AG, Sr. Notes | 3.55 | 9/18/2031 | 254000 | 238510 |
| Deutsche Bank AG, Sr. Notes | 5.00 | 9/11/2030 | 150000 | 151223 |
| Deutsche Bank AG, Sr. Notes | 5.30 | 5/9/2031 | 300000 | 304950 |
| Deutsche Bank AG, Sr. Notes | 5.40 | 9/11/2035 | 180000 | 179445 |
| Deutsche Bank AG, Sub. Notes | 3.74 | 1/7/2033 | 200000 | 180726 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 4.06 | 4/25/2028 | 150000 | 148854 |
| Fifth Third Bancorp, Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.34 | 4/25/2033 | 60000 | 57410 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 4.77 | 7/28/2030 | 55000 | 55207 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 4.90 | 9/6/2030 | 200000 | 201725 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 6.36 | 10/27/2028 | 300000 | 311836 |
| Fifth Third Bank NA, Sr. Unscd. Notes | 2.25 | 2/1/2027 | 350000 | 338638 |
| First Horizon Bank, Sub. Notes | 5.75 | 5/1/2030 | 60000 | 61209 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 2.85 | 6/4/2031 | 700000 | 640781 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 3.97 | 5/22/2030 | 200000 | 194645 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.24 | 5/13/2031 | 300000 | 305333 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.40 | 8/11/2033 | 200000 | 204811 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.60 | 5/17/2028 | 200000 | 203249 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.73 | 5/17/2032 | 500000 | 518839 |

---

**9**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.79 | 5/13/2036 | 200000 | 206174 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.89 | 8/14/2027 | 275000 | 278385 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 6.10 | 1/14/2042 | 470000 | 497709 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 6.16 | 3/9/2029 | 700000 | 725604 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 6.25 | 3/9/2034 | 250000 | 267291 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 7.39 | 11/3/2028 | 200000 | 211534 |
| HSBC Holdings PLC, Sub. Notes | 6.50 | 5/2/2036 | 200000 | 215192 |
| HSBC Holdings PLC, Sub. Notes | 6.50 | 9/15/2037 | 450000 | 480767 |
| HSBC Holdings PLC, Sub. Notes | 6.50 | 9/15/2037 | 310000 | 327208 |
| HSBC Holdings PLC, Sub. Notes | 8.11 | 11/3/2033 | 250000 | 289466 |
| Huntington Bancshares, Inc., Sr. Unscd. Notes | 5.02 | 5/17/2033 | 45000 | 44469 |
| Huntington Bancshares, Inc., Sr. Unscd. Notes | 5.27 | 1/15/2031 | 200000 | 204189 |
| Huntington Bancshares, Inc., Sr. Unscd. Notes | 6.21 | 8/21/2029 | 140000 | 146379 |
| Huntington Bancshares, Inc., Sub. Notes | 2.49 | 8/15/2036 | 102000 | 85522 |
| ING Groep NV, Sr. Unscd. Notes | 4.55 | 10/2/2028 | 220000 | 220422 |
| ING Groep NV, Sr. Unscd. Notes | 6.08 | 9/11/2027 | 295000 | 299493 |
| ING Groep NV, Sr. Unscd. Notes | 6.11 | 9/11/2034 | 370000 | 392545 |
| JPMorgan Chase & Co., Sr. Unscd. Bonds | 5.57 | 4/22/2036 | 200000 | 206594 |
| JPMorgan Chase & Co., Sr. Unscd. Bonds | 6.40 | 5/15/2038 | 307000 | 341195 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 1.76 | 11/19/2031 | 100000 | 86500 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 1.95 | 2/4/2032 | 105000 | 91085 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.52 | 4/22/2031 | 150000 | 137045 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.53 | 11/19/2041 | 50000 | 35034 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.55 | 11/8/2032 | 865000 | 760102 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.58 | 4/22/2032 | 795000 | 709546 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.74 | 10/15/2030 | 25000 | 23280 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.96 | 1/25/2033 | 305000 | 273922 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.11 | 4/22/2041 | 95000 | 72523 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.11 | 4/22/2051 | 105000 | 70429 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.33 | 4/22/2052 | 236000 | 163932 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.70 | 5/6/2030 | 30000 | 29159 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.78 | 2/1/2028 | 753000 | 745179 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.90 | 1/23/2049 | 230000 | 180340 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.01 | 4/23/2029 | 250000 | 247043 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.03 | 7/24/2048 | 390000 | 314227 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.20 | 7/23/2029 | 50000 | 49662 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.26 | 2/22/2048 | 250000 | 209226 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.32 | 4/26/2028 | 40000 | 39893 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.49 | 3/24/2031 | 230000 | 229318 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.57 | 6/14/2030 | 200000 | 200638 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.60 | 10/22/2030 | 300000 | 300407 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.85 | 7/25/2028 | 213000 | 214674 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.85 | 2/1/2044 | 50000 | 46118 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.91 | 7/25/2033 | 500000 | 503008 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.95 | 10/22/2035 | 150000 | 148258 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.00 | 7/22/2030 | 500000 | 508620 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.01 | 1/23/2030 | 253000 | 257142 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.30 | 7/24/2029 | 270000 | 276471 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.35 | 6/1/2034 | 190000 | 194947 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.40 | 1/6/2042 | 245000 | 244212 |

---

**10**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.50 | 10/15/2040 | 153000 | 154791 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.57 | 4/22/2028 | 759000 | 772399 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 6.07 | 10/22/2027 | 125000 | 127266 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 6.09 | 10/23/2029 | 73000 | 76472 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 6.25 | 10/23/2034 | 765000 | 830136 |
| JPMorgan Chase & Co., Sub. Debs. | 7.63 | 10/15/2026 | 605000 | 628088 |
| JPMorgan Chase & Co., Sub. Debs. | 8.00 | 4/29/2027 | 700000 | 743445 |
| JPMorgan Chase & Co., Sub. Notes | 2.96 | 5/13/2031 | 195000 | 180485 |
| JPMorgan Chase & Co., Sub. Notes | 4.95 | 6/1/2045 | 135000 | 122510 |
| KeyCorp, Sr. Unscd. Notes | 2.25 | 4/6/2027 | 40000 | 38489 |
| KeyCorp, Sr. Unscd. Notes | 4.10 | 4/30/2028 | 50000 | 49568 |
| KeyCorp, Sr. Unscd. Notes | 4.79 | 6/1/2033 | 30000 | 29373 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds<sup>(b)</sup> <br>| 0.00 | 4/18/2036 | 75000 | 46561 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds | 0.75 | 9/30/2030 | 110000 | 93481 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds<sup>(a)</sup> <br>| 3.75 | 2/15/2028 | 600000 | 597771 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds | 4.75 | 10/29/2030 | 565000 | 584381 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Notes | 1.00 | 10/1/2026 | 1391000 | 1341592 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Notes | 3.88 | 6/15/2028 | 1000000 | 999262 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Notes | 4.13 | 7/15/2033 | 370000 | 366147 |
| Landwirtschaftliche Rentenbank, Govt. Gtd. Notes | 0.88 | 9/3/2030 | 220000 | 188342 |
| Landwirtschaftliche Rentenbank, Govt. Gtd. Notes | 4.13 | 5/28/2030 | 1000000 | 1006729 |
| Landwirtschaftliche Rentenbank, Govt. Gtd. Notes, Ser. 44 | 3.88 | 6/14/2028 | 525000 | 524311 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | 5.59 | 11/26/2035 | 300000 | 305034 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | 5.68 | 1/5/2035 | 200000 | 205194 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | 5.87 | 3/6/2029 | 205000 | 211273 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | 5.99 | 8/7/2027 | 315000 | 319019 |
| Lloyds Banking Group PLC, Sub. Notes | 3.37 | 12/14/2046 | 60000 | 43233 |
| Lloyds Banking Group PLC, Sub. Notes | 5.30 | 12/1/2045 | 100000 | 93237 |
| M&T Bank Corp., Sr. Unscd. Notes | 4.55 | 8/16/2028 | 350000 | 349005 |
| M&T Bank Corp., Sr. Unscd. Notes | 6.08 | 3/13/2032 | 400000 | 420469 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 1.64 | 10/13/2027 | 200000 | 193045 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 2.34 | 1/19/2028 | 200000 | 193703 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 3.75 | 7/18/2039 | 355000 | 303845 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 3.96 | 3/2/2028 | 25000 | 24764 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 4.08 | 4/19/2028 | 354000 | 351102 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 4.32 | 4/19/2033 | 250000 | 241008 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 5.13 | 7/20/2033 | 365000 | 369032 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 5.35 | 9/13/2028 | 285000 | 289734 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.41 | 4/19/2034 | 300000 | 308643 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 2.59 | 5/25/2031 | 50000 | 45356 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 3.15 | 7/16/2030 | 270000 | 255322 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 4.25 | 9/11/2029 | 75000 | 74300 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 5.10 | 5/13/2031 | 200000 | 202929 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 5.41 | 9/13/2028 | 180000 | 183125 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 5.42 | 5/13/2036 | 200000 | 202609 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 5.58 | 5/26/2035 | 250000 | 256511 |
| Mizuho Financial Group, Inc., Sub. Notes | 2.56 | 9/13/2031 | 335000 | 292068 |
| Morgan Stanley, Sr. Unscd. Notes | 1.79 | 2/13/2032 | 800000 | 684414 |
| Morgan Stanley, Sr. Unscd. Notes | 1.93 | 4/28/2032 | 310000 | 265651 |
| Morgan Stanley, Sr. Unscd. Notes | 2.24 | 7/21/2032 | 54000 | 46802 |

---

**11**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** |
| Morgan Stanley, Sr. Unscd. Notes | 2.51 | 10/20/2032 | 447000 | 390996 |
| Morgan Stanley, Sr. Unscd. Notes | 2.70 | 1/22/2031 | 249000 | 229453 |
| Morgan Stanley, Sr. Unscd. Notes | 2.80 | 1/25/2052 | 140000 | 86627 |
| Morgan Stanley, Sr. Unscd. Notes | 2.94 | 1/21/2033 | 295000 | 263500 |
| Morgan Stanley, Sr. Unscd. Notes | 3.22 | 4/22/2042 | 95000 | 72038 |
| Morgan Stanley, Sr. Unscd. Notes | 3.59 | 7/22/2028 | 315000 | 309401 |
| Morgan Stanley, Sr. Unscd. Notes | 3.62 | 4/1/2031 | 125000 | 119708 |
| Morgan Stanley, Sr. Unscd. Notes | 3.63 | 1/20/2027 | 84000 | 83179 |
| Morgan Stanley, Sr. Unscd. Notes | 3.77 | 1/24/2029 | 492000 | 483894 |
| Morgan Stanley, Sr. Unscd. Notes | 3.97 | 7/22/2038 | 400000 | 349827 |
| Morgan Stanley, Sr. Unscd. Notes | 4.30 | 1/27/2045 | 375000 | 319060 |
| Morgan Stanley, Sr. Unscd. Notes | 4.38 | 1/22/2047 | 179000 | 152384 |
| Morgan Stanley, Sr. Unscd. Notes | 4.43 | 1/23/2030 | 125000 | 124527 |
| Morgan Stanley, Sr. Unscd. Notes | 4.46 | 4/22/2039 | 210000 | 194078 |
| Morgan Stanley, Sr. Unscd. Notes | 4.89 | 7/20/2033 | 240000 | 240082 |
| Morgan Stanley, Sr. Unscd. Notes | 5.16 | 4/20/2029 | 245000 | 248902 |
| Morgan Stanley, Sr. Unscd. Notes | 5.25 | 4/21/2034 | 332000 | 337325 |
| Morgan Stanley, Sr. Unscd. Notes | 5.45 | 7/20/2029 | 45000 | 46199 |
| Morgan Stanley, Sr. Unscd. Notes | 5.47 | 1/18/2035 | 70000 | 71717 |
| Morgan Stanley, Sr. Unscd. Notes | 5.65 | 4/13/2028 | 100000 | 101894 |
| Morgan Stanley, Sr. Unscd. Notes | 6.30 | 10/18/2028 | 190000 | 197217 |
| Morgan Stanley, Sr. Unscd. Notes | 6.34 | 10/18/2033 | 285000 | 308584 |
| Morgan Stanley, Sr. Unscd. Notes | 6.38 | 7/24/2042 | 574000 | 629345 |
| Morgan Stanley, Sr. Unscd. Notes | 6.41 | 11/1/2029 | 300000 | 316561 |
| Morgan Stanley, Sr. Unscd. Notes | 6.63 | 11/1/2034 | 140000 | 154223 |
| Morgan Stanley, Sub. Notes | 3.95 | 4/23/2027 | 125000 | 123949 |
| Morgan Stanley, Sub. Notes | 4.35 | 9/8/2026 | 195000 | 194487 |
| Morgan Stanley, Sub. Notes | 5.30 | 4/20/2037 | 255000 | 255128 |
| Morgan Stanley Bank NA, Sr. Unscd. Notes | 4.95 | 1/14/2028 | 360000 | 362019 |
| Morgan Stanley Bank NA, Sr. Unscd. Notes | 5.50 | 5/26/2028 | 575000 | 585275 |
| Morgan Stanley Private Bank NA, Sr. Unscd. Notes | 4.47 | 7/6/2028 | 250000 | 249951 |
| Morgan Stanley Private Bank NA, Sr. Unscd. Notes | 4.73 | 7/18/2031 | 350000 | 351745 |
| National Australia Bank Ltd., Sr. Unscd. Notes | 4.79 | 1/10/2029 | 325000 | 330670 |
| NatWest Group PLC, Sr. Unscd. Notes | 4.96 | 8/15/2030 | 400000 | 404207 |
| NatWest Group PLC, Sr. Unscd. Notes | 5.12 | 5/23/2031 | 250000 | 253786 |
| Northern Trust Corp., Sr. Unscd. Notes | 1.95 | 5/1/2030 | 25000 | 22448 |
| Northern Trust Corp., Sr. Unscd. Notes | 3.15 | 5/3/2029 | 65000 | 62451 |
| Northern Trust Corp., Sr. Unscd. Notes | 4.00 | 5/10/2027 | 95000 | 94622 |
| Northern Trust Corp., Sub. Notes | 3.38 | 5/8/2032 | 65000 | 63041 |
| Northern Trust Corp., Sub. Notes | 6.13 | 11/2/2032 | 45000 | 48534 |
| Oesterreichische Kontrollbank AG, Govt. Gtd. Notes | 5.00 | 10/23/2026 | 650000 | 656206 |
| PNC Bank NA, Sr. Unscd. Notes | 4.43 | 7/21/2028 | 250000 | 250066 |
| PNC Bank NA, Sub. Notes | 2.70 | 10/22/2029 | 75000 | 69708 |
| Regions Financial Corp., Sr. Unscd. Notes | 1.80 | 8/12/2028 | 47000 | 43458 |
| Regions Financial Corp., Sr. Unscd. Notes | 5.50 | 9/6/2035 | 250000 | 252087 |
| Royal Bank of Canada, Sr. Unscd. Notes | 2.30 | 11/3/2031 | 374000 | 327271 |
| Royal Bank of Canada, Sr. Unscd. Notes | 3.63 | 5/4/2027 | 30000 | 29657 |
| Royal Bank of Canada, Sr. Unscd. Notes | 3.88 | 5/4/2032 | 36000 | 34330 |
| Royal Bank of Canada, Sr. Unscd. Notes | 4.24 | 8/3/2027 | 200000 | 199570 |
| Royal Bank of Canada, Sr. Unscd. Notes | 4.97 | 8/2/2030 | 500000 | 506248 |

---

**12**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** |
| Royal Bank of Canada, Sr. Unscd. Notes | 5.00 | 2/1/2033 | 50000 | 50869 |
| Royal Bank of Canada, Sr. Unscd. Notes | 5.20 | 8/1/2028 | 235000 | 240781 |
| Royal Bank of Canada, Sr. Unscd. Notes | 6.00 | 11/1/2027 | 200000 | 206772 |
| Santander Holdings USA, Inc., Sr. Unscd. Bonds | 7.66 | 11/9/2031 | 140000 | 156170 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 2.49 | 1/6/2028 | 80000 | 77512 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 3.24 | 10/5/2026 | 275000 | 270480 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 4.40 | 7/13/2027 | 531000 | 530243 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 6.50 | 3/9/2029 | 162000 | 168701 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 6.57 | 6/12/2029 | 131000 | 137025 |
| Santander UK Group Holdings PLC, Sr. Unscd. Notes | 2.47 | 1/11/2028 | 200000 | 193609 |
| Santander UK Group Holdings PLC, Sr. Unscd. Notes | 2.90 | 3/15/2032 | 125000 | 112173 |
| SouthState Corp., Sub. Notes | 7.00 | 6/13/2035 | 85000 | 87278 |
| State Street Corp., Sr. Unscd. Notes | 1.68 | 11/18/2027 | 126000 | 121514 |
| State Street Corp., Sr. Unscd. Notes | 2.62 | 2/7/2033 | 27000 | 23779 |
| State Street Corp., Sr. Unscd. Notes | 4.16 | 8/4/2033 | 50000 | 47968 |
| State Street Corp., Sr. Unscd. Notes | 4.53 | 2/20/2029 | 190000 | 190656 |
| State Street Corp., Sr. Unscd. Notes | 4.82 | 1/26/2034 | 200000 | 198681 |
| State Street Corp., Sr. Unscd. Notes | 5.16 | 5/18/2034 | 50000 | 50905 |
| State Street Corp., Sr. Unscd. Notes | 5.27 | 8/3/2026 | 75000 | 75555 |
| State Street Corp., Sr. Unscd. Notes | 5.68 | 11/21/2029 | 50000 | 52014 |
| State Street Corp., Sr. Unscd. Notes | 5.82 | 11/4/2028 | 365000 | 376247 |
| State Street Corp., Sub. Notes | 2.20 | 3/3/2031 | 245000 | 215880 |
| State Street Corp., Sub. Notes | 3.03 | 11/1/2034 | 50000 | 46200 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 1.40 | 9/17/2026 | 315000 | 304324 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 3.35 | 10/18/2027 | 125000 | 122279 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.25 | 7/8/2036 | 200000 | 201258 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.52 | 1/13/2028 | 280000 | 287426 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.56 | 7/9/2034 | 521000 | 538123 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.72 | 9/14/2028 | 285000 | 295250 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.80 | 7/13/2028 | 325000 | 337708 |
| Sumitomo Mitsui Financial Group, Inc., Sub. Notes | 5.80 | 7/8/2046 | 100000 | 99638 |
| Sumitomo Mitsui Financial Group, Inc., Sub. Notes | 5.84 | 7/9/2044 | 400000 | 403970 |
| Synchrony Bank, Sr. Unscd. Notes | 5.63 | 8/23/2027 | 250000 | 254269 |
| The Bank of Nova Scotia, Sr. Unscd. Notes<sup>(a)</sup> <br>| 1.30 | 9/15/2026 | 297000 | 286925 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 1.95 | 2/2/2027 | 255000 | 246586 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 2.95 | 3/11/2027 | 110000 | 107569 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 4.74 | 11/10/2032 | 250000 | 249155 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 4.85 | 2/1/2030 | 122000 | 123565 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 5.25 | 6/12/2028 | 240000 | 246214 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 5.65 | 2/1/2034 | 150000 | 157123 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Bonds | 4.22 | 5/1/2029 | 180000 | 178704 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 1.95 | 10/21/2027 | 400000 | 387412 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.38 | 7/21/2032 | 220000 | 192135 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.60 | 2/7/2030 | 735000 | 679146 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.62 | 4/22/2032 | 430000 | 382716 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.64 | 2/24/2028 | 230000 | 223204 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.65 | 10/21/2032 | 220000 | 193723 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.91 | 7/21/2042 | 444000 | 317023 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.10 | 2/24/2033 | 235000 | 211222 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.44 | 2/24/2043 | 178000 | 135546 |

---

**13**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.50 | 11/16/2026 | 316000 | 311932 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.69 | 6/5/2028 | 37000 | 36445 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.80 | 3/15/2030 | 200000 | 194560 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.81 | 4/23/2029 | 20000 | 19630 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.85 | 1/26/2027 | 460000 | 456280 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.41 | 4/23/2039 | 75000 | 67648 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.48 | 8/23/2028 | 200000 | 200031 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.69 | 10/23/2030 | 300000 | 299674 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.75 | 10/21/2045 | 154000 | 136303 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.21 | 1/28/2031 | 500000 | 510609 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.22 | 4/23/2031 | 200000 | 204550 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.33 | 7/23/2035 | 250000 | 252336 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.73 | 4/25/2030 | 400000 | 415226 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.85 | 4/25/2035 | 95000 | 99481 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 6.25 | 2/1/2041 | 681000 | 728914 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 6.48 | 10/24/2029 | 110000 | 116256 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 6.56 | 10/24/2034 | 30000 | 33151 |
| The Goldman Sachs Group, Inc., Sub. Notes | 5.15 | 5/22/2045 | 480000 | 433569 |
| The Goldman Sachs Group, Inc., Sub. Notes | 6.45 | 5/1/2036 | 176000 | 188596 |
| The Goldman Sachs Group, Inc., Sub. Notes | 6.75 | 10/1/2037 | 143000 | 157271 |
| The Huntington National Bank, Sr. Unscd. Notes | 4.55 | 5/17/2028 | 270000 | 270116 |
| The Huntington National Bank, Sr. Unscd. Notes | 4.87 | 4/12/2028 | 500000 | 502297 |
| The Korea Development Bank, Sr. Unscd. Notes | 2.00 | 10/25/2031 | 100000 | 87456 |
| The Korea Development Bank, Sr. Unscd. Notes | 4.13 | 10/16/2027 | 200000 | 199191 |
| The Korea Development Bank, Sr. Unscd. Notes | 5.38 | 10/23/2028 | 285000 | 294356 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Bonds | 5.37 | 7/21/2036 | 100000 | 101112 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 2.55 | 1/22/2030 | 317000 | 292985 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 3.15 | 5/19/2027 | 113000 | 110666 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 3.45 | 4/23/2029 | 108000 | 104783 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 4.81 | 10/21/2032 | 270000 | 269750 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.07 | 1/24/2034 | 215000 | 215496 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.35 | 12/2/2028 | 115000 | 117356 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.49 | 5/14/2030 | 500000 | 516988 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.58 | 6/12/2029 | 45000 | 46388 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.94 | 8/18/2034 | 295000 | 310872 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 6.62 | 10/20/2027 | 38000 | 38900 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 6.88 | 10/20/2034 | 50000 | 55844 |
| The PNC Financial Services Group, Inc., Sub. Notes | 4.63 | 6/6/2033 | 54000 | 52621 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 1.25 | 9/10/2026 | 195000 | 188273 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 2.00 | 9/10/2031 | 95000 | 82598 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 2.45 | 1/12/2032 | 50000 | 43671 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 2.80 | 3/10/2027 | 100000 | 97541 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 3.20 | 3/10/2032 | 115000 | 104643 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 4.11 | 6/8/2027 | 270000 | 268800 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 4.46 | 6/8/2032 | 110000 | 107859 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 4.69 | 9/15/2027 | 153000 | 153945 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 5.16 | 1/10/2028 | 80000 | 81381 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 5.52 | 7/17/2028 | 96000 | 98971 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes, Ser. FXD | 1.95 | 1/12/2027 | 70000 | 67647 |
| The Toronto-Dominion Bank, Sub. Notes | 5.15 | 9/10/2034 | 200000 | 201065 |

---

**14**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** |
| Truist Financial Corp., Sr. Unscd. Notes | 1.13 | 8/3/2027 | 450000 | 422448 |
| Truist Financial Corp., Sr. Unscd. Notes | 4.12 | 6/6/2028 | 50000 | 49730 |
| Truist Financial Corp., Sr. Unscd. Notes | 5.07 | 5/20/2031 | 250000 | 253460 |
| Truist Financial Corp., Sr. Unscd. Notes | 5.87 | 6/8/2034 | 70000 | 73117 |
| Truist Financial Corp., Sr. Unscd. Notes | 6.12 | 10/28/2033 | 390000 | 413811 |
| Truist Financial Corp., Sub. Notes | 4.92 | 7/28/2033 | 100000 | 98049 |
| UBS AG, Sr. Unscd. Notes | 4.50 | 6/26/2048 | 250000 | 215437 |
| US Bancorp, Sr. Unscd. Notes | 4.55 | 7/22/2028 | 332000 | 332519 |
| US Bancorp, Sr. Unscd. Notes | 4.65 | 2/1/2029 | 187000 | 187915 |
| US Bancorp, Sr. Unscd. Notes | 4.84 | 2/1/2034 | 314000 | 309945 |
| US Bancorp, Sr. Unscd. Notes | 5.05 | 2/12/2031 | 250000 | 253765 |
| US Bancorp, Sr. Unscd. Notes | 5.08 | 5/15/2031 | 250000 | 254424 |
| US Bancorp, Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.42 | 2/12/2036 | 250000 | 254186 |
| US Bancorp, Sr. Unscd. Notes | 5.78 | 6/12/2029 | 170000 | 175903 |
| US Bancorp, Sr. Unscd. Notes | 5.85 | 10/21/2033 | 310000 | 324968 |
| US Bancorp, Sr. Unscd. Notes | 6.79 | 10/26/2027 | 70000 | 71827 |
| US Bank NA, Sr. Unscd. Notes | 4.73 | 5/15/2028 | 250000 | 251104 |
| Wachovia Corp., Sub. Debs. | 5.50 | 8/1/2035 | 210000 | 213347 |
| Webster Financial Corp., Sr. Unscd. Notes | 4.10 | 3/25/2029 | 85000 | 82598 |
| Wells Fargo & Co., Sr. Unscd. Notes | 2.39 | 6/2/2028 | 170000 | 163657 |
| Wells Fargo & Co., Sr. Unscd. Notes | 2.57 | 2/11/2031 | 125000 | 114659 |
| Wells Fargo & Co., Sr. Unscd. Notes | 2.88 | 10/30/2030 | 575000 | 537154 |
| Wells Fargo & Co., Sr. Unscd. Notes | 3.00 | 10/23/2026 | 10000 | 9832 |
| Wells Fargo & Co., Sr. Unscd. Notes | 3.35 | 3/2/2033 | 865000 | 791819 |
| Wells Fargo & Co., Sr. Unscd. Notes | 3.58 | 5/22/2028 | 1326000 | 1303913 |
| Wells Fargo & Co., Sr. Unscd. Notes | 3.90 | 5/1/2045 | 185000 | 146788 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.15 | 1/24/2029 | 220000 | 218053 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.48 | 4/4/2031 | 360000 | 357588 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.81 | 7/25/2028 | 260000 | 261390 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.90 | 7/25/2033 | 420000 | 419848 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.97 | 4/23/2029 | 595000 | 601679 |
| Wells Fargo & Co., Sr. Unscd. Notes | 5.01 | 4/4/2051 | 481000 | 435272 |
| Wells Fargo & Co., Sr. Unscd. Notes | 5.39 | 4/24/2034 | 170000 | 173881 |
| Wells Fargo & Co., Sr. Unscd. Notes | 5.56 | 7/25/2034 | 116000 | 119610 |
| Wells Fargo & Co., Sr. Unscd. Notes | 6.30 | 10/23/2029 | 60000 | 63129 |
| Wells Fargo & Co., Sr. Unscd. Notes | 6.49 | 10/23/2034 | 225000 | 245716 |
| Wells Fargo & Co., Sub. Notes | 4.90 | 11/17/2045 | 330000 | 290783 |
| Wells Fargo & Co., Sub. Notes | 5.38 | 11/2/2043 | 560000 | 530983 |
| Wells Fargo & Co., Sub. Notes | 5.61 | 1/15/2044 | 390000 | 379147 |
| Wells Fargo Bank NA, Sr. Unscd. Notes | 5.45 | 8/7/2026 | 425000 | 429229 |
| Westpac Banking Corp., Sr. Unscd. Notes | 1.95 | 11/20/2028 | 390000 | 362629 |
| Westpac Banking Corp., Sr. Unscd. Notes | 3.40 | 1/25/2028 | 59000 | 57965 |
| Westpac Banking Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.04 | 8/26/2027 | 400000 | 398759 |
| Westpac Banking Corp., Sr. Unscd. Notes | 4.35 | 7/1/2030 | 20000 | 19990 |
| Westpac Banking Corp., Sr. Unscd. Notes | 5.46 | 11/18/2027 | 735000 | 754168 |
| Westpac Banking Corp., Sr. Unscd. Notes | 5.54 | 11/17/2028 | 50000 | 51995 |
| Westpac Banking Corp., Sub. Notes | 2.67 | 11/15/2035 | 45000 | 39777 |
| Westpac Banking Corp., Sub. Notes | 2.96 | 11/16/2040 | 41000 | 30267 |
| Westpac Banking Corp., Sub. Notes | 3.02 | 11/18/2036 | 50000 | 43878 |
| Westpac Banking Corp., Sub. Notes | 3.13 | 11/18/2041 | 290000 | 211666 |

---

**15**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** | **Banks — 5.5% (continued)** |
| Westpac Banking Corp., Sub. Notes | 4.11 | 7/24/2034 | 50000 | 48343 |
| Westpac Banking Corp., Sub. Notes | 5.41 | 8/10/2033 | 50000 | 50549 |
| Westpac Banking Corp., Sub. Notes | 6.82 | 11/17/2033 | 100000 | 109990 |
| Zions Bancorp NA, Sub. Notes | 6.82 | 11/19/2035 | 335000 | 351137 |
|  |  |  |  | **109040396** |
| **Beverage Products — .4%** | **Beverage Products — .4%** | **Beverage Products — .4%** | **Beverage Products — .4%** | **Beverage Products — .4%** |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.70 | 2/1/2036 | 665000 | 645321 |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.90 | 2/1/2046 | 586000 | 535522 |
| Anheuser-Busch InBev Finance, Inc., Gtd. Notes | 4.63 | 2/1/2044 | 100000 | 88985 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.38 | 4/15/2038 | 1201000 | 1114316 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.90 | 1/23/2031 | 75000 | 76745 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.95 | 1/15/2042 | 25000 | 23434 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 5.45 | 1/23/2039 | 25000 | 25335 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 5.80 | 1/23/2059 | 200000 | 202704 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 8.00 | 11/15/2039 | 25000 | 31464 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 8.20 | 1/15/2039 | 25000 | 31618 |
| Coca-Cola Femsa SAB de CV, Gtd. Notes | 2.75 | 1/22/2030 | 50000 | 46440 |
| Constellation Brands, Inc., Gtd. Notes<sup>(a)</sup> <br>| 3.15 | 8/1/2029 | 135000 | 128058 |
| Constellation Brands, Inc., Gtd. Notes | 4.50 | 5/9/2047 | 220000 | 180964 |
| Constellation Brands, Inc., Gtd. Notes | 4.65 | 11/15/2028 | 50000 | 50201 |
| Constellation Brands, Inc., Gtd. Notes | 5.25 | 11/15/2048 | 180000 | 164039 |
| Constellation Brands, Inc., Sr. Unscd. Notes | 2.25 | 8/1/2031 | 150000 | 129982 |
| Diageo Capital PLC, Gtd. Notes | 5.38 | 10/5/2026 | 200000 | 202035 |
| Diageo Capital PLC, Gtd. Notes | 5.63 | 10/5/2033 | 200000 | 209770 |
| Fomento Economico Mexicano SAB de CV, Sr. Unscd. Notes | 3.50 | 1/16/2050 | 140000 | 99298 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 2.55 | 9/15/2026 | 185000 | 181166 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 3.95 | 4/15/2029 | 235000 | 230439 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 4.50 | 11/15/2045 | 47000 | 39322 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 4.50 | 4/15/2052 | 120000 | 98522 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 4.60 | 5/25/2028 | 50000 | 50214 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 5.30 | 3/15/2034 | 215000 | 219712 |
| Molson Coors Beverage Co., Gtd. Notes | 5.00 | 5/1/2042 | 105000 | 95383 |
| PepsiCo, Inc., Sr. Unscd. Notes | 1.40 | 2/25/2031 | 68000 | 58061 |
| PepsiCo, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.63 | 3/19/2027 | 40000 | 39011 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.00 | 10/15/2027 | 125000 | 122026 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.45 | 10/6/2046 | 50000 | 37152 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.50 | 3/19/2040 | 20000 | 16403 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.60 | 2/18/2028 | 70000 | 69180 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.60 | 8/13/2042 | 25000 | 19905 |
| PepsiCo, Inc., Sr. Unscd. Notes | 4.20 | 7/18/2052 | 70000 | 56953 |
| PepsiCo, Inc., Sr. Unscd. Notes | 4.30 | 7/23/2030 | 100000 | 99650 |
| PepsiCo, Inc., Sr. Unscd. Notes | 4.40 | 2/7/2027 | 400000 | 401461 |
| PepsiCo, Inc., Sr. Unscd. Notes | 4.65 | 7/23/2032 | 100000 | 100023 |
| PepsiCo, Inc., Sr. Unscd. Notes | 5.00 | 2/7/2035 | 200000 | 201843 |
| PepsiCo, Inc., Sr. Unscd. Notes | 5.00 | 7/23/2035 | 200000 | 200585 |
| PepsiCo, Inc., Sr. Unscd. Notes | 5.13 | 11/10/2026 | 50000 | 50517 |
| PepsiCo, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.25 | 7/17/2054 | 590000 | 568092 |
| PepsiCo, Inc., Sr. Unscd. Notes | 7.00 | 3/1/2029 | 113000 | 123241 |
| The Coca-Cola Company, Sr. Unscd. Notes | 1.38 | 3/15/2031 | 290000 | 247554 |
| The Coca-Cola Company, Sr. Unscd. Notes | 1.45 | 6/1/2027 | 128000 | 122064 |

---

**16**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Beverage Products — .4% (continued)** | **Beverage Products — .4% (continued)** | **Beverage Products — .4% (continued)** | **Beverage Products — .4% (continued)** | **Beverage Products — .4% (continued)** |
| The Coca-Cola Company, Sr. Unscd. Notes | 1.65 | 6/1/2030 | 200000 | 177024 |
| The Coca-Cola Company, Sr. Unscd. Notes | 2.00 | 3/5/2031 | 40000 | 35308 |
| The Coca-Cola Company, Sr. Unscd. Notes | 2.50 | 6/1/2040 | 220000 | 158876 |
| The Coca-Cola Company, Sr. Unscd. Notes | 2.50 | 3/15/2051 | 135000 | 80119 |
| The Coca-Cola Company, Sr. Unscd. Notes | 2.60 | 6/1/2050 | 343000 | 210908 |
| The Coca-Cola Company, Sr. Unscd. Notes | 3.00 | 3/5/2051 | 30000 | 19889 |
| The Coca-Cola Company, Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.65 | 8/14/2034 | 500000 | 500247 |
|  |  |  |  | **8617081** |
| **Building Materials — .1%** | **Building Materials — .1%** | **Building Materials — .1%** | **Building Materials — .1%** | **Building Materials — .1%** |
| Carrier Global Corp., Sr. Unscd. Notes | 2.70 | 2/15/2031 | 50000 | 45345 |
| Carrier Global Corp., Sr. Unscd. Notes | 2.72 | 2/15/2030 | 246000 | 228230 |
| Carrier Global Corp., Sr. Unscd. Notes | 3.38 | 4/5/2040 | 135000 | 106671 |
| Carrier Global Corp., Sr. Unscd. Notes | 3.58 | 4/5/2050 | 67000 | 49135 |
| Fortune Brands Innovations, Inc., Sr. Unscd. Notes | 4.50 | 3/25/2052 | 25000 | 19923 |
| Johnson Controls International PLC, Sr. Unscd. Notes | 4.50 | 2/15/2047 | 200000 | 168105 |
| Lennox International, Inc., Gtd. Notes | 5.50 | 9/15/2028 | 20000 | 20538 |
| Martin Marietta Materials, Inc., Sr. Unscd. Notes | 3.20 | 7/15/2051 | 130000 | 86061 |
| Martin Marietta Materials, Inc., Sr. Unscd. Notes | 4.25 | 12/15/2047 | 65000 | 52383 |
| Martin Marietta Materials, Inc., Sr. Unscd. Notes | 5.50 | 12/1/2054 | 300000 | 288113 |
| Masco Corp., Sr. Unscd. Notes | 2.00 | 10/1/2030 | 345000 | 302212 |
| Mohawk Industries, Inc., Sr. Unscd. Notes | 5.85 | 9/18/2028 | 205000 | 212617 |
| Owens Corning, Sr. Unscd. Notes | 3.40 | 8/15/2026 | 199000 | 196773 |
| Owens Corning, Sr. Unscd. Notes | 3.88 | 6/1/2030 | 70000 | 67498 |
| Trane Technologies Global Holding Co. Ltd., Gtd. Notes | 4.30 | 2/21/2048 | 80000 | 66247 |
| Trane Technologies Global Holding Co. Ltd., Gtd. Notes | 5.75 | 6/15/2043 | 26000 | 26652 |
| Vulcan Materials Co., Sr. Unscd. Notes | 3.90 | 4/1/2027 | 55000 | 54536 |
| Vulcan Materials Co., Sr. Unscd. Notes | 5.70 | 12/1/2054 | 200000 | 197709 |
|  |  |  |  | **2188748** |
| **Chemicals — .3%** | **Chemicals — .3%** | **Chemicals — .3%** | **Chemicals — .3%** | **Chemicals — .3%** |
| Air Products & Chemicals, Inc., Sr. Unscd. Notes | 2.05 | 5/15/2030 | 31000 | 27884 |
| Air Products & Chemicals, Inc., Sr. Unscd. Notes | 2.70 | 5/15/2040 | 74000 | 53518 |
| Air Products & Chemicals, Inc., Sr. Unscd. Notes | 4.60 | 2/8/2029 | 100000 | 100928 |
| Air Products & Chemicals, Inc., Sr. Unscd. Notes | 4.80 | 3/3/2033 | 300000 | 300800 |
| Air Products & Chemicals, Inc., Sr. Unscd. Notes | 4.85 | 2/8/2034 | 245000 | 244080 |
| Albemarle Corp., Sr. Unscd. Notes | 5.45 | 12/1/2044 | 25000 | 21104 |
| Albemarle Corp., Sr. Unscd. Notes | 5.65 | 6/1/2052 | 45000 | 37506 |
| CF Industries, Inc., Gtd. Notes | 4.95 | 6/1/2043 | 280000 | 248714 |
| CF Industries, Inc., Gtd. Notes | 5.15 | 3/15/2034 | 70000 | 69448 |
| CF Industries, Inc., Gtd. Notes | 5.38 | 3/15/2044 | 60000 | 55902 |
| DuPont de Nemours, Inc., Sr. Unscd. Notes | 4.73 | 11/15/2028 | 35000 | 35413 |
| DuPont de Nemours, Inc., Sr. Unscd. Notes | 5.32 | 11/15/2038 | 187000 | 191732 |
| DuPont de Nemours, Inc., Sr. Unscd. Notes | 5.42 | 11/15/2048 | 110000 | 109865 |
| Eastman Chemical Co., Sr. Unscd. Notes | 4.65 | 10/15/2044 | 195000 | 164012 |
| Eastman Chemical Co., Sr. Unscd. Notes | 4.80 | 9/1/2042 | 100000 | 87098 |
| Eastman Chemical Co., Sr. Unscd. Notes | 5.63 | 2/20/2034 | 100000 | 101668 |
| Ecolab, Inc., Sr. Unscd. Notes | 1.30 | 1/30/2031 | 195000 | 165179 |
| Ecolab, Inc., Sr. Unscd. Notes | 2.13 | 2/1/2032 | 20000 | 17210 |
| Ecolab, Inc., Sr. Unscd. Notes | 3.25 | 12/1/2027 | 90000 | 87942 |
| Ecolab, Inc., Sr. Unscd. Notes | 3.95 | 12/1/2047 | 10000 | 7939 |
| Ecolab, Inc., Sr. Unscd. Notes | 4.80 | 3/24/2030 | 35000 | 35579 |

---

**17**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Chemicals — .3% (continued)** | **Chemicals — .3% (continued)** | **Chemicals — .3% (continued)** | **Chemicals — .3% (continued)** | **Chemicals — .3% (continued)** |
| Ecolab, Inc., Sr. Unscd. Notes | 5.25 | 1/15/2028 | 155000 | 158879 |
| EIDP, Inc., Sr. Unscd. Notes | 4.80 | 5/15/2033 | 29000 | 28751 |
| FMC Corp., Sr. Unscd. Notes | 3.20 | 10/1/2026 | 90000 | 88395 |
| FMC Corp., Sr. Unscd. Notes | 5.65 | 5/18/2033 | 50000 | 49213 |
| International Flavors & Fragrances, Inc., Sr. Unscd. Notes | 5.00 | 9/26/2048 | 69000 | 58931 |
| Linde, Inc., Gtd. Notes | 1.10 | 8/10/2030 | 230000 | 197434 |
| LYB International Finance III LLC, Gtd. Notes | 3.38 | 10/1/2040 | 185000 | 134143 |
| LYB International Finance III LLC, Gtd. Notes | 3.80 | 10/1/2060 | 289000 | 181743 |
| LYB International Finance III LLC, Gtd. Notes | 4.20 | 5/1/2050 | 265000 | 193080 |
| LyondellBasell Industries NV, Sr. Unscd. Bonds<sup>(a)</sup> <br>| 4.63 | 2/26/2055 | 21000 | 16204 |
| NewMarket Corp., Sr. Unscd. Notes | 2.70 | 3/18/2031 | 25000 | 22303 |
| Nutrien Ltd., Sr. Unscd. Notes | 2.95 | 5/13/2030 | 78000 | 72499 |
| Nutrien Ltd., Sr. Unscd. Notes | 4.13 | 3/15/2035 | 100000 | 90597 |
| Nutrien Ltd., Sr. Unscd. Notes | 4.20 | 4/1/2029 | 20000 | 19763 |
| Nutrien Ltd., Sr. Unscd. Notes | 5.40 | 6/21/2034 | 500000 | 505997 |
| The Dow Chemical Company, Sr. Unscd. Bonds | 7.38 | 11/1/2029 | 138000 | 151297 |
| The Dow Chemical Company, Sr. Unscd. Notes | 4.38 | 11/15/2042 | 60000 | 47727 |
| The Dow Chemical Company, Sr. Unscd. Notes | 4.63 | 10/1/2044 | 267000 | 215524 |
| The Dow Chemical Company, Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.15 | 2/15/2034 | 420000 | 413265 |
| The Dow Chemical Company, Sr. Unscd. Notes | 5.25 | 11/15/2041 | 263000 | 235635 |
| The Mosaic Company, Sr. Unscd. Notes | 4.88 | 11/15/2041 | 10000 | 8848 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 2.30 | 5/15/2030 | 36000 | 32522 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 2.95 | 8/15/2029 | 225000 | 211997 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 3.30 | 5/15/2050 | 85000 | 56789 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 3.45 | 6/1/2027 | 375000 | 368396 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 4.00 | 12/15/2042 | 40000 | 32309 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 4.50 | 6/1/2047 | 25000 | 20847 |
| Westlake Corp., Sr. Unscd. Notes | 4.38 | 11/15/2047 | 470000 | 366359 |
|  |  |  |  | **6142968** |
| **Commercial & Professional Services — .3%** | **Commercial & Professional Services — .3%** | **Commercial & Professional Services — .3%** | **Commercial & Professional Services — .3%** | **Commercial & Professional Services — .3%** |
| &nbsp;&nbsp;&nbsp; Brown University, in Providence in the State of Rhode Island & Providence <br> Plantations, Bonds, Ser. A<br>| 2.92 | 9/1/2050 | 130000 | 85298 |
| California Institute of Technology, Sr. Unscd. Bonds | 4.70 | 11/1/2111 | 35000 | 28113 |
| Duke University, Unscd. Bonds, Ser. 2020 | 2.83 | 10/1/2055 | 225000 | 138223 |
| Emory University, Unscd. Notes, Ser. 2020 | 2.14 | 9/1/2030 | 115000 | 103385 |
| Equifax, Inc., Sr. Unscd. Notes | 2.35 | 9/15/2031 | 100000 | 86990 |
| Equifax, Inc., Sr. Unscd. Notes | 5.10 | 6/1/2028 | 434000 | 440624 |
| Global Payments, Inc., Sr. Unscd. Notes | 3.20 | 8/15/2029 | 128000 | 120332 |
| Global Payments, Inc., Sr. Unscd. Notes | 4.15 | 8/15/2049 | 165000 | 121086 |
| Global Payments, Inc., Sr. Unscd. Notes | 4.95 | 8/15/2027 | 25000 | 25151 |
| Global Payments, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.40 | 8/15/2032 | 40000 | 40507 |
| GXO Logistics, Inc., Sr. Unscd. Notes | 2.65 | 7/15/2031 | 50000 | 43626 |
| Johns Hopkins University, Sr. Unscd. Bonds, Ser. A | 2.81 | 1/1/2060 | 25000 | 14624 |
| Massachusetts Institute of Technology, Unscd. Bonds | 3.96 | 7/1/2038 | 25000 | 22667 |
| Massachusetts Institute of Technology, Unscd. Notes | 3.07 | 4/1/2052 | 400000 | 266714 |
| Moody's Corp., Sr. Unscd. Notes | 3.25 | 1/15/2028 | 150000 | 146519 |
| Moody's Corp., Sr. Unscd. Notes | 4.88 | 12/17/2048 | 75000 | 66288 |
| Northwestern University, Unscd. Bonds | 4.64 | 12/1/2044 | 65000 | 60509 |
| Northwestern University, Unscd. Bonds, Ser. 2017 | 3.66 | 12/1/2057 | 200000 | 142598 |
| PayPal Holdings, Inc., Sr. Unscd. Notes | 2.65 | 10/1/2026 | 55000 | 53955 |

---

**18**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Commercial & Professional Services — .3% (continued)** | **Commercial & Professional Services — .3% (continued)** | **Commercial & Professional Services — .3% (continued)** | **Commercial & Professional Services — .3% (continued)** | **Commercial & Professional Services — .3% (continued)** |
| PayPal Holdings, Inc., Sr. Unscd. Notes | 2.85 | 10/1/2029 | 100000 | 94122 |
| PayPal Holdings, Inc., Sr. Unscd. Notes | 4.40 | 6/1/2032 | 84000 | 82727 |
| PayPal Holdings, Inc., Sr. Unscd. Notes | 5.50 | 6/1/2054 | 250000 | 243164 |
| President & Fellows of Harvard College, Unscd. Bonds<sup>(a)</sup> <br>| 2.52 | 10/15/2050 | 60000 | 35948 |
| Quanta Services, Inc., Sr. Unscd. Notes | 5.25 | 8/9/2034 | 135000 | 136447 |
| RELX Capital, Inc., Gtd. Notes | 4.00 | 3/18/2029 | 145000 | 143423 |
| S&P Global, Inc., Gtd. Notes | 1.25 | 8/15/2030 | 10000 | 8599 |
| S&P Global, Inc., Gtd. Notes | 2.45 | 3/1/2027 | 566000 | 550253 |
| S&P Global, Inc., Gtd. Notes | 2.50 | 12/1/2029 | 195000 | 180965 |
| S&P Global, Inc., Gtd. Notes | 2.70 | 3/1/2029 | 180000 | 170239 |
| S&P Global, Inc., Gtd. Notes | 2.90 | 3/1/2032 | 50000 | 45169 |
| S&P Global, Inc., Gtd. Notes | 3.90 | 3/1/2062 | 80000 | 59878 |
| S&P Global, Inc., Gtd. Notes | 4.25 | 5/1/2029 | 120000 | 119720 |
| The California Endowment, Unscd. Notes, Ser. 2021 | 2.50 | 4/1/2051 | 100000 | 56975 |
| The George Washington University, Unscd. Notes, Ser. 2014 | 4.30 | 9/15/2044 | 70000 | 58704 |
| The Georgetown University, Sr. Unscd. Bonds, Ser. 20A | 2.94 | 4/1/2050 | 100000 | 62631 |
| The Leland Stanford Junior University, Unscd. Bonds | 2.41 | 6/1/2050 | 125000 | 73821 |
| The Leland Stanford Junior University, Unscd. Bonds | 3.65 | 5/1/2048 | 50000 | 38401 |
| The Rockefeller Foundation, Unscd. Notes, Ser. 2020 | 2.49 | 10/1/2050 | 50000 | 29709 |
| The Trustees of Princeton University, Unscd. Bonds, Ser. 2020 | 2.52 | 7/1/2050 | 285000 | 172630 |
| The Trustees of the University of Pennsylvania, Unscd. Bonds, Ser. 2020 | 2.40 | 10/1/2050 | 60000 | 34707 |
| The University of Chicago, Unscd. Bonds | 4.00 | 10/1/2053 | 50000 | 38822 |
| The University of Chicago, Unscd. Bonds, Ser. 20B | 2.76 | 4/1/2045 | 50000 | 38773 |
| The Washington University, Sr. Unscd. Bonds | 4.35 | 4/15/2122 | 25000 | 18820 |
| The Washington University, Sr. Unscd. Bonds, Ser. 2022<sup>(a)</sup> <br>| 3.52 | 4/15/2054 | 125000 | 89236 |
| Thomas Jefferson University, Scd. Bonds | 3.85 | 11/1/2057 | 100000 | 69947 |
| University of Notre Dame du Lac, Unscd. Bonds, Ser. 2015 | 3.44 | 2/15/2045 | 30000 | 22918 |
| University of Southern California, Unscd. Bonds, Ser. 2017 | 3.84 | 10/1/2047 | 75000 | 58685 |
| Verisk Analytics, Inc., Sr. Unscd. Notes | 3.63 | 5/15/2050 | 45000 | 31843 |
| Verisk Analytics, Inc., Sr. Unscd. Notes | 5.50 | 6/15/2045 | 50000 | 47932 |
| William Marsh Rice University, Unscd. Bonds | 3.57 | 5/15/2045 | 215000 | 168835 |
| Yale University, Unscd. Bonds, Ser. 2020 | 2.40 | 4/15/2050 | 50000 | 29589 |
|  |  |  |  | **5020841** |
| **Commercial Mortgage Pass-Through Certificates — .7%** | **Commercial Mortgage Pass-Through Certificates — .7%** | **Commercial Mortgage Pass-Through Certificates — .7%** | **Commercial Mortgage Pass-Through Certificates — .7%** | **Commercial Mortgage Pass-Through Certificates — .7%** |
| Bank Trust, Ser. 2017-BNK6, Cl. A4 | 3.25 | 7/15/2060 | 45938 | 44778 |
| Bank Trust, Ser. 2018-BN10, Cl. A5 | 3.69 | 2/15/2061 | 93000 | 91010 |
| Bank Trust, Ser. 2018-BN11, Cl. A2 | 3.78 | 3/15/2061 | 188258 | 183709 |
| Bank Trust, Ser. 2018-BN12, Cl. A3 | 3.99 | 5/15/2061 | 80000 | 78423 |
| Bank Trust, Ser. 2019-BN16, Cl. A4 | 4.01 | 2/15/2052 | 85000 | 82891 |
| Bank Trust, Ser. 2019-BN18, Cl. A4 | 3.58 | 5/15/2062 | 1593000 | 1506393 |
| Bank Trust, Ser. 2019-BN21, Cl. A5 | 2.85 | 10/17/2052 | 50000 | 46291 |
| Bank Trust, Ser. 2020-BN25, Cl. A5 | 2.65 | 1/15/2063 | 120000 | 109233 |
| Bank Trust, Ser. 2020-BN30, Cl. A4 | 1.93 | 12/15/2053 | 60000 | 51554 |
| Bank Trust, Ser. 2021-BN31, Cl. A4 | 2.04 | 2/15/2054 | 150000 | 129802 |
| Bank Trust, Ser. 2021-BN37, Cl. A4 | 2.37 | 11/15/2064 | 100000 | 86322 |
| Bank Trust, Ser. 2023-5YR1, Cl. A3 | 6.26 | 4/15/2056 | 110000 | 113826 |
| Bank Trust, Ser. 2023-BNK46, Cl. A4 | 5.75 | 8/15/2056 | 200000 | 208975 |
| Bank Trust, Ser. 2024-5YR8, Cl. A3 | 5.88 | 8/15/2057 | 200000 | 207904 |
| Barclays Commercial Mortgage Trust, Ser. 2019-C4, Cl. A5 | 2.92 | 8/15/2052 | 25000 | 23363 |
| BBCMS Mortgage Trust, Ser. 2018-C2, Cl. A4 | 4.05 | 12/15/2051 | 85000 | 83575 |

---

**19**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** |
| BBCMS Mortgage Trust, Ser. 2020-C6, Cl. A4 | 2.64 | 2/15/2053 | 60000 | 54719 |
| BBCMS Mortgage Trust, Ser. 2021-C12, Cl. A5 | 2.69 | 11/15/2054 | 400000 | 350001 |
| BBCMS Mortgage Trust, Ser. 2021-C9, Cl. A5 | 2.30 | 2/15/2054 | 150000 | 130913 |
| BBCMS Mortgage Trust, Ser. 2022-C18, Cl. A5 | 5.71 | 12/15/2055 | 100000 | 103544 |
| BBCMS Mortgage Trust, Ser. 2023-C20, Cl. A3 | 5.99 | 7/15/2056 | 1000000 | 1015422 |
| Benchmark Mortgage Trust, Ser. 2018-B2, Cl. A4 | 3.61 | 2/15/2051 | 50000 | 49107 |
| Benchmark Mortgage Trust, Ser. 2019-B14, Cl. B | 3.49 | 12/15/2062 | 200000 | 166367 |
| Benchmark Mortgage Trust, Ser. 2020-B16, Cl. AM | 2.94 | 2/15/2053 | 180000 | 161367 |
| Benchmark Mortgage Trust, Ser. 2020-B21, Cl. A5 | 1.98 | 12/17/2053 | 450000 | 391384 |
| Benchmark Mortgage Trust, Ser. 2020-IG1, Cl. AS | 2.91 | 9/15/2043 | 50000 | 40726 |
| Benchmark Mortgage Trust, Ser. 2021-B27, Cl. A5 | 2.39 | 7/15/2054 | 120000 | 103568 |
| Benchmark Mortgage Trust, Ser. 2021-B30, Cl. A5 | 2.58 | 11/15/2054 | 125000 | 109477 |
| Benchmark Mortgage Trust, Ser. 2022-B32, Cl. A5 | 3.00 | 1/15/2055 | 150000 | 131728 |
| Benchmark Mortgage Trust, Ser. 2022-B34, Cl. A5 | 3.79 | 4/15/2055 | 250000 | 228642 |
| Benchmark Mortgage Trust, Ser. 2022-B35, Cl. A5 | 4.44 | 5/15/2055 | 240000 | 230668 |
| Benchmark Mortgage Trust, Ser. 2023-V2, Cl. A2 | 5.36 | 5/15/2055 | 260000 | 262998 |
| Benchmark Mortgage Trust, Ser. 2024-V7, Cl. A3 | 6.23 | 5/15/2056 | 330000 | 345957 |
| Benchmark Mortgage Trust, Ser. 2024-V8, Cl. A3 | 6.19 | 7/15/2057 | 350000 | 367247 |
| BMO Mortgage Trust, Ser. 2023-C4, Cl. A5 | 5.12 | 2/15/2056 | 50000 | 50269 |
| BMO Mortgage Trust, Ser. 2024-5C4, Cl. A3 | 6.53 | 5/15/2057 | 200000 | 211256 |
| BMO Mortgage Trust, Ser. 2024-C8, Cl. A5 | 5.60 | 3/15/2057 | 300000 | 310734 |
| BMO Mortgage Trust, Ser. 2025-5C9, Cl. A3 | 5.78 | 4/15/2058 | 200000 | 207732 |
| Citigroup Commercial Mortgage Trust, Ser. 2016-C3, Cl. A4 | 3.15 | 11/15/2049 | 130000 | 127154 |
| Citigroup Commercial Mortgage Trust, Ser. 2016-P4, Cl. AS | 3.08 | 7/10/2049 | 120000 | 115452 |
| Citigroup Commercial Mortgage Trust, Ser. 2017-C4, Cl. A4 | 3.47 | 10/12/2050 | 125000 | 121703 |
| COMM Mortgage Trust, Ser. 2019-GC44, Cl. A5 | 2.95 | 8/15/2057 | 200000 | 184421 |
| CSAIL Commercial Mortgage Trust, Ser. 2017-C8, Cl. A4 | 3.39 | 6/15/2050 | 1000000 | 970396 |
| CSAIL Commercial Mortgage Trust, Ser. 2018-CX11, Cl. A4 | 3.77 | 4/15/2051 | 35928 | 35247 |
| GS Mortgage Securities Trust, Ser. 2017-GS8, Cl. A3 | 3.21 | 11/10/2050 | 80000 | 77629 |
| GS Mortgage Securities Trust, Ser. 2017-GS8, Cl. A4 | 3.47 | 11/10/2050 | 25000 | 24302 |
| GS Mortgage Securities Trust, Ser. 2020-GC45, Cl. AAB | 2.84 | 2/13/2053 | 161186 | 156250 |
| GS Mortgage Securities Trust, Ser. 2020-GSA2, Cl. A5 | 2.01 | 12/12/2053 | 100000 | 87017 |
| JPMCC Commercial Mortgage Securities Trust, Ser. 2016-JP3, Cl. A4 | 2.63 | 8/15/2049 | 875877 | 858972 |
| JPMCC Commercial Mortgage Securities Trust, Ser. 2017-JP6, Cl. A4 | 3.22 | 7/15/2050 | 100000 | 97489 |
| JPMCC Commercial Mortgage Securities Trust, Ser. 2019-COR5, Cl. A4 | 3.39 | 6/13/2052 | 400000 | 375181 |
| Morgan Stanley Capital I Trust, Ser. 2017-H1, Cl. A5 | 3.53 | 6/15/2050 | 990000 | 969377 |
| Morgan Stanley Capital I Trust, Ser. 2020-L4, Cl. A3 | 2.70 | 2/15/2053 | 100000 | 92196 |
| UBS Commercial Mortgage Trust, Ser. 2017-C7, Cl. A3 | 3.42 | 12/15/2050 | 49229 | 47891 |
| UBS Commercial Mortgage Trust, Ser. 2018-C12, Cl. A4 | 4.03 | 8/15/2051 | 400000 | 392252 |
| UBS Commercial Mortgage Trust, Ser. 2018-C8, Cl. A3 | 3.72 | 2/15/2051 | 24005 | 23505 |
| UBS Commercial Mortgage Trust, Ser. 2019-C16, Cl. A4 | 3.60 | 4/15/2052 | 75000 | 72026 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2016-C34, Cl. AS | 3.48 | 6/15/2049 | 100000 | 97212 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2017-C41, Cl. A3 | 3.21 | 11/15/2050 | 250000 | 242594 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2017-C41, Cl. A4 | 3.47 | 11/15/2050 | 210000 | 204232 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2019-C50, Cl. A5 | 3.73 | 5/15/2052 | 150000 | 144432 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2019-C54, Cl. A4 | 3.15 | 12/15/2052 | 600000 | 562092 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2020-C55, Cl. A5 | 2.73 | 2/15/2053 | 100000 | 91714 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2021-C61, Cl. A4 | 2.66 | 11/15/2054 | 150000 | 131755 |
|  |  |  |  | **14374366** |

---

**20**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** |
| Brunswick Corp., Sr. Unscd. Notes | 5.10 | 4/1/2052 | 120000 | 92512 |
| Choice Hotels International, Inc., Sr. Unscd. Notes | 3.70 | 12/1/2029 | 120000 | 113905 |
| Choice Hotels International, Inc., Sr. Unscd. Notes | 3.70 | 1/15/2031 | 55000 | 50988 |
| D.R. Horton, Inc., Gtd. Notes | 5.50 | 10/15/2035 | 500000 | 507016 |
| Hasbro, Inc., Sr. Unscd. Notes | 3.55 | 11/19/2026 | 129000 | 127247 |
| Hasbro, Inc., Sr. Unscd. Notes | 3.90 | 11/19/2029 | 70000 | 67471 |
| Hasbro, Inc., Sr. Unscd. Notes | 6.05 | 5/14/2034 | 217000 | 224340 |
| Hasbro, Inc., Sr. Unscd. Notes | 6.35 | 3/15/2040 | 50000 | 51784 |
| Hyatt Hotels Corp., Sr. Unscd. Notes | 4.38 | 9/15/2028 | 50000 | 49599 |
| Hyatt Hotels Corp., Sr. Unscd. Notes | 5.05 | 3/30/2028 | 100000 | 101038 |
| Hyatt Hotels Corp., Sr. Unscd. Notes | 5.75 | 1/30/2027 | 23000 | 23383 |
| Hyatt Hotels Corp., Sr. Unscd. Notes | 5.75 | 4/23/2030 | 75000 | 77382 |
| Hyatt Hotels Corp., Sr. Unscd. Notes | 5.75 | 3/30/2032 | 100000 | 102533 |
| Las Vegas Sands Corp., Sr. Unscd. Notes | 3.90 | 8/8/2029 | 50000 | 47722 |
| Las Vegas Sands Corp., Sr. Unscd. Notes | 6.20 | 8/15/2034 | 135000 | 138401 |
| Leggett & Platt, Inc., Sr. Unscd. Notes | 3.50 | 11/15/2027 | 125000 | 121015 |
| Lennar Corp., Gtd. Notes | 4.75 | 11/29/2027 | 650000 | 652060 |
| Lennar Corp., Gtd. Notes | 5.00 | 6/15/2027 | 135000 | 135587 |
| Marriott International, Inc., Sr. Unscd. Notes | 5.35 | 3/15/2035 | 100000 | 100306 |
| Marriott International, Inc., Sr. Unscd. Notes | 5.45 | 9/15/2026 | 10000 | 10095 |
| Marriott International, Inc., Sr. Unscd. Notes, Ser. AA | 4.65 | 12/1/2028 | 50000 | 50201 |
| Marriott International, Inc., Sr. Unscd. Notes, Ser. GG | 3.50 | 10/15/2032 | 150000 | 136263 |
| Mattel, Inc., Sr. Unscd. Notes | 5.45 | 11/1/2041 | 25000 | 22508 |
| MDC Holdings, Inc., Gtd. Notes | 2.50 | 1/15/2031 | 342000 | 299035 |
| MDC Holdings, Inc., Gtd. Notes | 3.97 | 8/6/2061 | 25000 | 16936 |
| Polaris, Inc., Sr. Unscd. Notes | 6.95 | 3/15/2029 | 50000 | 52711 |
| PulteGroup, Inc., Gtd. Notes | 5.00 | 1/15/2027 | 17000 | 17083 |
| PulteGroup, Inc., Gtd. Notes | 6.00 | 2/15/2035 | 25000 | 26038 |
| Sands China Ltd., Sr. Unscd. Notes | 2.30 | 3/8/2027 | 200000 | 192654 |
| Sands China Ltd., Sr. Unscd. Notes | 5.40 | 8/8/2028 | 204000 | 206269 |
| W.W. Grainger, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.20 | 5/15/2047 | 90000 | 73433 |
|  |  |  |  | **3887515** |
| **Consumer Durables & Apparel — .1%** | **Consumer Durables & Apparel — .1%** | **Consumer Durables & Apparel — .1%** | **Consumer Durables & Apparel — .1%** | **Consumer Durables & Apparel — .1%** |
| NIKE, Inc., Sr. Unscd. Notes | 2.38 | 11/1/2026 | 164000 | 160280 |
| NIKE, Inc., Sr. Unscd. Notes | 2.75 | 3/27/2027 | 350000 | 341639 |
| NIKE, Inc., Sr. Unscd. Notes | 3.38 | 3/27/2050 | 85000 | 59908 |
| NIKE, Inc., Sr. Unscd. Notes | 3.88 | 11/1/2045 | 250000 | 198209 |
| Ralph Lauren Corp., Sr. Unscd. Notes | 2.95 | 6/15/2030 | 110000 | 102549 |
|  |  |  |  | **862585** |
| **Consumer Staples — .2%** | **Consumer Staples — .2%** | **Consumer Staples — .2%** | **Consumer Staples — .2%** | **Consumer Staples — .2%** |
| Avery Dennison Corp., Sr. Unscd. Notes | 4.88 | 12/6/2028 | 130000 | 131252 |
| Colgate-Palmolive Co., Sr. Unscd. Notes | 3.10 | 8/15/2027 | 470000 | 460521 |
| Colgate-Palmolive Co., Sr. Unscd. Notes | 3.70 | 8/1/2047 | 125000 | 96444 |
| Haleon US Capital LLC, Gtd. Notes | 3.38 | 3/24/2029 | 278000 | 268562 |
| Kenvue, Inc., Gtd. Notes<sup>(a)</sup> <br>| 4.90 | 3/22/2033 | 315000 | 318372 |
| Kenvue, Inc., Gtd. Notes | 5.00 | 3/22/2030 | 230000 | 235651 |
| Kenvue, Inc., Gtd. Notes | 5.05 | 3/22/2028 | 120000 | 122428 |
| Kenvue, Inc., Gtd. Notes | 5.10 | 3/22/2043 | 95000 | 90674 |
| Kimberly-Clark Corp., Sr. Unscd. Notes | 1.05 | 9/15/2027 | 45000 | 42305 |
| Kimberly-Clark Corp., Sr. Unscd. Notes | 3.90 | 5/4/2047 | 95000 | 75087 |

---

**21**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Consumer Staples — .2% (continued)** | **Consumer Staples — .2% (continued)** | **Consumer Staples — .2% (continued)** | **Consumer Staples — .2% (continued)** | **Consumer Staples — .2% (continued)** |
| The Clorox Company, Sr. Unscd. Notes | 1.80 | 5/15/2030 | 110000 | 97222 |
| The Clorox Company, Sr. Unscd. Notes | 3.10 | 10/1/2027 | 135000 | 131587 |
| The Clorox Company, Sr. Unscd. Notes | 4.60 | 5/1/2032 | 75000 | 74819 |
| The Estee Lauder Companies, Inc., Sr. Unscd. Notes | 3.13 | 12/1/2049 | 60000 | 38716 |
| The Estee Lauder Companies, Inc., Sr. Unscd. Notes | 4.38 | 6/15/2045 | 100000 | 82060 |
| The Estee Lauder Companies, Inc., Sr. Unscd. Notes | 5.15 | 5/15/2053 | 74000 | 70942 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 1.20 | 10/29/2030 | 438000 | 376498 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 1.95 | 4/23/2031 | 150000 | 132702 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 2.80 | 3/25/2027 | 241000 | 235951 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 2.85 | 8/11/2027 | 150000 | 146413 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 3.00 | 3/25/2030 | 285000 | 270499 |
| Unilever Capital Corp., Gtd. Notes | 2.13 | 9/6/2029 | 215000 | 197567 |
| Unilever Capital Corp., Gtd. Notes | 2.90 | 5/5/2027 | 160000 | 156576 |
| Unilever Capital Corp., Gtd. Notes | 4.88 | 9/8/2028 | 100000 | 101853 |
| Unilever Capital Corp., Gtd. Notes | 5.00 | 12/8/2033 | 100000 | 101999 |
| Unilever Capital Corp., Gtd. Notes | 5.90 | 11/15/2032 | 100000 | 108369 |
| Unilever Capital Corp., Gtd. Notes, Ser. 30Y | 2.63 | 8/12/2051 | 65000 | 39025 |
|  |  |  |  | **4204094** |
| **Diversified Financials — 1.0%** | **Diversified Financials — 1.0%** | **Diversified Financials — 1.0%** | **Diversified Financials — 1.0%** | **Diversified Financials — 1.0%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 3.40 | 10/29/2033 | 251000 | 220426 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 4.63 | 10/15/2027 | 210000 | 210099 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 4.88 | 4/1/2028 | 530000 | 534053 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 6.15 | 9/30/2030 | 438000 | 464806 |
| Affiliated Managers Group, Inc., Sr. Unscd. Notes | 3.30 | 6/15/2030 | 67000 | 62780 |
| Air Lease Corp., Sr. Unscd. Notes | 2.10 | 9/1/2028 | 25000 | 23265 |
| Air Lease Corp., Sr. Unscd. Notes | 2.88 | 1/15/2032 | 475000 | 420810 |
| Air Lease Corp., Sr. Unscd. Notes | 3.00 | 2/1/2030 | 45000 | 41982 |
| Air Lease Corp., Sr. Unscd. Notes | 3.13 | 12/1/2030 | 402000 | 370637 |
| Air Lease Corp., Sr. Unscd. Notes | 3.25 | 10/1/2029 | 25000 | 23741 |
| Air Lease Corp., Sr. Unscd. Notes | 3.63 | 12/1/2027 | 173000 | 169579 |
| Ally Financial, Inc., Gtd. Notes | 8.00 | 11/1/2031 | 40000 | 45177 |
| Ally Financial, Inc., Sr. Unscd. Notes | 4.75 | 6/9/2027 | 30000 | 30051 |
| Ally Financial, Inc., Sr. Unscd. Notes | 5.74 | 5/15/2029 | 300000 | 305531 |
| Ally Financial, Inc., Sr. Unscd. Notes | 6.85 | 1/3/2030 | 30000 | 31616 |
| Ally Financial, Inc., Sr. Unscd. Notes | 8.00 | 11/1/2031 | 220000 | 248293 |
| American Express Co., Sr. Unscd. Notes | 1.65 | 11/4/2026 | 114000 | 110201 |
| American Express Co., Sr. Unscd. Notes | 3.30 | 5/3/2027 | 605000 | 594576 |
| American Express Co., Sr. Unscd. Notes | 4.35 | 7/20/2029 | 100000 | 99889 |
| American Express Co., Sr. Unscd. Notes | 4.73 | 4/25/2029 | 100000 | 100851 |
| American Express Co., Sr. Unscd. Notes | 4.92 | 7/20/2033 | 100000 | 100418 |
| American Express Co., Sr. Unscd. Notes | 5.02 | 4/25/2031 | 150000 | 152588 |
| American Express Co., Sr. Unscd. Notes | 5.04 | 5/1/2034 | 360000 | 362430 |
| American Express Co., Sr. Unscd. Notes | 5.28 | 7/27/2029 | 45000 | 46126 |
| American Express Co., Sr. Unscd. Notes | 5.28 | 7/26/2035 | 100000 | 101249 |
| American Express Co., Sr. Unscd. Notes | 5.53 | 4/25/2030 | 175000 | 181454 |
| American Express Co., Sr. Unscd. Notes | 5.67 | 4/25/2036 | 150000 | 155695 |
| American Express Co., Sub. Notes | 5.63 | 7/28/2034 | 45000 | 46131 |
| American Express Credit Corp., Sr. Unscd. Notes | 3.30 | 5/3/2027 | 50000 | 49145 |
| Ameriprise Financial, Inc., Sr. Unscd. Notes | 5.70 | 12/15/2028 | 50000 | 52023 |
| Apollo Debt Solutions BDC, Sr. Unscd. Notes | 6.90 | 4/13/2029 | 100000 | 104496 |

---

**22**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** |
| Apollo Global Management, Inc., Gtd. Notes | 6.38 | 11/15/2033 | 50000 | 54462 |
| Ares Management Corp., Gtd. Notes | 5.60 | 10/11/2054 | 100000 | 94166 |
| Ares Strategic Income Fund, Sr. Unscd. Notes | 5.70 | 3/15/2028 | 100000 | 100504 |
| Bain Capital Specialty Finance, Inc., Sr. Unscd. Notes | 2.55 | 10/13/2026 | 55000 | 53337 |
| BGC Group, Inc., Sr. Unscd. Notes | 6.60 | 6/10/2029 | 250000 | 258621 |
| BGC Group, Inc., Sr. Unscd. Notes | 8.00 | 5/25/2028 | 30000 | 31967 |
| BlackRock, Inc., Sr. Unscd. Notes | 2.40 | 4/30/2030 | 54000 | 49601 |
| BlackRock, Inc., Sr. Unscd. Notes | 3.20 | 3/15/2027 | 169000 | 166613 |
| BlackRock, Inc., Sr. Unscd. Notes | 3.25 | 4/30/2029 | 400000 | 387507 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.60 | 11/22/2029 | 300000 | 302360 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.95 | 7/16/2029 | 50000 | 50999 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes<sup>(a)</sup> <br>| 6.00 | 11/22/2034 | 300000 | 298047 |
| Blackstone Secured Lending Fund, Sr. Unscd. Notes | 2.75 | 9/16/2026 | 186000 | 181451 |
| Blue Owl Capital Corp., Sr. Unscd. Notes | 2.63 | 1/15/2027 | 50000 | 48168 |
| Blue Owl Capital Corp., Sr. Unscd. Notes | 3.13 | 4/13/2027 | 235000 | 226718 |
| Blue Owl Credit Income Corp., Sr. Unscd. Notes | 3.13 | 9/23/2026 | 152000 | 148270 |
| Blue Owl Credit Income Corp., Sr. Unscd. Notes | 4.70 | 2/8/2027 | 50000 | 49618 |
| Blue Owl Credit Income Corp., Sr. Unscd. Notes | 6.65 | 3/15/2031 | 360000 | 369926 |
| Blue Owl Technology Finance Corp., Sr. Unscd. Notes | 2.50 | 1/15/2027 | 50000 | 48029 |
| Capital One Financial Corp., Sr. Unscd. Notes | 1.88 | 11/2/2027 | 115000 | 111128 |
| Capital One Financial Corp., Sr. Unscd. Notes | 3.65 | 5/11/2027 | 120000 | 118364 |
| Capital One Financial Corp., Sr. Unscd. Notes | 3.80 | 1/31/2028 | 461000 | 454145 |
| Capital One Financial Corp., Sr. Unscd. Notes | 4.10 | 2/9/2027 | 181000 | 180045 |
| Capital One Financial Corp., Sr. Unscd. Notes | 5.27 | 5/10/2033 | 135000 | 135955 |
| Capital One Financial Corp., Sr. Unscd. Notes | 5.82 | 2/1/2034 | 250000 | 258254 |
| Capital One Financial Corp., Sr. Unscd. Notes | 6.38 | 6/8/2034 | 30000 | 31983 |
| Capital One Financial Corp., Sr. Unscd. Notes | 6.70 | 11/29/2032 | 60000 | 65533 |
| Capital One Financial Corp., Sr. Unscd. Notes | 7.96 | 11/2/2034 | 187000 | 217689 |
| Capital One Financial Corp., Sub. Notes | 2.36 | 7/29/2032 | 199000 | 169429 |
| Carlyle Secured Lending, Inc., Sr. Unscd. Notes | 6.75 | 2/18/2030 | 500000 | 514272 |
| CBOE Global Markets, Inc., Sr. Unscd. Notes | 1.63 | 12/15/2030 | 95000 | 82364 |
| CI Financial Corp., Sr. Unscd. Notes | 3.20 | 12/17/2030 | 215000 | 190868 |
| CME Group, Inc., Sr. Unscd. Notes | 5.30 | 9/15/2043 | 450000 | 447424 |
| Eaton Vance Corp., Gtd. Bonds | 3.50 | 4/6/2027 | 197000 | 194168 |
| Franklin BSP Capital Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 7.20 | 6/15/2029 | 100000 | 103621 |
| Franklin Resources, Inc., Sr. Unscd. Notes | 1.60 | 10/30/2030 | 75000 | 64731 |
| FS KKR Capital Corp., Sr. Unscd. Notes | 3.25 | 7/15/2027 | 210000 | 201739 |
| FS KKR Capital Corp., Sr. Unscd. Notes | 6.13 | 1/15/2030 | 100000 | 100331 |
| HPS Corporate Lending Fund, Sr. Unscd. Notes | 5.95 | 4/14/2032 | 50000 | 49616 |
| HPS Corporate Lending Fund, Sr. Unscd. Notes | 6.75 | 1/30/2029 | 150000 | 155298 |
| Intercontinental Exchange, Inc., Gtd. Notes | 3.10 | 9/15/2027 | 45000 | 43869 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 2.65 | 9/15/2040 | 100000 | 72071 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 3.00 | 6/15/2050 | 399000 | 259758 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 3.00 | 9/15/2060 | 50000 | 30154 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.00 | 9/15/2027 | 600000 | 596594 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.25 | 9/21/2048 | 10000 | 8214 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.35 | 6/15/2029 | 307000 | 307199 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.60 | 3/15/2033 | 25000 | 24758 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 5.20 | 6/15/2062 | 140000 | 129828 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 5.25 | 6/15/2031 | 275000 | 284341 |

---

**23**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** |
| Jefferies Financial Group, Inc., Sr. Unscd. Notes | 2.63 | 10/15/2031 | 400000 | 348454 |
| Jefferies Financial Group, Inc., Sr. Unscd. Notes | 2.75 | 10/15/2032 | 100000 | 84858 |
| Lazard Group LLC, Gtd. Notes | 3.63 | 3/1/2027 | 100000 | 98338 |
| Lazard Group LLC, Sr. Unscd. Notes | 4.50 | 9/19/2028 | 10000 | 9951 |
| LPL Holdings, Inc., Gtd. Notes | 6.75 | 11/17/2028 | 295000 | 313204 |
| Mastercard, Inc., Sr. Unscd. Notes | 2.95 | 11/21/2026 | 148000 | 145702 |
| Mastercard, Inc., Sr. Unscd. Notes | 2.95 | 6/1/2029 | 200000 | 191388 |
| Mastercard, Inc., Sr. Unscd. Notes | 3.35 | 3/26/2030 | 48000 | 46093 |
| Mastercard, Inc., Sr. Unscd. Notes | 3.50 | 2/26/2028 | 135000 | 132930 |
| Mastercard, Inc., Sr. Unscd. Notes | 3.65 | 6/1/2049 | 325000 | 244519 |
| Mastercard, Inc., Sr. Unscd. Notes | 3.95 | 2/26/2048 | 60000 | 47827 |
| Mastercard, Inc., Sr. Unscd. Notes | 4.88 | 3/9/2028 | 95000 | 96859 |
| Mastercard, Inc., Sr. Unscd. Notes | 4.88 | 5/9/2034 | 200000 | 201230 |
| Nasdaq, Inc., Sr. Unscd. Notes | 1.65 | 1/15/2031 | 55000 | 47438 |
| Nasdaq, Inc., Sr. Unscd. Notes | 3.25 | 4/28/2050 | 140000 | 93845 |
| Nasdaq, Inc., Sr. Unscd. Notes | 3.95 | 3/7/2052 | 26000 | 19396 |
| Nasdaq, Inc., Sr. Unscd. Notes | 5.55 | 2/15/2034 | 159000 | 164839 |
| Nasdaq, Inc., Sr. Unscd. Notes | 6.10 | 6/28/2063 | 50000 | 51077 |
| Nomura Holdings, Inc., Sr. Unscd. Notes | 2.61 | 7/14/2031 | 200000 | 176068 |
| Nomura Holdings, Inc., Sr. Unscd. Notes | 3.00 | 1/22/2032 | 395000 | 351368 |
| Nomura Holdings, Inc., Sr. Unscd. Notes | 6.07 | 7/12/2028 | 235000 | 244199 |
| Oaktree Specialty Lending Corp., Sr. Unscd. Notes | 6.34 | 2/27/2030 | 50000 | 49880 |
| Oaktree Strategic Credit Fund, Sr. Unscd. Notes | 8.40 | 11/14/2028 | 50000 | 53847 |
| ORIX Corp., Sr. Unscd. Notes | 4.00 | 4/13/2032 | 150000 | 142475 |
| Private Export Funding Corp., Govt. Gtd. Notes, Ser. PP | 1.40 | 7/15/2028 | 50000 | 46045 |
| Private Export Funding Corp., Sr. Unscd. Notes<sup>(c)</sup> <br>| 4.50 | 2/7/2027 | 50000 | 50109 |
| Radian Group, Inc., Sr. Unscd. Notes | 4.88 | 3/15/2027 | 50000 | 49895 |
| Raymond James Financial, Inc., Sr. Unscd. Notes | 4.65 | 4/1/2030 | 342000 | 345414 |
| Raymond James Financial, Inc., Sr. Unscd. Notes | 4.95 | 7/15/2046 | 33000 | 29671 |
| Synchrony Financial, Sr. Unscd. Notes | 3.70 | 8/4/2026 | 60000 | 59384 |
| Synchrony Financial, Sr. Unscd. Notes | 5.45 | 3/6/2031 | 50000 | 50348 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 2.00 | 3/20/2028 | 10000 | 9445 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 2.30 | 5/13/2031 | 50000 | 44271 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 2.45 | 3/3/2027 | 173000 | 168050 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 2.75 | 10/1/2029 | 159000 | 149196 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 4.00 | 2/1/2029 | 90000 | 89194 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 5.85 | 5/19/2034 | 165000 | 174874 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 6.14 | 8/24/2034 | 25000 | 26982 |
| The Western Union Company, Sr. Unscd. Notes | 2.75 | 3/15/2031 | 70000 | 61162 |
| Visa, Inc., Sr. Unscd. Notes | 1.10 | 2/15/2031 | 200000 | 169522 |
| Visa, Inc., Sr. Unscd. Notes | 1.90 | 4/15/2027 | 125000 | 120459 |
| Visa, Inc., Sr. Unscd. Notes | 2.05 | 4/15/2030 | 17000 | 15401 |
| Visa, Inc., Sr. Unscd. Notes | 2.70 | 4/15/2040 | 105000 | 78394 |
| Visa, Inc., Sr. Unscd. Notes | 3.65 | 9/15/2047 | 173000 | 133570 |
| Visa, Inc., Sr. Unscd. Notes | 4.15 | 12/14/2035 | 174000 | 164417 |
| Visa, Inc., Sr. Unscd. Notes | 4.30 | 12/14/2045 | 102000 | 87758 |
| Voya Financial, Inc., Gtd. Notes | 4.80 | 6/15/2046 | 50000 | 43391 |
| Voya Financial, Inc., Gtd. Notes | 5.70 | 7/15/2043 | 50000 | 48556 |
|  |  |  |  | **19555518** |

---

**24**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** |
| Allegion US Holding Co., Inc., Gtd. Notes | 3.55 | 10/1/2027 | 90000 | 88088 |
| Amphenol Corp., Sr. Unscd. Notes | 2.80 | 2/15/2030 | 20000 | 18704 |
| Arrow Electronics, Inc., Sr. Unscd. Notes | 2.95 | 2/15/2032 | 115000 | 100849 |
| Emerson Electric Co., Sr. Unscd. Notes | 0.88 | 10/15/2026 | 80000 | 76941 |
| Emerson Electric Co., Sr. Unscd. Notes | 2.20 | 12/21/2031 | 30000 | 26217 |
| Emerson Electric Co., Sr. Unscd. Notes | 2.80 | 12/21/2051 | 80000 | 50139 |
| Fortive Corp., Sr. Unscd. Notes | 4.30 | 6/15/2046 | 53000 | 43228 |
| Honeywell International, Inc., Sr. Unscd. Notes | 1.10 | 3/1/2027 | 300000 | 285424 |
| Honeywell International, Inc., Sr. Unscd. Notes | 1.75 | 9/1/2031 | 75000 | 63679 |
| Honeywell International, Inc., Sr. Unscd. Notes | 1.95 | 6/1/2030 | 125000 | 111594 |
| Honeywell International, Inc., Sr. Unscd. Notes | 2.50 | 11/1/2026 | 226000 | 220950 |
| Honeywell International, Inc., Sr. Unscd. Notes | 3.81 | 11/21/2047 | 110000 | 84232 |
| Honeywell International, Inc., Sr. Unscd. Notes | 4.25 | 1/15/2029 | 215000 | 214709 |
| Honeywell International, Inc., Sr. Unscd. Notes | 4.95 | 2/15/2028 | 200000 | 203498 |
| Honeywell International, Inc., Sr. Unscd. Notes | 5.38 | 3/1/2041 | 50000 | 50619 |
| Honeywell International, Inc., Sr. Unscd. Notes | 5.70 | 3/15/2036 | 65000 | 67989 |
| Honeywell International, Inc., Sr. Unscd. Notes | 5.70 | 3/15/2037 | 137000 | 142603 |
| Hubbell, Inc., Sr. Unscd. Notes | 3.15 | 8/15/2027 | 155000 | 150810 |
| Jabil, Inc., Sr. Unscd. Notes | 3.95 | 1/12/2028 | 10000 | 9860 |
| Jabil, Inc., Sr. Unscd. Notes | 4.25 | 5/15/2027 | 50000 | 49696 |
| Keysight Technologies, Inc., Sr. Unscd. Notes | 3.00 | 10/30/2029 | 88000 | 82460 |
| Tyco Electronics Group SA, Gtd. Notes | 3.13 | 8/15/2027 | 220000 | 214859 |
| Vontier Corp., Gtd. Notes | 2.40 | 4/1/2028 | 40000 | 37592 |
| Vontier Corp., Gtd. Notes | 2.95 | 4/1/2031 | 215000 | 193288 |
|  |  |  |  | **2588028** |
| **Energy — 1.7%** | **Energy — 1.7%** | **Energy — 1.7%** | **Energy — 1.7%** | **Energy — 1.7%** |
| APA Corp., Sr. Unscd. Notes<sup>(c)</sup> <br>| 4.25 | 1/15/2030 | 44000 | 42080 |
| APA Corp., Sr. Unscd. Notes<sup>(c)</sup> <br>| 5.10 | 9/1/2040 | 27000 | 22571 |
| APA Corp., Sr. Unscd. Notes<sup>(c)</sup> <br>| 5.35 | 7/1/2049 | 76000 | 60339 |
| Baker Hughes Holdings LLC, Sr. Unscd. Notes | 5.13 | 9/15/2040 | 34000 | 32408 |
| Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc., Sr. Unscd. Notes | 3.14 | 11/7/2029 | 104000 | 99335 |
| Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc., Sr. Unscd. Notes | 3.34 | 12/15/2027 | 250000 | 244220 |
| Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc., Sr. Unscd. Notes | 4.08 | 12/15/2047 | 75000 | 58451 |
| BP Capital Markets America, Inc., Gtd. Notes | 1.75 | 8/10/2030 | 366000 | 321298 |
| BP Capital Markets America, Inc., Gtd. Notes | 2.72 | 1/12/2032 | 250000 | 222615 |
| BP Capital Markets America, Inc., Gtd. Notes | 2.77 | 11/10/2050 | 75000 | 45330 |
| BP Capital Markets America, Inc., Gtd. Notes | 3.02 | 1/16/2027 | 115000 | 112983 |
| BP Capital Markets America, Inc., Gtd. Notes | 3.38 | 2/8/2061 | 200000 | 128527 |
| BP Capital Markets America, Inc., Gtd. Notes | 3.59 | 4/14/2027 | 165000 | 163133 |
| BP Capital Markets America, Inc., Gtd. Notes | 3.94 | 9/21/2028 | 120000 | 118586 |
| BP Capital Markets America, Inc., Gtd. Notes | 4.81 | 2/13/2033 | 79000 | 78785 |
| BP Capital Markets America, Inc., Gtd. Notes | 4.97 | 10/17/2029 | 250000 | 255233 |
| BP Capital Markets America, Inc., Gtd. Notes | 5.23 | 11/17/2034 | 200000 | 202367 |
| BP Capital Markets PLC, Gtd. Notes | 3.28 | 9/19/2027 | 230000 | 225499 |
| Canadian Natural Resources Ltd., Sr. Unscd. Notes | 2.95 | 7/15/2030 | 186000 | 170740 |
| Canadian Natural Resources Ltd., Sr. Unscd. Notes | 3.85 | 6/1/2027 | 50000 | 49402 |
| Canadian Natural Resources Ltd., Sr. Unscd. Notes | 7.20 | 1/15/2032 | 15000 | 16498 |
| Cenovus Energy, Inc., Sr. Unscd. Notes | 3.75 | 2/15/2052 | 145000 | 98103 |
| Cenovus Energy, Inc., Sr. Unscd. Notes | 5.25 | 6/15/2037 | 27000 | 25354 |
| Cenovus Energy, Inc., Sr. Unscd. Notes | 6.75 | 11/15/2039 | 2000 | 2138 |

---

**25**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** |
| Cheniere Corpus Christi Holdings LLC, Sr. Scd. Notes | 2.74 | 12/31/2039 | 50000 | 41193 |
| Cheniere Corpus Christi Holdings LLC, Sr. Scd. Notes | 5.13 | 6/30/2027 | 101000 | 101738 |
| Cheniere Energy Partners LP, Gtd. Notes | 3.25 | 1/31/2032 | 117000 | 105227 |
| Cheniere Energy Partners LP, Gtd. Notes | 5.95 | 6/30/2033 | 325000 | 339177 |
| Chevron Corp., Sr. Unscd. Notes | 2.00 | 5/11/2027 | 275000 | 265199 |
| Chevron Corp., Sr. Unscd. Notes | 2.24 | 5/11/2030 | 40000 | 36388 |
| Chevron Corp., Sr. Unscd. Notes | 3.08 | 5/11/2050 | 175000 | 116658 |
| Chevron USA, Inc., Gtd. Notes | 3.25 | 10/15/2029 | 165000 | 158747 |
| ConocoPhillips Co., Gtd. Notes | 3.76 | 3/15/2042 | 250000 | 199363 |
| ConocoPhillips Co., Gtd. Notes | 4.03 | 3/15/2062 | 311000 | 223827 |
| ConocoPhillips Co., Gtd. Notes | 5.55 | 3/15/2054 | 178000 | 169349 |
| ConocoPhillips Co., Gtd. Notes | 5.65 | 1/15/2065 | 300000 | 283798 |
| Coterra Energy, Inc., Sr. Unscd. Notes | 3.90 | 5/15/2027 | 138000 | 136316 |
| DCP Midstream Operating LP, Gtd. Notes | 5.60 | 4/1/2044 | 56000 | 51857 |
| DCP Midstream Operating LP, Gtd. Notes | 5.63 | 7/15/2027 | 120000 | 122145 |
| Devon Energy Corp., Sr. Unscd. Notes | 4.50 | 1/15/2030 | 254000 | 251638 |
| Devon Energy Corp., Sr. Unscd. Notes | 4.75 | 5/15/2042 | 75000 | 62890 |
| Devon Energy Corp., Sr. Unscd. Notes | 5.25 | 10/15/2027 | 40000 | 40082 |
| Devon Energy Corp., Sr. Unscd. Notes | 5.60 | 7/15/2041 | 145000 | 134437 |
| Devon Energy Corp., Sr. Unscd. Notes | 5.75 | 9/15/2054 | 250000 | 224152 |
| Diamondback Energy, Inc., Gtd. Notes | 3.25 | 12/1/2026 | 123000 | 121001 |
| Diamondback Energy, Inc., Gtd. Notes<sup>(a)</sup> <br>| 3.50 | 12/1/2029 | 71000 | 67771 |
| Diamondback Energy, Inc., Gtd. Notes | 4.25 | 3/15/2052 | 65000 | 49091 |
| Diamondback Energy, Inc., Gtd. Notes | 4.40 | 3/24/2051 | 100000 | 77621 |
| Diamondback Energy, Inc., Gtd. Notes | 5.40 | 4/18/2034 | 300000 | 300953 |
| Diamondback Energy, Inc., Gtd. Notes | 5.90 | 4/18/2064 | 200000 | 184801 |
| Diamondback Energy, Inc., Gtd. Notes | 6.25 | 3/15/2033 | 47000 | 49986 |
| Eastern Gas Transmission & Storage, Inc., Sr. Unscd. Notes | 4.80 | 11/1/2043 | 40000 | 34673 |
| Enbridge, Inc., Gtd. Notes | 1.60 | 10/4/2026 | 160000 | 154597 |
| Enbridge, Inc., Gtd. Notes | 4.00 | 11/15/2049 | 200000 | 148177 |
| Enbridge, Inc., Gtd. Notes<sup>(a)</sup> <br>| 4.25 | 12/1/2026 | 268000 | 267032 |
| Enbridge, Inc., Gtd. Notes | 5.25 | 4/5/2027 | 300000 | 303595 |
| Enbridge, Inc., Gtd. Notes | 5.50 | 12/1/2046 | 5000 | 4765 |
| Enbridge, Inc., Gtd. Notes | 5.70 | 3/8/2033 | 500000 | 518101 |
| Energy Transfer LP, Gtd. Notes | 5.35 | 5/15/2045 | 59000 | 52985 |
| Energy Transfer LP, Sr. Unscd. Bonds | 5.50 | 6/1/2027 | 223000 | 226170 |
| Energy Transfer LP, Sr. Unscd. Notes | 4.20 | 4/15/2027 | 120000 | 119257 |
| Energy Transfer LP, Sr. Unscd. Notes | 4.90 | 3/15/2035 | 98000 | 93696 |
| Energy Transfer LP, Sr. Unscd. Notes | 4.95 | 6/15/2028 | 325000 | 328408 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.00 | 5/15/2050 | 125000 | 104347 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.30 | 4/1/2044 | 100000 | 89338 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.30 | 4/15/2047 | 50000 | 44011 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.40 | 10/1/2047 | 105000 | 93427 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.55 | 5/15/2034 | 100000 | 100832 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.60 | 9/1/2034 | 100000 | 101229 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.95 | 10/1/2043 | 25000 | 24055 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.05 | 12/1/2026 | 30000 | 30528 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.10 | 12/1/2028 | 10000 | 10459 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.20 | 4/1/2055 | 200000 | 196108 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.25 | 4/15/2049 | 165000 | 162791 |

---

**26**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** |
| Energy Transfer LP, Sr. Unscd. Notes | 6.40 | 12/1/2030 | 20000 | 21452 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.50 | 2/1/2042 | 795000 | 828681 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.55 | 12/1/2033 | 60000 | 64754 |
| Energy Transfer LP, Sr. Unscd. Notes, Ser. 20Y | 5.80 | 6/15/2038 | 95000 | 94982 |
| ENI USA, Inc., Gtd. Debs. | 7.30 | 11/15/2027 | 10000 | 10583 |
| Enterprise Products Operating LLC, Gtd. Bonds | 6.45 | 9/1/2040 | 50000 | 54329 |
| Enterprise Products Operating LLC, Gtd. Notes | 2.80 | 1/31/2030 | 50000 | 46670 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.20 | 2/15/2052 | 23000 | 14995 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.70 | 1/31/2051 | 120000 | 86031 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.95 | 2/15/2027 | 170000 | 168988 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.95 | 1/31/2060 | 107000 | 77561 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.15 | 10/16/2028 | 70000 | 69628 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.20 | 1/31/2050 | 50000 | 39469 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.25 | 2/15/2048 | 250000 | 201312 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.45 | 2/15/2043 | 40000 | 34228 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.80 | 2/1/2049 | 328000 | 283798 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.85 | 8/15/2042 | 225000 | 204162 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.85 | 3/15/2044 | 30000 | 26978 |
| Enterprise Products Operating LLC, Gtd. Notes<sup>(a)</sup> <br>| 4.95 | 2/15/2035 | 352000 | 348880 |
| Enterprise Products Operating LLC, Gtd. Notes | 5.10 | 2/15/2045 | 95000 | 87826 |
| Enterprise Products Operating LLC, Gtd. Notes | 5.95 | 2/1/2041 | 124000 | 127705 |
| EOG Resources, Inc., Sr. Unscd. Notes | 4.95 | 4/15/2050 | 115000 | 101511 |
| EOG Resources, Inc., Sr. Unscd. Notes | 5.65 | 12/1/2054 | 200000 | 194525 |
| EQT Corp., Sr. Unscd. Notes | 3.90 | 10/1/2027 | 136000 | 134089 |
| EQT Corp., Sr. Unscd. Notes | 7.00 | 2/1/2030 | 286000 | 309100 |
| Equinor ASA, Gtd. Notes | 2.38 | 5/22/2030 | 81000 | 74120 |
| Equinor ASA, Gtd. Notes | 3.25 | 11/18/2049 | 180000 | 125533 |
| Equinor ASA, Gtd. Notes | 3.70 | 4/6/2050 | 100000 | 75514 |
| Equinor ASA, Gtd. Notes | 5.10 | 8/17/2040 | 278000 | 272062 |
| Equities Corp., Sr. Unscd. Notes | 5.00 | 1/15/2029 | 262000 | 263598 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 2.28 | 8/16/2026 | 215000 | 210915 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 2.44 | 8/16/2029 | 189000 | 177589 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 2.61 | 10/15/2030 | 94000 | 86606 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 3.10 | 8/16/2049 | 217000 | 144578 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 3.45 | 4/15/2051 | 313000 | 220980 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 3.48 | 3/19/2030 | 243000 | 234880 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 4.23 | 3/19/2040 | 129000 | 114640 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 4.33 | 3/19/2050 | 180000 | 148495 |
| Halliburton Co., Sr. Unscd. Bonds | 7.45 | 9/15/2039 | 190000 | 220341 |
| Halliburton Co., Sr. Unscd. Notes | 2.92 | 3/1/2030 | 204000 | 189668 |
| Halliburton Co., Sr. Unscd. Notes | 4.50 | 11/15/2041 | 25000 | 21399 |
| Halliburton Co., Sr. Unscd. Notes | 4.75 | 8/1/2043 | 55000 | 47466 |
| Halliburton Co., Sr. Unscd. Notes | 4.85 | 11/15/2035 | 261000 | 250628 |
| Helmerich & Payne, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.85 | 12/1/2029 | 200000 | 193239 |
| Hess Corp., Sr. Unscd. Bonds | 7.88 | 10/1/2029 | 300000 | 339267 |
| Hess Corp., Sr. Unscd. Notes | 4.30 | 4/1/2027 | 150000 | 149894 |
| Hess Corp., Sr. Unscd. Notes | 7.13 | 3/15/2033 | 20000 | 22950 |
| HF Sinclair Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.00 | 2/1/2028 | 200000 | 199649 |
| HF Sinclair Corp., Sr. Unscd. Notes | 5.75 | 1/15/2031 | 50000 | 51157 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 5.00 | 8/15/2042 | 35000 | 31164 |

---

**27**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 5.00 | 3/1/2043 | 110000 | 98267 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 5.40 | 9/1/2044 | 100000 | 92603 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 5.50 | 3/1/2044 | 200000 | 187522 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 6.38 | 3/1/2041 | 50000 | 51950 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 6.95 | 1/15/2038 | 553000 | 609406 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 7.75 | 3/15/2032 | 50000 | 57263 |
| Kinder Morgan, Inc., Gtd. Notes | 1.75 | 11/15/2026 | 175000 | 168973 |
| Kinder Morgan, Inc., Gtd. Notes | 3.25 | 8/1/2050 | 30000 | 19239 |
| Kinder Morgan, Inc., Gtd. Notes | 3.60 | 2/15/2051 | 220000 | 150487 |
| Kinder Morgan, Inc., Gtd. Notes | 4.80 | 2/1/2033 | 50000 | 49171 |
| Kinder Morgan, Inc., Gtd. Notes | 5.05 | 2/15/2046 | 25000 | 21953 |
| Kinder Morgan, Inc., Gtd. Notes | 5.45 | 8/1/2052 | 30000 | 27340 |
| Kinder Morgan, Inc., Gtd. Notes | 5.55 | 6/1/2045 | 125000 | 117475 |
| Kinder Morgan, Inc., Sr. Unscd. Notes | 5.40 | 2/1/2034 | 250000 | 252677 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 3.80 | 4/1/2028 | 88000 | 86463 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 4.50 | 4/1/2048 | 90000 | 69687 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 4.75 | 9/15/2044 | 50000 | 41694 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 6.50 | 3/1/2041 | 30000 | 31311 |
| MPLX LP, Sr. Unscd. Notes | 2.65 | 8/15/2030 | 200000 | 181183 |
| MPLX LP, Sr. Unscd. Notes | 4.00 | 3/15/2028 | 150000 | 147968 |
| MPLX LP, Sr. Unscd. Notes | 4.13 | 3/1/2027 | 495000 | 491771 |
| MPLX LP, Sr. Unscd. Notes | 4.70 | 4/15/2048 | 20000 | 16163 |
| MPLX LP, Sr. Unscd. Notes | 4.90 | 4/15/2058 | 55000 | 44359 |
| MPLX LP, Sr. Unscd. Notes | 4.95 | 9/1/2032 | 115000 | 113560 |
| MPLX LP, Sr. Unscd. Notes | 4.95 | 3/14/2052 | 100000 | 82553 |
| MPLX LP, Sr. Unscd. Notes | 5.00 | 3/1/2033 | 362000 | 356478 |
| MPLX LP, Sr. Unscd. Notes | 5.20 | 3/1/2047 | 50000 | 43399 |
| MPLX LP, Sr. Unscd. Notes | 5.20 | 12/1/2047 | 100000 | 86734 |
| MPLX LP, Sr. Unscd. Notes | 5.50 | 2/15/2049 | 70000 | 63170 |
| MPLX LP, Sr. Unscd. Notes | 5.65 | 3/1/2053 | 50000 | 45599 |
| NOV, Inc., Sr. Unscd. Notes | 3.60 | 12/1/2029 | 95000 | 91046 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 5.00 | 8/1/2027 | 50000 | 50266 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 6.13 | 1/1/2031 | 80000 | 82806 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 6.20 | 3/15/2040 | 190000 | 186046 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 6.60 | 3/15/2046 | 90000 | 89018 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 6.63 | 9/1/2030 | 110000 | 116099 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 7.88 | 9/15/2031 | 342000 | 381917 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 8.50 | 7/15/2027 | 93000 | 97753 |
| ONEOK Partners LP, Gtd. Notes | 6.20 | 9/15/2043 | 15000 | 14981 |
| ONEOK, Inc., Gtd. Bonds | 4.25 | 9/15/2046 | 50000 | 37868 |
| ONEOK, Inc., Gtd. Notes | 3.95 | 3/1/2050 | 200000 | 141764 |
| ONEOK, Inc., Gtd. Notes | 4.00 | 7/13/2027 | 25000 | 24775 |
| ONEOK, Inc., Gtd. Notes | 4.20 | 10/3/2047 | 100000 | 75033 |
| ONEOK, Inc., Gtd. Notes | 4.35 | 3/15/2029 | 25000 | 24771 |
| ONEOK, Inc., Gtd. Notes | 5.15 | 10/15/2043 | 500000 | 440850 |
| ONEOK, Inc., Gtd. Notes | 5.20 | 7/15/2048 | 75000 | 64918 |
| ONEOK, Inc., Gtd. Notes | 5.45 | 6/1/2047 | 200000 | 177553 |
| ONEOK, Inc., Gtd. Notes | 5.65 | 11/1/2028 | 86000 | 88724 |
| ONEOK, Inc., Gtd. Notes | 5.70 | 11/1/2054 | 200000 | 183957 |
| ONEOK, Inc., Gtd. Notes | 5.85 | 11/1/2064 | 200000 | 184140 |

---

**28**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** |
| ONEOK, Inc., Gtd. Notes | 6.05 | 9/1/2033 | 100000 | 104926 |
| ONEOK, Inc., Gtd. Notes | 6.35 | 1/15/2031 | 100000 | 106563 |
| Ovintiv, Inc., Gtd. Bonds | 7.20 | 11/1/2031 | 50000 | 54343 |
| Ovintiv, Inc., Gtd. Notes | 6.25 | 7/15/2033 | 310000 | 320558 |
| Patterson-UTI Energy, Inc., Sr. Unscd. Notes | 7.15 | 10/1/2033 | 10000 | 10344 |
| Phillips 66 Co., Gtd. Notes | 3.30 | 3/15/2052 | 75000 | 48251 |
| Phillips 66 Co., Gtd. Notes | 3.55 | 10/1/2026 | 20000 | 19796 |
| Phillips 66 Co., Gtd. Notes | 3.90 | 3/15/2028 | 375000 | 369972 |
| Phillips 66 Co., Gtd. Notes | 4.68 | 2/15/2045 | 260000 | 217370 |
| Phillips 66 Co., Gtd. Notes | 4.90 | 10/1/2046 | 10000 | 8508 |
| Phillips 66 Co., Gtd. Notes | 4.95 | 12/1/2027 | 140000 | 141473 |
| Phillips 66 Co., Gtd. Notes | 5.50 | 3/15/2055 | 110000 | 99915 |
| Pioneer Natural Resources Co., Sr. Unscd. Notes | 1.90 | 8/15/2030 | 100000 | 88560 |
| Pioneer Natural Resources Co., Sr. Unscd. Notes | 2.15 | 1/15/2031 | 101000 | 89365 |
| Plains All American Pipeline LP/PAA Finance Corp., Sr. Unscd. Bonds | 4.50 | 12/15/2026 | 60000 | 59976 |
| Plains All American Pipeline LP/PAA Finance Corp., Sr. Unscd. Notes | 4.90 | 2/15/2045 | 200000 | 169875 |
| Plains All American Pipeline LP/PAA Finance Corp., Sr. Unscd. Notes | 5.15 | 6/1/2042 | 40000 | 35559 |
| Sabine Pass Liquefaction LLC, Sr. Scd. Notes | 4.20 | 3/15/2028 | 100000 | 99199 |
| Sabine Pass Liquefaction LLC, Sr. Scd. Notes | 5.90 | 9/15/2037 | 140000 | 147091 |
| Shell Finance US, Inc., Gtd. Notes | 3.75 | 9/12/2046 | 35000 | 26712 |
| Shell Finance US, Inc., Gtd. Notes | 4.00 | 5/10/2046 | 746000 | 591242 |
| Shell Finance US, Inc., Gtd. Notes | 4.38 | 5/11/2045 | 160000 | 134944 |
| Shell International Finance BV, Gtd. Notes | 3.00 | 11/26/2051 | 235000 | 150752 |
| Shell International Finance BV, Gtd. Notes | 3.13 | 11/7/2049 | 110000 | 73387 |
| Shell International Finance BV, Gtd. Notes | 3.88 | 11/13/2028 | 214000 | 212109 |
| South Bow USA Infrastructure Holdings LLC, Gtd. Notes<sup>(c)</sup> <br>| 6.18 | 10/1/2054 | 250000 | 236872 |
| Spectra Energy Partners LP, Gtd. Notes | 4.50 | 3/15/2045 | 145000 | 120084 |
| Suncor Energy, Inc., Sr. Unscd. Notes | 4.00 | 11/15/2047 | 180000 | 132370 |
| Suncor Energy, Inc., Sr. Unscd. Notes | 6.80 | 5/15/2038 | 39000 | 41941 |
| Targa Resources Corp., Gtd. Notes | 6.13 | 3/15/2033 | 180000 | 189174 |
| Targa Resources Corp., Gtd. Notes | 6.15 | 3/1/2029 | 50000 | 52351 |
| Targa Resources Corp., Gtd. Notes | 6.50 | 3/30/2034 | 85000 | 91255 |
| Targa Resources Corp., Gtd. Notes | 6.50 | 2/15/2053 | 195000 | 199373 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources Partners Finance Corp., Gtd. <br> Notes<br>| 4.88 | 2/1/2031 | 250000 | 247282 |
| TC PipeLines LP, Sr. Unscd. Notes | 3.90 | 5/25/2027 | 47000 | 46460 |
| Texas Eastern Transmission LP, Sr. Unscd. Notes | 7.00 | 7/15/2032 | 25000 | 27615 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 2.60 | 3/15/2031 | 175000 | 156292 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 3.50 | 10/15/2051 | 65000 | 44189 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 4.65 | 8/15/2032 | 100000 | 98002 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 4.85 | 3/1/2048 | 85000 | 72999 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 4.90 | 1/15/2045 | 50000 | 43848 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 5.10 | 9/15/2045 | 100000 | 90189 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 5.30 | 8/15/2028 | 100000 | 102398 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 5.30 | 8/15/2052 | 100000 | 90797 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 5.65 | 3/15/2033 | 10000 | 10350 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 6.30 | 4/15/2040 | 379000 | 398998 |
| TotalEnergies Capital International SA, Gtd. Notes | 2.83 | 1/10/2030 | 100000 | 94461 |
| TotalEnergies Capital International SA, Gtd. Notes | 2.99 | 6/29/2041 | 100000 | 73836 |
| TotalEnergies Capital International SA, Gtd. Notes | 3.13 | 5/29/2050 | 100000 | 65964 |

---

**29**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** |
| TotalEnergies Capital SA, Gtd. Notes | 4.72 | 9/10/2034 | 100000 | 99193 |
| TotalEnergies Capital SA, Gtd. Notes | 5.15 | 4/5/2034 | 500000 | 511612 |
| TotalEnergies Capital SA, Gtd. Notes | 5.43 | 9/10/2064 | 100000 | 92937 |
| TransCanada PipeLines Ltd., Sr. Unscd. Bonds | 6.10 | 6/1/2040 | 25000 | 25554 |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 4.10 | 4/15/2030 | 225000 | 219188 |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 4.25 | 5/15/2028 | 161000 | 159971 |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 4.63 | 3/1/2034 | 294000 | 280772 |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 5.10 | 3/15/2049 | 230000 | 206940 |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 5.85 | 3/15/2036 | 50000 | 51167 |
| Transcontinental Gas Pipe Line Co. LLC, Sr. Unscd. Notes | 4.00 | 3/15/2028 | 53000 | 52350 |
| Transcontinental Gas Pipe Line Co. LLC, Sr. Unscd. Notes | 4.45 | 8/1/2042 | 40000 | 33861 |
| Valero Energy Corp., Sr. Unscd. Notes | 2.80 | 12/1/2031 | 207000 | 184714 |
| Valero Energy Corp., Sr. Unscd. Notes | 3.65 | 12/1/2051 | 80000 | 53585 |
| Valero Energy Corp., Sr. Unscd. Notes | 4.35 | 6/1/2028 | 250000 | 249325 |
| Valero Energy Corp., Sr. Unscd. Notes | 6.63 | 6/15/2037 | 26000 | 28063 |
| Viper Energy Partners LLC, Gtd. Bonds | 4.90 | 8/1/2030 | 200000 | 199428 |
| Western Midstream Operating LP, Sr. Unscd. Notes | 4.05 | 2/1/2030 | 50000 | 48039 |
| Western Midstream Operating LP, Sr. Unscd. Notes | 5.25 | 2/1/2050 | 60000 | 50344 |
| Western Midstream Operating LP, Sr. Unscd. Notes | 5.50 | 8/15/2048 | 50000 | 42722 |
| Western Midstream Operating LP, Sr. Unscd. Notes | 6.15 | 4/1/2033 | 154000 | 160548 |
| Woodside Finance Ltd., Gtd. Notes | 5.10 | 9/12/2034 | 130000 | 125910 |
| Woodside Finance Ltd., Gtd. Notes | 5.40 | 5/19/2030 | 100000 | 101435 |
| Woodside Finance Ltd., Gtd. Notes | 5.70 | 5/19/2032 | 100000 | 101897 |
| Woodside Finance Ltd., Gtd. Notes | 5.70 | 9/12/2054 | 200000 | 181726 |
| Woodside Finance Ltd., Gtd. Notes | 6.00 | 5/19/2035 | 200000 | 204262 |
|  |  |  |  | **33352686** |
| **Environmental Control — .1%** | **Environmental Control — .1%** | **Environmental Control — .1%** | **Environmental Control — .1%** | **Environmental Control — .1%** |
| Republic Services, Inc., Sr. Unscd. Notes | 2.30 | 3/1/2030 | 50000 | 45575 |
| Republic Services, Inc., Sr. Unscd. Notes | 3.05 | 3/1/2050 | 25000 | 16799 |
| Republic Services, Inc., Sr. Unscd. Notes | 3.38 | 11/15/2027 | 23000 | 22565 |
| Republic Services, Inc., Sr. Unscd. Notes | 4.88 | 4/1/2029 | 100000 | 101869 |
| Republic Services, Inc., Sr. Unscd. Notes | 5.00 | 11/15/2029 | 250000 | 255740 |
| Republic Services, Inc., Sr. Unscd. Notes | 5.00 | 4/1/2034 | 100000 | 100955 |
| Republic Services, Inc., Sr. Unscd. Notes | 5.20 | 11/15/2034 | 100000 | 102075 |
| Veralto Corp., Gtd. Notes | 5.35 | 9/18/2028 | 15000 | 15379 |
| Veralto Corp., Gtd. Notes | 5.45 | 9/18/2033 | 125000 | 128320 |
| Veralto Corp., Gtd. Notes | 5.50 | 9/18/2026 | 25000 | 25231 |
| Waste Connections, Inc., Sr. Unscd. Notes | 4.20 | 1/15/2033 | 200000 | 192668 |
| Waste Connections, Inc., Sr. Unscd. Notes | 5.00 | 3/1/2034 | 200000 | 201200 |
| Waste Management, Inc., Gtd. Notes | 1.15 | 3/15/2028 | 311000 | 287819 |
| Waste Management, Inc., Gtd. Notes | 2.00 | 6/1/2029 | 74000 | 68143 |
| Waste Management, Inc., Gtd. Notes | 2.50 | 11/15/2050 | 20000 | 11726 |
| Waste Management, Inc., Gtd. Notes | 3.88 | 1/15/2029 | 100000 | 98445 |
| Waste Management, Inc., Gtd. Notes | 4.15 | 4/15/2032 | 215000 | 209175 |
| Waste Management, Inc., Gtd. Notes | 4.15 | 7/15/2049 | 315000 | 255258 |
| Waste Management, Inc., Gtd. Notes | 4.88 | 2/15/2029 | 100000 | 102020 |
|  |  |  |  | **2240962** |
| **Financials — .0%** | **Financials — .0%** | **Financials — .0%** | **Financials — .0%** | **Financials — .0%** |
| Brookfield Capital Finance LLC, Gtd. Notes | 6.09 | 6/14/2033 | 10000 | 10599 |
| Brookfield Finance LLC/Brookfield Finance, Inc., Gtd. Notes | 3.45 | 4/15/2050 | 280000 | 190285 |

---

**30**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Financials — .0% (continued)** | **Financials — .0% (continued)** | **Financials — .0% (continued)** | **Financials — .0% (continued)** | **Financials — .0% (continued)** |
| Brookfield Finance, Inc., Gtd. Notes | 4.85 | 3/29/2029 | 194000 | 195579 |
| Brookfield Finance, Inc., Gtd. Notes | 5.68 | 1/15/2035 | 225000 | 230786 |
|  |  |  |  | **627249** |
| **Food Products — .4%** | **Food Products — .4%** | **Food Products — .4%** | **Food Products — .4%** | **Food Products — .4%** |
| Ahold Finance USA LLC, Gtd. Notes | 6.88 | 5/1/2029 | 25000 | 27081 |
| Conagra Brands, Inc., Sr. Unscd. Notes | 5.00 | 8/1/2030 | 100000 | 100243 |
| Conagra Brands, Inc., Sr. Unscd. Notes | 5.40 | 11/1/2048 | 125000 | 110105 |
| ConAgra Brands, Inc., Sr. Unscd. Notes | 5.30 | 10/1/2026 | 50000 | 50326 |
| Flowers Foods, Inc., Sr. Unscd. Notes | 2.40 | 3/15/2031 | 65000 | 56641 |
| Flowers Foods, Inc., Sr. Unscd. Notes | 6.20 | 3/15/2055 | 200000 | 195310 |
| General Mills, Inc., Sr. Unscd. Notes | 3.20 | 2/10/2027 | 25000 | 24549 |
| General Mills, Inc., Sr. Unscd. Notes | 4.20 | 4/17/2028 | 225000 | 223983 |
| General Mills, Inc., Sr. Unscd. Notes | 4.88 | 1/30/2030 | 755000 | 764433 |
| General Mills, Inc., Sr. Unscd. Notes | 5.25 | 1/30/2035 | 280000 | 279839 |
| General Mills, Inc., Sr. Unscd. Notes | 5.50 | 10/17/2028 | 18000 | 18566 |
| Hormel Foods Corp., Sr. Unscd. Notes | 1.80 | 6/11/2030 | 40000 | 35414 |
| JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, Gtd. Notes | 4.38 | 2/2/2052 | 310000 | 235098 |
| JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, Gtd. Notes | 5.75 | 4/1/2033 | 123000 | 126075 |
| JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, Gtd. Notes | 6.75 | 3/15/2034 | 33000 | 35875 |
| JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, Gtd. Notes | 7.25 | 11/15/2053 | 300000 | 331549 |
| Kellanova, Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.10 | 6/1/2030 | 25000 | 22351 |
| Kellanova, Sr. Unscd. Notes | 4.30 | 5/15/2028 | 77000 | 77157 |
| Kellanova, Sr. Unscd. Notes | 4.50 | 4/1/2046 | 30000 | 25637 |
| Kellanova, Sr. Unscd. Notes | 5.25 | 3/1/2033 | 60000 | 61163 |
| Kraft Heinz Foods Co., Gtd. Notes | 3.88 | 5/15/2027 | 110000 | 108654 |
| Kraft Heinz Foods Co., Gtd. Notes | 4.25 | 3/1/2031 | 146000 | 141406 |
| Kraft Heinz Foods Co., Gtd. Notes | 4.38 | 6/1/2046 | 194000 | 154175 |
| Kraft Heinz Foods Co., Gtd. Notes | 4.88 | 10/1/2049 | 85000 | 71004 |
| Kraft Heinz Foods Co., Gtd. Notes | 5.00 | 6/4/2042 | 65000 | 57949 |
| Kraft Heinz Foods Co., Gtd. Notes | 5.20 | 7/15/2045 | 350000 | 310760 |
| Kraft Heinz Foods Co., Gtd. Notes | 6.88 | 1/26/2039 | 155000 | 167004 |
| McCormick & Co., Inc., Sr. Unscd. Notes | 1.85 | 2/15/2031 | 15000 | 12943 |
| Mondelez International, Inc., Sr. Unscd. Notes | 2.63 | 3/17/2027 | 345000 | 335422 |
| Mondelez International, Inc., Sr. Unscd. Notes | 2.75 | 4/13/2030 | 350000 | 323574 |
| Pilgrim's Pride Corp., Gtd. Notes | 3.50 | 3/1/2032 | 310000 | 278254 |
| Pilgrim's Pride Corp., Gtd. Notes | 6.25 | 7/1/2033 | 50000 | 52529 |
| Pilgrim's Pride Corp., Gtd. Notes | 6.88 | 5/15/2034 | 60000 | 65588 |
| Sysco Corp., Gtd. Notes | 3.15 | 12/14/2051 | 100000 | 63670 |
| Sysco Corp., Gtd. Notes | 3.30 | 2/15/2050 | 20000 | 13367 |
| Sysco Corp., Gtd. Notes | 4.50 | 4/1/2046 | 50000 | 41950 |
| Sysco Corp., Gtd. Notes | 4.85 | 10/1/2045 | 205000 | 180407 |
| Sysco Corp., Gtd. Notes | 5.75 | 1/17/2029 | 50000 | 51979 |
| Sysco Corp., Gtd. Notes | 5.95 | 4/1/2030 | 52000 | 54780 |
| Sysco Corp., Gtd. Notes | 6.00 | 1/17/2034 | 52000 | 55567 |
| Sysco Corp., Gtd. Notes | 6.60 | 4/1/2050 | 20000 | 21683 |
| The Campbell's Comapny, Sr. Unscd. Notes | 5.20 | 3/21/2029 | 400000 | 407789 |
| The Campbell's Comapny, Sr. Unscd. Notes | 5.40 | 3/21/2034 | 150000 | 151502 |
| The Hershey Company, Sr. Unscd. Notes | 4.25 | 5/4/2028 | 90000 | 90332 |
| The Hershey Company, Sr. Unscd. Notes | 4.55 | 2/24/2028 | 200000 | 201937 |
| The Hershey Company, Sr. Unscd. Notes | 4.75 | 2/24/2030 | 200000 | 202895 |

---

**31**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Food Products — .4% (continued)** | **Food Products — .4% (continued)** | **Food Products — .4% (continued)** | **Food Products — .4% (continued)** | **Food Products — .4% (continued)** |
| The Hershey Company, Sr. Unscd. Notes | 5.10 | 2/24/2035 | 100000 | 101278 |
| The J.M. Smucker Company, Sr. Unscd. Notes | 2.38 | 3/15/2030 | 88000 | 80031 |
| The J.M. Smucker Company, Sr. Unscd. Notes | 5.90 | 11/15/2028 | 85000 | 88820 |
| The J.M. Smucker Company, Sr. Unscd. Notes | 6.50 | 11/15/2043 | 15000 | 15963 |
| The Kroger Company, Sr. Unscd. Notes | 1.70 | 1/15/2031 | 175000 | 150153 |
| The Kroger Company, Sr. Unscd. Notes | 3.70 | 8/1/2027 | 124000 | 122481 |
| The Kroger Company, Sr. Unscd. Notes | 3.95 | 1/15/2050 | 175000 | 130508 |
| The Kroger Company, Sr. Unscd. Notes | 5.50 | 9/15/2054 | 400000 | 377005 |
| Tyson Foods, Inc., Sr. Unscd. Bonds | 4.88 | 8/15/2034 | 10000 | 9747 |
| Tyson Foods, Inc., Sr. Unscd. Bonds | 5.15 | 8/15/2044 | 34000 | 30746 |
| Tyson Foods, Inc., Sr. Unscd. Notes | 3.55 | 6/2/2027 | 275000 | 270194 |
| Tyson Foods, Inc., Sr. Unscd. Notes | 4.35 | 3/1/2029 | 138000 | 136918 |
| Tyson Foods, Inc., Sr. Unscd. Notes | 5.10 | 9/28/2048 | 105000 | 93650 |
|  |  |  |  | **8026009** |
| **Foreign Governmental — 1.6%** | **Foreign Governmental — 1.6%** | **Foreign Governmental — 1.6%** | **Foreign Governmental — 1.6%** | **Foreign Governmental — 1.6%** |
| Canada, Bonds<sup>(a)</sup> <br>| 3.75 | 4/26/2028 | 875000 | 871520 |
| Chile, Sr. Unscd. Notes | 2.45 | 1/31/2031 | 49000 | 43773 |
| Chile, Sr. Unscd. Notes | 2.75 | 1/31/2027 | 350000 | 341465 |
| Chile, Sr. Unscd. Notes | 3.10 | 5/7/2041 | 482000 | 356137 |
| Chile, Sr. Unscd. Notes | 3.10 | 1/22/2061 | 351000 | 210823 |
| Chile, Sr. Unscd. Notes | 3.24 | 2/6/2028 | 323000 | 314010 |
| Chile, Sr. Unscd. Notes | 3.50 | 1/31/2034 | 520000 | 466371 |
| Chile, Sr. Unscd. Notes | 4.85 | 1/22/2029 | 200000 | 202483 |
| Export Development Canada, Govt. Gtd. Bonds | 4.00 | 6/20/2030 | 600000 | 600039 |
| Export Development Canada, Govt. Gtd. Notes | 4.13 | 2/13/2029 | 100000 | 100537 |
| Export Development Canada, Govt. Gtd. Notes | 4.75 | 6/5/2034 | 200000 | 205086 |
| Export-Import Bank of Korea, Sr. Unscd. Notes | 1.13 | 12/29/2026 | 90000 | 86064 |
| Export-Import Bank of Korea, Sr. Unscd. Notes | 2.50 | 6/29/2041 | 170000 | 120222 |
| Export-Import Bank of Korea, Sr. Unscd. Notes | 4.13 | 10/17/2027 | 200000 | 199345 |
| Export-Import Bank of Korea, Sr. Unscd. Notes | 4.50 | 1/11/2029 | 300000 | 301975 |
| Hydro-Quebec, Govt. Gtd. Debs., Ser. HH | 8.50 | 12/1/2029 | 25000 | 29121 |
| Indonesia, Sr. Unscd. Notes | 2.85 | 2/14/2030 | 420000 | 393194 |
| Indonesia, Sr. Unscd. Notes | 3.05 | 3/12/2051 | 50000 | 33136 |
| Indonesia, Sr. Unscd. Notes | 3.35 | 3/12/2071 | 386000 | 246357 |
| Indonesia, Sr. Unscd. Notes | 3.40 | 9/18/2029 | 40000 | 38665 |
| Indonesia, Sr. Unscd. Notes | 3.50 | 1/11/2028 | 390000 | 383769 |
| Indonesia, Sr. Unscd. Notes | 3.70 | 10/30/2049 | 200000 | 149999 |
| Indonesia, Sr. Unscd. Notes | 4.70 | 2/10/2034 | 200000 | 196032 |
| Indonesia, Sr. Unscd. Notes | 4.85 | 1/11/2033 | 200000 | 199910 |
| Indonesia, Sr. Unscd. Notes | 5.10 | 2/10/2054 | 100000 | 93135 |
| Indonesia, Sr. Unscd. Notes | 5.25 | 1/15/2030 | 200000 | 207009 |
| Indonesia, Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.60 | 1/15/2035 | 170000 | 177403 |
| Israel, Sr. Unscd. Bonds, Ser. 30Y | 3.88 | 7/3/2050 | 743000 | 525369 |
| Israel, Sr. Unscd. Bonds, Ser. 30Y | 4.13 | 1/17/2048 | 100000 | 75671 |
| Israel, Sr. Unscd. Notes, Ser. 30Y | 5.75 | 3/12/2054 | 550000 | 510821 |
| Israel Government AID Bond, Govt. Gtd. Notes, Ser. 30Y | 5.50 | 9/18/2033 | 40000 | 42585 |
| Japan Bank for International Cooperation, Govt. Gtd. Bonds | 1.25 | 1/21/2031 | 260000 | 222240 |
| Japan Bank for International Cooperation, Govt. Gtd. Bonds | 4.63 | 7/19/2028 | 200000 | 202955 |
| Japan Bank for International Cooperation, Govt. Gtd. Bonds, Ser. DTC | 2.25 | 11/4/2026 | 634000 | 618420 |
| Japan Bank for International Cooperation, Govt. Gtd. Notes | 1.88 | 4/15/2031 | 310000 | 272693 |

---

**32**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Foreign Governmental — 1.6% (continued)** | **Foreign Governmental — 1.6% (continued)** | **Foreign Governmental — 1.6% (continued)** | **Foreign Governmental — 1.6% (continued)** | **Foreign Governmental — 1.6% (continued)** |
| Japan Bank for International Cooperation, Govt. Gtd. Notes | 3.50 | 10/31/2028 | 600000 | 589290 |
| Japan Bank for International Cooperation, Govt. Gtd. Notes | 4.38 | 1/24/2031 | 500000 | 502959 |
| Japan International Cooperation Agency, Govt. Gtd. Bonds | 2.13 | 10/20/2026 | 450000 | 438003 |
| Korea, Sr. Unscd. Notes | 4.13 | 6/10/2044 | 425000 | 368657 |
| Mexico, Sr. Unscd. Notes | 3.25 | 4/16/2030 | 75000 | 69211 |
| Mexico, Sr. Unscd. Notes | 3.50 | 2/12/2034 | 1322000 | 1109614 |
| Mexico, Sr. Unscd. Notes | 4.15 | 3/28/2027 | 105000 | 104384 |
| Mexico, Sr. Unscd. Notes | 4.28 | 8/14/2041 | 1303000 | 999585 |
| Mexico, Sr. Unscd. Notes | 4.50 | 4/22/2029 | 50000 | 49310 |
| Mexico, Sr. Unscd. Notes | 4.50 | 1/31/2050 | 150000 | 108740 |
| Mexico, Sr. Unscd. Notes | 4.75 | 4/27/2032 | 270000 | 256237 |
| Mexico, Sr. Unscd. Notes | 4.75 | 3/8/2044 | 424000 | 334060 |
| Mexico, Sr. Unscd. Notes | 4.88 | 5/19/2033 | 295000 | 277272 |
| Mexico, Sr. Unscd. Notes | 6.00 | 5/13/2030 | 200000 | 206736 |
| Mexico, Sr. Unscd. Notes | 6.34 | 5/4/2053 | 200000 | 182907 |
| Mexico, Sr. Unscd. Notes | 6.40 | 5/7/2054 | 200000 | 183500 |
| Mexico, Sr. Unscd. Notes | 6.75 | 9/27/2034 | 89000 | 94183 |
| Mexico, Sr. Unscd. Notes | 6.88 | 5/13/2037 | 200000 | 207023 |
| Mexico, Sr. Unscd. Notes | 7.38 | 5/13/2055 | 200000 | 206037 |
| Mexico, Sr. Unscd. Notes | 7.50 | 4/8/2033 | 150000 | 165688 |
| Panama, Sr. Unscd. Bonds | 4.50 | 4/16/2050 | 387000 | 264500 |
| Panama, Sr. Unscd. Bonds | 6.70 | 1/26/2036 | 495000 | 496346 |
| Panama, Sr. Unscd. Bonds | 8.88 | 9/30/2027 | 380000 | 410729 |
| Panama, Sr. Unscd. Notes | 3.16 | 1/23/2030 | 375000 | 337619 |
| Panama, Sr. Unscd. Notes | 3.30 | 1/19/2033 | 50000 | 41111 |
| Panama, Sr. Unscd. Notes | 3.87 | 7/23/2060 | 305000 | 177253 |
| Panama, Sr. Unscd. Notes | 4.50 | 4/1/2056 | 293000 | 193477 |
| Panama, Sr. Unscd. Notes | 6.40 | 2/14/2035 | 50000 | 49157 |
| Peru, Sr. Unscd. Bonds | 6.55 | 3/14/2037 | 862000 | 933830 |
| Peru, Sr. Unscd. Bonds | 8.75 | 11/21/2033 | 71000 | 86970 |
| Peru, Sr. Unscd. Notes | 1.86 | 12/1/2032 | 306000 | 245359 |
| Peru, Sr. Unscd. Notes | 2.78 | 12/1/2060 | 50000 | 26494 |
| Peru, Sr. Unscd. Notes | 3.00 | 1/15/2034 | 427000 | 359084 |
| Peru, Sr. Unscd. Notes | 3.23 | 7/28/2121 | 50000 | 26408 |
| Peru, Sr. Unscd. Notes | 3.55 | 3/10/2051 | 200000 | 135292 |
| Philippines, Sr. Unscd. Bonds<sup>(a)</sup> <br>| 1.95 | 1/6/2032 | 900000 | 761893 |
| Philippines, Sr. Unscd. Bonds | 3.95 | 1/20/2040 | 331000 | 286431 |
| Philippines, Sr. Unscd. Bonds | 5.50 | 2/4/2035 | 300000 | 312644 |
| Philippines, Sr. Unscd. Bonds | 5.90 | 2/4/2050 | 200000 | 205331 |
| Philippines, Sr. Unscd. Bonds | 9.50 | 2/2/2030 | 267000 | 321752 |
| Philippines, Sr. Unscd. Notes | 2.65 | 12/10/2045 | 700000 | 455402 |
| Province of Alberta Canada, Sr. Unscd. Bonds | 1.30 | 7/22/2030 | 325000 | 283632 |
| Province of Alberta Canada, Sr. Unscd. Notes | 3.30 | 3/15/2028 | 665000 | 652391 |
| Province of Alberta Canada, Sr. Unscd. Notes | 4.50 | 6/26/2029 | 400000 | 405668 |
| Province of British Columbia Canada, Bonds | 7.25 | 9/1/2036 | 80000 | 95904 |
| Province of British Columbia Canada, Sr. Unscd. Bonds | 4.90 | 4/24/2029 | 500000 | 513615 |
| Province of British Columbia Canada, Sr. Unscd. Notes | 1.30 | 1/29/2031 | 220000 | 188414 |
| Province of British Columbia Canada, Sr. Unscd. Notes | 4.20 | 7/6/2033 | 215000 | 210096 |
| Province of Ontario Canada, Sr. Unscd. Notes | 1.05 | 5/21/2027 | 65000 | 61610 |
| Province of Ontario Canada, Sr. Unscd. Notes | 1.60 | 2/25/2031 | 490000 | 426714 |

---

**33**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Foreign Governmental — 1.6% (continued)** | **Foreign Governmental — 1.6% (continued)** | **Foreign Governmental — 1.6% (continued)** | **Foreign Governmental — 1.6% (continued)** | **Foreign Governmental — 1.6% (continued)** |
| Province of Ontario Canada, Sr. Unscd. Notes | 1.80 | 10/14/2031 | 456000 | 393408 |
| Province of Ontario Canada, Sr. Unscd. Notes | 2.00 | 10/2/2029 | 180000 | 165686 |
| Province of Ontario Canada, Sr. Unscd. Notes | 2.13 | 1/21/2032 | 95000 | 83040 |
| Province of Ontario Canada, Unscd. Bonds | 1.13 | 10/7/2030 | 961000 | 825830 |
| Province of Quebec Canada, Sr. Unscd. Debs., Ser. PD | 7.50 | 9/15/2029 | 55000 | 61911 |
| Province of Quebec Canada, Sr. Unscd. Notes | 1.35 | 5/28/2030 | 600000 | 527695 |
| Province of Quebec Canada, Sr. Unscd. Notes | 2.75 | 4/12/2027 | 145000 | 141666 |
| Province of Quebec Canada, Unscd. Notes | 1.90 | 4/21/2031 | 800000 | 704569 |
| Republic of Italy, Sr. Unscd. Notes, Ser. 10Y | 4.00 | 10/17/2049 | 300000 | 215418 |
| Republic of Italy, Sr. Unscd. Notes, Ser. 30Y | 3.88 | 5/6/2051 | 425000 | 292791 |
| Republic of Poland, Sr. Unscd. Notes, Ser. 30Y | 5.50 | 4/4/2053 | 355000 | 331457 |
| Republic of Poland, Sr. Unscd. Notes, Ser. 30Y | 5.50 | 3/18/2054 | 400000 | 373294 |
| Republic of Poland, Sr. Unscd. Notes, Ser. 5Y | 5.50 | 11/16/2027 | 110000 | 113323 |
| Svensk Exportkredit AB, Sr. Unscd. Notes<sup>(b)</sup> <br>| 0.00 | 5/11/2037 | 30000 | 16512 |
| Svensk Exportkredit AB, Sr. Unscd. Notes | 4.13 | 6/14/2028 | 350000 | 351004 |
| Uruguay, Sr. Unscd. Bonds | 4.13 | 11/20/2045 | 50000 | 42348 |
| Uruguay, Sr. Unscd. Bonds | 4.38 | 1/23/2031 | 260000 | 258859 |
| Uruguay, Sr. Unscd. Bonds | 4.98 | 4/20/2055 | 280000 | 245827 |
| Uruguay, Sr. Unscd. Bonds | 5.10 | 6/18/2050 | 284000 | 260068 |
| Uruguay, Sr. Unscd. Notes | 4.38 | 10/27/2027 | 1174000 | 1176395 |
|  |  |  |  | **31037957** |
| **Forest Products & Paper — .0%** | **Forest Products & Paper — .0%** | **Forest Products & Paper — .0%** | **Forest Products & Paper — .0%** | **Forest Products & Paper — .0%** |
| International Paper Co., Sr. Unscd. Notes | 4.80 | 6/15/2044 | 113000 | 98512 |
| Suzano Austria GmbH, Gtd. Notes | 5.00 | 1/15/2030 | 187000 | 186125 |
| Suzano Austria GmbH, Gtd. Notes | 6.00 | 1/15/2029 | 25000 | 25670 |
| Suzano Austria GmbH, Gtd. Notes, Ser. DM3N | 3.13 | 1/15/2032 | 170000 | 149310 |
| Suzano International Finance BV, Gtd. Notes | 5.50 | 1/17/2027 | 185000 | 187101 |
|  |  |  |  | **646718** |
| **Health Care — 2.6%** | **Health Care — 2.6%** | **Health Care — 2.6%** | **Health Care — 2.6%** | **Health Care — 2.6%** |
| Abbott Laboratories, Sr. Unscd. Notes | 1.15 | 1/30/2028 | 123000 | 114700 |
| Abbott Laboratories, Sr. Unscd. Notes | 3.75 | 11/30/2026 | 120000 | 119310 |
| Abbott Laboratories, Sr. Unscd. Notes | 4.90 | 11/30/2046 | 454000 | 423148 |
| Abbott Laboratories, Sr. Unscd. Notes | 6.00 | 4/1/2039 | 25000 | 27169 |
| AbbVie, Inc., Sr. Unscd. Notes | 2.95 | 11/21/2026 | 500000 | 491248 |
| AbbVie, Inc., Sr. Unscd. Notes | 3.20 | 11/21/2029 | 145000 | 138260 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.25 | 11/14/2028 | 100000 | 100061 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.25 | 11/21/2049 | 806000 | 657305 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.30 | 5/14/2036 | 567000 | 531704 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.50 | 5/14/2035 | 100000 | 96049 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.70 | 5/14/2045 | 269000 | 240003 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.75 | 3/15/2045 | 125000 | 112213 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.95 | 3/15/2031 | 610000 | 622406 |
| AbbVie, Inc., Sr. Unscd. Notes | 5.20 | 3/15/2035 | 200000 | 203222 |
| AbbVie, Inc., Sr. Unscd. Notes | 5.35 | 3/15/2044 | 45000 | 43889 |
| AbbVie, Inc., Sr. Unscd. Notes | 5.60 | 3/15/2055 | 250000 | 248329 |
| Adventist Health System, Bonds | 3.63 | 3/1/2049 | 92000 | 60770 |
| Advocate Health & Hospitals Corp., Sr. Unscd. Bonds | 3.83 | 8/15/2028 | 50000 | 49322 |
| Advocate Health & Hospitals Corp., Unscd. Notes, Ser. 2020 | 2.21 | 6/15/2030 | 18000 | 16288 |
| Aetna, Inc., Sr. Unscd. Notes | 4.75 | 3/15/2044 | 35000 | 29424 |
| Aetna, Inc., Sr. Unscd. Notes | 6.63 | 6/15/2036 | 265000 | 284726 |

---

**34**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** |
| Agilent Technologies, Inc., Sr. Unscd. Notes | 2.30 | 3/12/2031 | 47000 | 41535 |
| Agilent Technologies, Inc., Sr. Unscd. Notes | 2.75 | 9/15/2029 | 100000 | 93365 |
| Agilent Technologies, Inc., Sr. Unscd. Notes | 3.05 | 9/22/2026 | 145000 | 142654 |
| AHS Hospital Corp., Sr. Unscd. Bonds, Ser. 2021 | 2.78 | 7/1/2051 | 280000 | 171477 |
| Allina Health System, Scd. Bonds, Ser. 2021<sup>(a)</sup> <br>| 2.90 | 11/15/2051 | 100000 | 60802 |
| Allina Health System, Unscd. Bonds, Ser. 2019 | 3.89 | 4/15/2049 | 50000 | 37192 |
| Amgen, Inc., Sr. Unscd. Notes | 2.00 | 1/15/2032 | 250000 | 212543 |
| Amgen, Inc., Sr. Unscd. Notes | 2.60 | 8/19/2026 | 127000 | 124615 |
| Amgen, Inc., Sr. Unscd. Notes | 2.77 | 9/1/2053 | 215000 | 125546 |
| Amgen, Inc., Sr. Unscd. Notes | 3.00 | 2/22/2029 | 180000 | 171502 |
| Amgen, Inc., Sr. Unscd. Notes | 3.35 | 2/22/2032 | 135000 | 124734 |
| Amgen, Inc., Sr. Unscd. Notes | 4.05 | 8/18/2029 | 285000 | 280702 |
| Amgen, Inc., Sr. Unscd. Notes | 4.20 | 3/1/2033 | 286000 | 273763 |
| Amgen, Inc., Sr. Unscd. Notes | 4.20 | 2/22/2052 | 90000 | 69728 |
| Amgen, Inc., Sr. Unscd. Notes | 4.40 | 5/1/2045 | 75000 | 63390 |
| Amgen, Inc., Sr. Unscd. Notes | 4.56 | 6/15/2048 | 137000 | 115551 |
| Amgen, Inc., Sr. Unscd. Notes | 4.66 | 6/15/2051 | 93000 | 78650 |
| Amgen, Inc., Sr. Unscd. Notes | 5.15 | 3/2/2028 | 240000 | 244392 |
| Amgen, Inc., Sr. Unscd. Notes | 5.25 | 3/2/2030 | 197000 | 202497 |
| Amgen, Inc., Sr. Unscd. Notes | 5.60 | 3/2/2043 | 612000 | 603936 |
| Amgen, Inc., Sr. Unscd. Notes | 5.65 | 3/2/2053 | 415000 | 401463 |
| Amgen, Inc., Sr. Unscd. Notes | 5.75 | 3/2/2063 | 115000 | 110566 |
| Ascension Health, Sr. Unscd. Bonds, Ser. B | 2.53 | 11/15/2029 | 45000 | 41704 |
| Ascension Health, Sr. Unscd. Notes | 3.95 | 11/15/2046 | 66000 | 52213 |
| Ascension Health, Unscd. Notes | 4.85 | 11/15/2053 | 25000 | 22369 |
| AstraZeneca Finance LLC, Gtd. Notes | 1.75 | 5/28/2028 | 160000 | 149774 |
| AstraZeneca Finance LLC, Gtd. Notes | 4.80 | 2/26/2027 | 250000 | 252085 |
| AstraZeneca Finance LLC, Gtd. Notes | 4.85 | 2/26/2029 | 400000 | 407307 |
| AstraZeneca Finance LLC, Gtd. Notes | 4.88 | 3/3/2028 | 175000 | 177820 |
| AstraZeneca PLC, Sr. Unscd. Notes | 3.13 | 6/12/2027 | 118000 | 115751 |
| AstraZeneca PLC, Sr. Unscd. Notes | 4.00 | 9/18/2042 | 50000 | 42211 |
| AstraZeneca PLC, Sr. Unscd. Notes | 4.38 | 11/16/2045 | 75000 | 65187 |
| Baptist Healthcare System Obligated Group, Unscd. Bonds, Ser. 20B | 3.54 | 8/15/2050 | 217000 | 152239 |
| Baxter International, Inc., Sr. Unscd. Notes | 1.92 | 2/1/2027 | 675000 | 649476 |
| Baxter International, Inc., Sr. Unscd. Notes | 2.27 | 12/1/2028 | 30000 | 27875 |
| Baxter International, Inc., Sr. Unscd. Notes | 2.54 | 2/1/2032 | 125000 | 108736 |
| Baxter International, Inc., Sr. Unscd. Notes | 3.13 | 12/1/2051 | 65000 | 40946 |
| Baylor Scott & White Holdings, Unscd. Bonds, Ser. 2021 | 2.84 | 11/15/2050 | 50000 | 31258 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 1.96 | 2/11/2031 | 120000 | 104006 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 2.82 | 5/20/2030 | 120000 | 110822 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 3.70 | 6/6/2027 | 135000 | 133378 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 3.79 | 5/20/2050 | 28000 | 20685 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 4.67 | 6/6/2047 | 85000 | 72914 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 4.69 | 2/13/2028 | 319000 | 321526 |
| Biogen, Inc., Sr. Unscd. Notes | 2.25 | 5/1/2030 | 75000 | 67256 |
| Biogen, Inc., Sr. Unscd. Notes | 3.15 | 5/1/2050 | 183000 | 113923 |
| BIO-RAD Laboratories, Inc., Sr. Unscd. Notes | 3.30 | 3/15/2027 | 15000 | 14688 |
| BIO-RAD Laboratories, Inc., Sr. Unscd. Notes | 3.70 | 3/15/2032 | 100000 | 92149 |
| Bon Secours Mercy Health, Inc., Scd. Notes | 3.46 | 6/1/2030 | 120000 | 114930 |
| Boston Scientific Corp., Sr. Unscd. Notes | 2.65 | 6/1/2030 | 25000 | 23044 |

---

**35**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** |
| Boston Scientific Corp., Sr. Unscd. Notes | 4.70 | 3/1/2049 | 80000 | 71085 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 1.13 | 11/13/2027 | 150000 | 140332 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 2.35 | 11/13/2040 | 20000 | 13585 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 2.55 | 11/13/2050 | 125000 | 72547 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 2.95 | 3/15/2032 | 50000 | 45212 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.55 | 3/15/2042 | 510000 | 401326 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.70 | 3/15/2052 | 245000 | 177309 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.90 | 2/20/2028 | 100000 | 99225 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.90 | 3/15/2062 | 110000 | 78157 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 4.25 | 10/26/2049 | 365000 | 292646 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 4.35 | 11/15/2047 | 100000 | 82942 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 4.55 | 2/20/2048 | 28000 | 23819 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 4.90 | 2/22/2029 | 100000 | 101899 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 5.10 | 2/22/2031 | 200000 | 205857 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 5.65 | 2/22/2064 | 307000 | 296458 |
| Cardinal Health, Inc., Sr. Unscd. Notes | 4.50 | 11/15/2044 | 120000 | 100300 |
| Cardinal Health, Inc., Sr. Unscd. Notes | 4.60 | 3/15/2043 | 25000 | 21413 |
| Cardinal Health, Inc., Sr. Unscd. Notes | 4.90 | 9/15/2045 | 90000 | 79214 |
| Cardinal Health, Inc., Sr. Unscd. Notes | 5.35 | 11/15/2034 | 200000 | 202203 |
| Cencora, Inc., Sr. Unscd. Notes | 2.80 | 5/15/2030 | 75000 | 69407 |
| Cencora, Inc., Sr. Unscd. Notes | 3.45 | 12/15/2027 | 150000 | 146684 |
| Cencora, Inc., Sr. Unscd. Notes | 4.30 | 12/15/2047 | 50000 | 40098 |
| Centene Corp., Sr. Unscd. Notes | 2.45 | 7/15/2028 | 120000 | 109486 |
| Centene Corp., Sr. Unscd. Notes | 2.63 | 8/1/2031 | 365000 | 304978 |
| Centene Corp., Sr. Unscd. Notes | 3.00 | 10/15/2030 | 120000 | 104431 |
| Centene Corp., Sr. Unscd. Notes | 3.38 | 2/15/2030 | 60000 | 54021 |
| Centene Corp., Sr. Unscd. Notes | 4.63 | 12/15/2029 | 310000 | 295302 |
| Children's Hospital, Unscd. Bonds, Ser. 2020<sup>(a)</sup> <br>| 2.93 | 7/15/2050 | 50000 | 31697 |
| City of Hope, Sr. Scd. Notes, Ser. 2013 | 5.62 | 11/15/2043 | 135000 | 129404 |
| CommonSpirit Health, Scd. Bonds | 4.35 | 11/1/2042 | 50000 | 41963 |
| CommonSpirit Health, Sr. Scd. Bonds | 2.78 | 10/1/2030 | 227000 | 207142 |
| CommonSpirit Health, Sr. Scd. Bonds | 3.35 | 10/1/2029 | 60000 | 57224 |
| CommonSpirit Health, Sr. Scd. Bonds | 3.91 | 10/1/2050 | 95000 | 69461 |
| CommonSpirit Health, Sr. Scd. Notes | 6.46 | 11/1/2052 | 50000 | 52874 |
| Community Health Network, Inc., Unscd. Bonds, Ser. 20A | 3.10 | 5/1/2050 | 65000 | 40989 |
| Corewell Health Obligated Group, Sr. Unscd. Bonds, Ser. 19A | 3.49 | 7/15/2049 | 135000 | 97619 |
| Cottage Health Obligated Group, Scd. Bonds, Ser. 2020 | 3.30 | 11/1/2049 | 275000 | 189918 |
| CVS Health Corp., Sr. Unscd. Notes | 1.88 | 2/28/2031 | 70000 | 59786 |
| CVS Health Corp., Sr. Unscd. Notes | 2.13 | 9/15/2031 | 550000 | 468888 |
| CVS Health Corp., Sr. Unscd. Notes | 3.00 | 8/15/2026 | 60000 | 59005 |
| CVS Health Corp., Sr. Unscd. Notes | 3.25 | 8/15/2029 | 362000 | 343009 |
| CVS Health Corp., Sr. Unscd. Notes | 3.75 | 4/1/2030 | 15000 | 14387 |
| CVS Health Corp., Sr. Unscd. Notes | 4.13 | 4/1/2040 | 9000 | 7480 |
| CVS Health Corp., Sr. Unscd. Notes | 4.30 | 3/25/2028 | 65000 | 64550 |
| CVS Health Corp., Sr. Unscd. Notes | 5.05 | 3/25/2048 | 125000 | 107521 |
| CVS Health Corp., Sr. Unscd. Notes | 5.13 | 2/21/2030 | 50000 | 50823 |
| CVS Health Corp., Sr. Unscd. Notes | 5.13 | 7/20/2045 | 353000 | 310093 |
| CVS Health Corp., Sr. Unscd. Notes | 5.25 | 1/30/2031 | 204000 | 207661 |
| CVS Health Corp., Sr. Unscd. Notes | 5.30 | 6/1/2033 | 810000 | 814708 |
| CVS Health Corp., Sr. Unscd. Notes | 5.63 | 2/21/2053 | 100000 | 91756 |

---

**36**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** |
| CVS Health Corp., Sr. Unscd. Notes | 5.88 | 6/1/2053 | 25000 | 23729 |
| CVS Health Corp., Sr. Unscd. Notes | 6.00 | 6/1/2044 | 500000 | 492093 |
| Danaher Corp., Sr. Unscd. Notes | 2.80 | 12/10/2051 | 95000 | 58913 |
| DENTSPLY SIRONA, Inc., Sr. Unscd. Notes | 3.25 | 6/1/2030 | 50000 | 45439 |
| DH Europe Finance II Sarl, Gtd. Notes | 3.25 | 11/15/2039 | 129000 | 102680 |
| Dignity Health, Scd. Bonds | 5.27 | 11/1/2064 | 70000 | 61739 |
| Dignity Health, Unscd. Bonds | 4.50 | 11/1/2042 | 175000 | 146707 |
| Edwards Lifesciences Corp., Sr. Unscd. Notes | 4.30 | 6/15/2028 | 338000 | 337235 |
| Elevance Health, Inc., Sr. Unscd. Notes | 2.55 | 3/15/2031 | 70000 | 62451 |
| Elevance Health, Inc., Sr. Unscd. Notes | 4.10 | 3/1/2028 | 208000 | 206388 |
| Elevance Health, Inc., Sr. Unscd. Notes | 4.38 | 12/1/2047 | 428000 | 344510 |
| Elevance Health, Inc., Sr. Unscd. Notes | 4.55 | 3/1/2048 | 388000 | 317887 |
| Elevance Health, Inc., Sr. Unscd. Notes | 4.65 | 8/15/2044 | 89000 | 76289 |
| Elevance Health, Inc., Sr. Unscd. Notes | 4.75 | 2/15/2033 | 550000 | 542084 |
| Elevance Health, Inc., Sr. Unscd. Notes | 5.50 | 10/15/2032 | 100000 | 103310 |
| Elevance Health, Inc., Sr. Unscd. Notes | 5.85 | 11/1/2064 | 100000 | 95832 |
| Eli Lilly & Co., Sr. Unscd. Notes | 2.50 | 9/15/2060 | 40000 | 21840 |
| Eli Lilly & Co., Sr. Unscd. Notes | 3.38 | 3/15/2029 | 165000 | 160730 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.50 | 2/9/2027 | 200000 | 201023 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.60 | 8/14/2034 | 100000 | 98534 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.70 | 2/9/2034 | 550000 | 547644 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.75 | 2/12/2030 | 310000 | 315899 |
| Eli Lilly & Co., Sr. Unscd. Notes | 5.10 | 2/12/2035 | 500000 | 508441 |
| Eli Lilly & Co., Sr. Unscd. Notes | 5.10 | 2/9/2064 | 200000 | 183804 |
| GE HealthCare Technologies, Inc., Gtd. Notes | 5.65 | 11/15/2027 | 250000 | 256261 |
| GE HealthCare Technologies, Inc., Gtd. Notes | 5.86 | 3/15/2030 | 260000 | 273640 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 1.65 | 10/1/2030 | 25000 | 21761 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 2.60 | 10/1/2040 | 860000 | 612643 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 2.80 | 10/1/2050 | 75000 | 46916 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 2.95 | 3/1/2027 | 50000 | 48994 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 4.50 | 2/1/2045 | 35000 | 30326 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 4.80 | 11/15/2029 | 100000 | 101558 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 5.10 | 6/15/2035 | 111000 | 111727 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 5.55 | 10/15/2053 | 80000 | 78622 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 5.60 | 11/15/2064 | 100000 | 97629 |
| GlaxoSmithKline Capital, Inc., Gtd. Bonds | 6.38 | 5/15/2038 | 143000 | 157862 |
| GlaxoSmithKline Capital, Inc., Gtd. Notes | 5.38 | 4/15/2034 | 200000 | 207075 |
| Hackensack Meridian Health, Inc., Scd. Bonds, Ser. 2020 | 2.68 | 9/1/2041 | 45000 | 31316 |
| Hackensack Meridian Health, Inc., Scd. Bonds, Ser. 2020 | 2.88 | 9/1/2050 | 141000 | 87978 |
| Hartford Healthcare Corp., Sr. Unscd. Bonds | 3.45 | 7/1/2054 | 75000 | 52018 |
| HCA, Inc., Gtd. Notes | 3.38 | 3/15/2029 | 350000 | 335377 |
| HCA, Inc., Gtd. Notes | 3.63 | 3/15/2032 | 270000 | 248587 |
| HCA, Inc., Gtd. Notes | 4.13 | 6/15/2029 | 150000 | 147064 |
| HCA, Inc., Gtd. Notes | 4.38 | 3/15/2042 | 73000 | 60854 |
| HCA, Inc., Gtd. Notes | 4.50 | 2/15/2027 | 131000 | 130744 |
| HCA, Inc., Gtd. Notes | 4.63 | 3/15/2052 | 85000 | 67895 |
| HCA, Inc., Gtd. Notes | 5.25 | 3/1/2030 | 200000 | 204237 |
| HCA, Inc., Gtd. Notes | 5.25 | 6/15/2049 | 485000 | 428302 |
| HCA, Inc., Gtd. Notes | 5.50 | 6/1/2033 | 255000 | 260189 |
| HCA, Inc., Gtd. Notes | 5.63 | 9/1/2028 | 101000 | 103530 |

---

**37**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** |
| HCA, Inc., Gtd. Notes | 5.88 | 2/1/2029 | 200000 | 206818 |
| HCA, Inc., Gtd. Notes | 6.20 | 3/1/2055 | 100000 | 99915 |
| Humana, Inc., Sr. Unscd. Notes | 3.13 | 8/15/2029 | 115000 | 108072 |
| Humana, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 3.70 | 3/23/2029 | 74000 | 71667 |
| Humana, Inc., Sr. Unscd. Notes | 4.63 | 12/1/2042 | 28000 | 23616 |
| Humana, Inc., Sr. Unscd. Notes | 5.50 | 3/15/2053 | 56000 | 50024 |
| Humana, Inc., Sr. Unscd. Notes | 5.75 | 12/1/2028 | 50000 | 51774 |
| Humana, Inc., Sr. Unscd. Notes | 5.75 | 4/15/2054 | 300000 | 278583 |
| Illumina, Inc., Sr. Unscd. Notes | 2.55 | 3/23/2031 | 150000 | 131794 |
| Indiana University Health, Inc. Obligated Group, Scd. Notes | 3.97 | 11/1/2048 | 237000 | 185945 |
| Inova Health System Foundation, Unscd. Bonds | 4.07 | 5/15/2052 | 25000 | 19603 |
| Integris Baptist Medical Center, Inc., Sr. Scd. Bonds, Ser. A | 3.88 | 8/15/2050 | 25000 | 17620 |
| Iowa Health System, Unscd. Bonds, Ser. 2020 | 3.67 | 2/15/2050 | 50000 | 36074 |
| Johnson & Johnson, Sr. Unscd. Debs. | 6.95 | 9/1/2029 | 200000 | 221850 |
| Johnson & Johnson, Sr. Unscd. Notes | 1.30 | 9/1/2030 | 305000 | 264465 |
| Johnson & Johnson, Sr. Unscd. Notes | 3.40 | 1/15/2038 | 275000 | 234641 |
| Johnson & Johnson, Sr. Unscd. Notes | 3.50 | 1/15/2048 | 85000 | 64177 |
| Johnson & Johnson, Sr. Unscd. Notes | 3.63 | 3/3/2037 | 135000 | 119706 |
| Johnson & Johnson, Sr. Unscd. Notes | 3.70 | 3/1/2046 | 257000 | 205103 |
| Johnson & Johnson, Sr. Unscd. Notes | 4.38 | 12/5/2033 | 250000 | 248372 |
| Johnson & Johnson, Sr. Unscd. Notes | 4.85 | 3/1/2032 | 325000 | 332364 |
| Johnson & Johnson, Sr. Unscd. Notes | 5.00 | 3/1/2035 | 500000 | 509852 |
| Kaiser Foundation Hospitals, Gtd. Notes | 3.15 | 5/1/2027 | 70000 | 68572 |
| Kaiser Foundation Hospitals, Gtd. Notes | 4.15 | 5/1/2047 | 240000 | 196070 |
| Kaiser Foundation Hospitals, Unscd. Bonds, Ser. 2021 | 3.00 | 6/1/2051 | 180000 | 116084 |
| Laboratory Corp. of America Holdings, Gtd. Notes | 2.95 | 12/1/2029 | 65000 | 60859 |
| Laboratory Corp. of America Holdings, Gtd. Notes | 4.70 | 2/1/2045 | 70000 | 60971 |
| Mass General Brigham, Inc., Unscd. Notes, Ser. 2020 | 3.19 | 7/1/2049 | 140000 | 95227 |
| Mayo Clinic, Unscd. Bonds, Ser. 2016 | 4.13 | 11/15/2052 | 270000 | 214299 |
| McKesson Corp., Sr. Unscd. Notes | 1.30 | 8/15/2026 | 290000 | 280840 |
| McKesson Corp., Sr. Unscd. Notes | 4.90 | 7/15/2028 | 40000 | 40636 |
| McKesson Corp., Sr. Unscd. Notes | 5.10 | 7/15/2033 | 10000 | 10164 |
| Mead Johnson Nutrition Co., Gtd. Notes | 5.90 | 11/1/2039 | 20000 | 20682 |
| Medtronic, Inc., Gtd. Notes | 4.38 | 3/15/2035 | 350000 | 337105 |
| Medtronic, Inc., Gtd. Notes | 4.63 | 3/15/2045 | 90000 | 80432 |
| Memorial Health Services, Sr. Unscd. Notes | 3.45 | 11/1/2049 | 50000 | 35076 |
| Memorial Sloan-Kettering Cancer Center, Sr. Unscd. Notes | 4.13 | 7/1/2052 | 5000 | 3958 |
| Memorial Sloan-Kettering Cancer Center, Sr. Unscd. Notes, Ser. 2015 | 4.20 | 7/1/2055 | 50000 | 39881 |
| Merck & Co., Inc., Sr. Unscd. Notes | 1.45 | 6/24/2030 | 149000 | 129814 |
| Merck & Co., Inc., Sr. Unscd. Notes | 1.70 | 6/10/2027 | 30000 | 28702 |
| Merck & Co., Inc., Sr. Unscd. Notes | 1.90 | 12/10/2028 | 30000 | 27852 |
| Merck & Co., Inc., Sr. Unscd. Notes | 2.45 | 6/24/2050 | 175000 | 101081 |
| Merck & Co., Inc., Sr. Unscd. Notes | 2.75 | 12/10/2051 | 120000 | 72896 |
| Merck & Co., Inc., Sr. Unscd. Notes | 2.90 | 12/10/2061 | 345000 | 198067 |
| Merck & Co., Inc., Sr. Unscd. Notes | 3.40 | 3/7/2029 | 50000 | 48551 |
| Merck & Co., Inc., Sr. Unscd. Notes | 3.70 | 2/10/2045 | 43000 | 33487 |
| Merck & Co., Inc., Sr. Unscd. Notes | 3.90 | 3/7/2039 | 120000 | 104432 |
| Merck & Co., Inc., Sr. Unscd. Notes | 4.05 | 5/17/2028 | 40000 | 39952 |
| Merck & Co., Inc., Sr. Unscd. Notes | 4.15 | 5/18/2043 | 265000 | 223233 |
| Merck & Co., Inc., Sr. Unscd. Notes | 4.30 | 5/17/2030 | 75000 | 74980 |

---

**38**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** |
| Merck & Co., Inc., Sr. Unscd. Notes | 4.50 | 5/17/2033 | 75000 | 74354 |
| Merck & Co., Inc., Sr. Unscd. Notes | 5.00 | 5/17/2053 | 161000 | 146478 |
| Montefiore Obligated Group, Unscd. Bonds | 4.29 | 9/1/2050 | 100000 | 67755 |
| Montefiore Obligated Group, Unscd. Bonds, Ser. 18-C | 5.25 | 11/1/2048 | 455000 | 361726 |
| Mylan, Inc., Gtd. Notes | 4.55 | 4/15/2028 | 60000 | 59274 |
| MyMichigan Health, Scd. Bonds, Ser. 2020 | 3.41 | 6/1/2050 | 50000 | 34546 |
| Northwell Healthcare, Inc., Scd. Bonds | 3.81 | 11/1/2049 | 50000 | 36246 |
| Northwell Healthcare, Inc., Scd. Notes | 3.98 | 11/1/2046 | 25000 | 19262 |
| Novant Health, Inc., Unscd. Bonds | 2.64 | 11/1/2036 | 92000 | 71458 |
| Novartis Capital Corp., Gtd. Notes | 2.00 | 2/14/2027 | 55000 | 53311 |
| Novartis Capital Corp., Gtd. Notes | 2.20 | 8/14/2030 | 190000 | 172191 |
| Novartis Capital Corp., Gtd. Notes | 3.10 | 5/17/2027 | 170000 | 167134 |
| Novartis Capital Corp., Gtd. Notes | 3.70 | 9/21/2042 | 10000 | 8090 |
| Novartis Capital Corp., Gtd. Notes | 4.40 | 5/6/2044 | 170000 | 150082 |
| &nbsp;&nbsp;&nbsp; NY Society For Relief of Ruptured & Crippled Maintaining Hospital for Special <br> Surgery, Scd. Bonds, Ser. 2020<br>| 2.67 | 10/1/2050 | 180000 | 106758 |
| NYU Langone Hospitals, Scd. Bonds | 4.78 | 7/1/2044 | 125000 | 112025 |
| NYU Langone Hospitals, Scd. Bonds, Ser. 2020<sup>(a)</sup> <br>| 3.38 | 7/1/2055 | 100000 | 66519 |
| Ochsner LSU Health System of North Louisiana, Scd. Bonds, Ser. 2021 | 2.51 | 5/15/2031 | 100000 | 82200 |
| OhioHealth Corp., Scd. Bonds | 2.83 | 11/15/2041 | 50000 | 35624 |
| OhioHealth Corp., Unscd. Bonds, Ser. 2020 | 3.04 | 11/15/2050 | 30000 | 20233 |
| Orlando Health Obligated Group, Unscd. Bonds | 4.09 | 10/1/2048 | 175000 | 139027 |
| PeaceHealth Obligated Group, Sr. Unscd. Bonds, Ser. 2020 | 3.22 | 11/15/2050 | 12000 | 7541 |
| PeaceHealth Obligated Group, Sr. Unscd. Notes, Ser. 2018 | 4.79 | 11/15/2048 | 185000 | 154097 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 4.75 | 5/19/2033 | 85000 | 84527 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 5.11 | 5/19/2043 | 50000 | 47263 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 5.30 | 5/19/2053 | 930000 | 869036 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 5.34 | 5/19/2063 | 70000 | 64018 |
| Pfizer, Inc., Sr. Unscd. Notes | 1.70 | 5/28/2030 | 70000 | 61766 |
| Pfizer, Inc., Sr. Unscd. Notes | 2.55 | 5/28/2040 | 125000 | 88935 |
| Pfizer, Inc., Sr. Unscd. Notes | 2.63 | 4/1/2030 | 50000 | 46305 |
| Pfizer, Inc., Sr. Unscd. Notes | 4.00 | 12/15/2036 | 244000 | 221757 |
| Pfizer, Inc., Sr. Unscd. Notes | 4.10 | 9/15/2038 | 500000 | 444215 |
| Pfizer, Inc., Sr. Unscd. Notes | 5.60 | 9/15/2040 | 200000 | 202402 |
| Pharmacia LLC, Gtd. Notes | 6.60 | 12/1/2028 | 50000 | 53352 |
| Piedmont Healthcare, Inc., Scd. Bonds, Ser. 2024 | 2.72 | 1/1/2042 | 50000 | 34576 |
| Piedmont Healthcare, Inc., Scd. Bonds, Ser. 2032 | 2.04 | 1/1/2032 | 50000 | 42167 |
| Providence St. Joseph Health Obligated Group, Unscd. Bonds, Ser. A | 3.93 | 10/1/2048 | 85000 | 63655 |
| Providence St. Joseph Health Obligated Group, Unscd. Notes, Ser. 19A | 2.53 | 10/1/2029 | 110000 | 101373 |
| Providence St. Joseph Health Obligated Group, Unscd. Notes, Ser. H | 2.75 | 10/1/2026 | 80000 | 78355 |
| Providence St. Joseph Health Obligated Group, Unscd. Notes, Ser. I | 3.74 | 10/1/2047 | 103000 | 75106 |
| Quest Diagnostics, Inc., Sr. Unscd. Notes | 4.20 | 6/30/2029 | 18000 | 17870 |
| Regeneron Pharmaceuticals, Inc., Sr. Unscd. Notes | 1.75 | 9/15/2030 | 115000 | 99855 |
| Regeneron Pharmaceuticals, Inc., Sr. Unscd. Notes | 2.80 | 9/15/2050 | 163000 | 97187 |
| Revvity, Inc., Sr. Unscd. Notes | 2.55 | 3/15/2031 | 215000 | 188674 |
| Revvity, Inc., Sr. Unscd. Notes | 3.30 | 9/15/2029 | 50000 | 47252 |
| Royalty Pharma PLC, Gtd. Notes | 2.20 | 9/2/2030 | 40000 | 35376 |
| Royalty Pharma PLC, Gtd. Notes | 3.30 | 9/2/2040 | 400000 | 299960 |
| Royalty Pharma PLC, Gtd. Notes | 3.55 | 9/2/2050 | 70000 | 47369 |
| Seattle Children's Hospital, Unscd. Bonds, Ser. 2021 | 2.72 | 10/1/2050 | 25000 | 15316 |

---

**39**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** |
| Sharp HealthCare, Unscd. Bonds, Ser. 20B | 2.68 | 8/1/2050 | 45000 | 27183 |
| Shire Acquisitions Investments Ireland DAC, Gtd. Notes | 3.20 | 9/23/2026 | 5000 | 4929 |
| Smith & Nephew PLC, Sr. Unscd. Notes | 2.03 | 10/14/2030 | 45000 | 39386 |
| Solventum Corp., Gtd. Notes | 6.00 | 5/15/2064 | 102000 | 100759 |
| Stanford Health Care, Unscd. Bonds, Ser. 2018 | 3.80 | 11/15/2048 | 225000 | 171209 |
| STERIS Irish FinCo UnLtd. Co., Gtd. Notes | 2.70 | 3/15/2031 | 150000 | 134259 |
| STERIS Irish FinCo UnLtd. Co., Gtd. Notes | 3.75 | 3/15/2051 | 30000 | 21097 |
| Stryker Corp., Sr. Unscd. Notes | 4.38 | 5/15/2044 | 185000 | 158459 |
| Stryker Corp., Sr. Unscd. Notes | 4.63 | 3/15/2046 | 55000 | 48591 |
| Sutter Health, Unscd. Bonds, Ser. 2018 | 4.09 | 8/15/2048 | 190000 | 150068 |
| Sutter Health, Unscd. Bonds, Ser. 20A | 3.36 | 8/15/2050 | 85000 | 58495 |
| Takeda Pharmaceutical Co. Ltd., Sr. Unscd. Notes | 3.03 | 7/9/2040 | 465000 | 344809 |
| Takeda Pharmaceutical Co. Ltd., Sr. Unscd. Notes | 5.00 | 11/26/2028 | 205000 | 207795 |
| The Cigna Group, Gtd. Notes | 3.88 | 10/15/2047 | 150000 | 111562 |
| The Cigna Group, Gtd. Notes | 4.38 | 10/15/2028 | 25000 | 24921 |
| The Cigna Group, Sr. Unscd. Notes | 2.38 | 3/15/2031 | 122000 | 108045 |
| The Cigna Group, Sr. Unscd. Notes | 2.40 | 3/15/2030 | 131000 | 119294 |
| The Cigna Group, Sr. Unscd. Notes | 3.40 | 3/15/2050 | 120000 | 80911 |
| The Cigna Group, Sr. Unscd. Notes | 3.40 | 3/15/2051 | 25000 | 16657 |
| The Cigna Group, Sr. Unscd. Notes | 5.25 | 2/15/2034 | 250000 | 252471 |
| The Cigna Group, Sr. Unscd. Notes | 5.40 | 3/15/2033 | 250000 | 256756 |
| The Cigna Group, Sr. Unscd. Notes | 5.60 | 2/15/2054 | 400000 | 377946 |
| The Mount Sinai Hospital, Scd. Bonds, Ser. 2017 | 3.98 | 7/1/2048 | 30000 | 22285 |
| The Mount Sinai Hospital, Scd. Bonds, Ser. 2019 | 3.74 | 7/1/2049 | 185000 | 126797 |
| The New York & Presbyterian Hospital, Unscd. Bonds | 4.02 | 8/1/2045 | 10000 | 8111 |
| The New York & Presbyterian Hospital, Unscd. Bonds, Ser. 2019 | 3.95 | 8/1/2119 | 110000 | 73286 |
| The Toledo Hospital, Sr. Scd. Bonds | 5.75 | 11/15/2038 | 200000 | 199480 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 4.10 | 8/15/2047 | 150000 | 123362 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 4.80 | 11/21/2027 | 100000 | 101196 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 4.95 | 8/10/2026 | 45000 | 45231 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.95 | 11/21/2032 | 176000 | 179488 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 4.98 | 8/10/2030 | 95000 | 97437 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 5.09 | 8/10/2033 | 20000 | 20436 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 5.40 | 8/10/2043 | 95000 | 93942 |
| Trinity Health Corp., Scd. Bonds | 4.13 | 12/1/2045 | 45000 | 36416 |
| Trinity Health Corp., Sr. Unscd. Bonds, Ser. 2021 | 2.63 | 12/1/2040 | 155000 | 109944 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 2.30 | 5/15/2031 | 60000 | 52742 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 2.88 | 8/15/2029 | 286000 | 269012 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 2.95 | 10/15/2027 | 363000 | 352240 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.05 | 5/15/2041 | 10000 | 7294 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.25 | 5/15/2051 | 75000 | 48928 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.45 | 1/15/2027 | 60000 | 59224 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.50 | 8/15/2039 | 433000 | 346006 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.70 | 8/15/2049 | 50000 | 35800 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.75 | 10/15/2047 | 185000 | 135581 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.88 | 12/15/2028 | 285000 | 279959 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.00 | 5/15/2029 | 110000 | 108270 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.25 | 1/15/2029 | 60000 | 59621 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.25 | 6/15/2048 | 38000 | 30074 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.63 | 7/15/2035 | 147000 | 141127 |

---

**40**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** | **Health Care — 2.6% (continued)** |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.75 | 7/15/2045 | 160000 | 139691 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.75 | 5/15/2052 | 185000 | 155595 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.95 | 5/15/2062 | 53000 | 44662 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.05 | 4/15/2053 | 315000 | 276858 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.20 | 4/15/2063 | 494000 | 432283 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.38 | 4/15/2054 | 500000 | 459867 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.50 | 4/15/2064 | 50000 | 45783 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.80 | 3/15/2036 | 87000 | 90413 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.88 | 2/15/2053 | 60000 | 59233 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.95 | 2/15/2041 | 30000 | 30570 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 6.05 | 2/15/2063 | 115000 | 114787 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 6.50 | 6/15/2037 | 227000 | 246530 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 6.88 | 2/15/2038 | 72000 | 80836 |
| Universal Health Services, Inc., Sr. Scd. Notes | 1.65 | 9/1/2026 | 133000 | 128490 |
| Universal Health Services, Inc., Sr. Scd. Notes | 2.65 | 1/15/2032 | 215000 | 182068 |
| Utah Acquisition Sub, Inc., Gtd. Notes | 5.25 | 6/15/2046 | 140000 | 113095 |
| Viatris, Inc., Gtd. Notes | 3.85 | 6/22/2040 | 187000 | 137188 |
| Viatris, Inc., Gtd. Notes | 4.00 | 6/22/2050 | 230000 | 151360 |
| West Virginia United Health System Obligated Group, Scd. Bonds, Ser. 2020 | 3.13 | 6/1/2050 | 50000 | 30754 |
| Willis-Knighton Medical Center, Scd. Bonds, Ser. 2018 | 4.81 | 9/1/2048 | 100000 | 85104 |
| Willis-Knighton Medical Center, Scd. Bonds, Ser. 2021 | 3.07 | 3/1/2051 | 170000 | 104335 |
| Wyeth LLC, Gtd. Notes | 5.95 | 4/1/2037 | 225000 | 238868 |
| Wyeth LLC, Gtd. Notes | 6.50 | 2/1/2034 | 25000 | 27751 |
| Yale-New Haven Health Services Corp., Scd. Bonds, Ser. 2020 | 2.50 | 7/1/2050 | 150000 | 85689 |
| Zimmer Biomet Holdings, Inc., Sr. Unscd. Notes | 2.60 | 11/24/2031 | 400000 | 353372 |
| Zimmer Biomet Holdings, Inc., Sr. Unscd. Notes | 5.75 | 11/30/2039 | 35000 | 34914 |
| Zoetis, Inc., Sr. Unscd. Notes | 3.00 | 9/12/2027 | 150000 | 146013 |
| Zoetis, Inc., Sr. Unscd. Notes | 3.95 | 9/12/2047 | 60000 | 47331 |
| Zoetis, Inc., Sr. Unscd. Notes | 4.45 | 8/20/2048 | 25000 | 21016 |
| Zoetis, Inc., Sr. Unscd. Notes | 4.70 | 2/1/2043 | 100000 | 90747 |
|  |  |  |  | **50226251** |
| **Industrial — .5%** | **Industrial — .5%** | **Industrial — .5%** | **Industrial — .5%** | **Industrial — .5%** |
| 3M Co., Sr. Unscd. Notes | 2.38 | 8/26/2029 | 189000 | 174753 |
| 3M Co., Sr. Unscd. Notes | 2.88 | 10/15/2027 | 177000 | 171830 |
| 3M Co., Sr. Unscd. Notes | 3.05 | 4/15/2030 | 42000 | 39434 |
| 3M Co., Sr. Unscd. Notes | 3.25 | 8/26/2049 | 50000 | 33863 |
| 3M Co., Sr. Unscd. Notes | 3.63 | 10/15/2047 | 210000 | 154295 |
| Caterpillar Financial Services Corp., Sr. Unscd. Notes | 3.60 | 8/12/2027 | 50000 | 49420 |
| Caterpillar Financial Services Corp., Sr. Unscd. Notes | 4.60 | 11/15/2027 | 200000 | 201732 |
| Caterpillar Financial Services Corp., Sr. Unscd. Notes | 4.70 | 11/15/2029 | 510000 | 517608 |
| Caterpillar, Inc., Sr. Unscd. Debs. | 3.80 | 8/15/2042 | 215000 | 176324 |
| Caterpillar, Inc., Sr. Unscd. Debs. | 5.30 | 9/15/2035 | 50000 | 51355 |
| Caterpillar, Inc., Sr. Unscd. Notes | 4.75 | 5/15/2064 | 34000 | 29703 |
| Caterpillar, Inc., Sr. Unscd. Notes | 5.20 | 5/27/2041 | 275000 | 271982 |
| CDW LLC/CDW Finance Corp., Gtd. Notes | 2.67 | 12/1/2026 | 55000 | 53551 |
| CDW LLC/CDW Finance Corp., Gtd. Notes | 3.28 | 12/1/2028 | 198000 | 189091 |
| CNH Industrial Capital LLC, Gtd. Bonds | 5.50 | 1/12/2029 | 10000 | 10289 |
| Deere & Co., Sr. Unscd. Notes | 3.10 | 4/15/2030 | 287000 | 271679 |
| Deere & Co., Sr. Unscd. Notes | 5.38 | 10/16/2029 | 50000 | 52078 |
| Dover Corp., Sr. Unscd. Notes | 5.38 | 10/15/2035 | 25000 | 25759 |

---

**41**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** |
| Eaton Corp., Gtd. Notes | 4.15 | 3/15/2033 | 355000 | 343596 |
| Eaton Corp., Gtd. Notes | 4.15 | 11/2/2042 | 77000 | 65894 |
| Eaton Corp., Gtd. Notes | 4.35 | 5/18/2028 | 20000 | 20045 |
| Flowserve Corp., Sr. Unscd. Notes | 2.80 | 1/15/2032 | 75000 | 65485 |
| Flowserve Corp., Sr. Unscd. Notes | 3.50 | 10/1/2030 | 385000 | 362061 |
| GATX Corp., Sr. Unscd. Notes | 3.10 | 6/1/2051 | 50000 | 31009 |
| GATX Corp., Sr. Unscd. Notes | 3.50 | 6/1/2032 | 225000 | 204593 |
| GATX Corp., Sr. Unscd. Notes | 3.85 | 3/30/2027 | 564000 | 556471 |
| GATX Corp., Sr. Unscd. Notes | 5.45 | 9/15/2033 | 90000 | 91532 |
| GATX Corp., Sr. Unscd. Notes | 6.90 | 5/1/2034 | 120000 | 132564 |
| Huntington Ingalls Industries, Inc., Gtd. Notes | 3.48 | 12/1/2027 | 60000 | 58497 |
| IDEX Corp., Sr. Unscd. Notes | 2.63 | 6/15/2031 | 25000 | 22291 |
| Illinois Tool Works, Inc., Sr. Unscd. Notes | 2.65 | 11/15/2026 | 35000 | 34363 |
| Illinois Tool Works, Inc., Sr. Unscd. Notes | 3.90 | 9/1/2042 | 215000 | 177140 |
| Ingersoll Rand, Inc., Sr. Unscd. Notes | 5.18 | 6/15/2029 | 356000 | 364623 |
| Ingersoll Rand, Inc., Sr. Unscd. Notes | 5.31 | 6/15/2031 | 100000 | 103021 |
| Ingersoll Rand, Inc., Sr. Unscd. Notes | 5.40 | 8/14/2028 | 25000 | 25644 |
| Jacobs Engineering Group, Inc., Gtd. Notes | 5.90 | 3/1/2033 | 50000 | 52178 |
| John Deere Capital Corp., Sr. Unscd. Notes | 1.70 | 1/11/2027 | 60000 | 57874 |
| John Deere Capital Corp., Sr. Unscd. Notes | 2.25 | 9/14/2026 | 85000 | 83094 |
| John Deere Capital Corp., Sr. Unscd. Notes | 2.35 | 3/8/2027 | 50000 | 48542 |
| John Deere Capital Corp., Sr. Unscd. Notes | 2.45 | 1/9/2030 | 25000 | 23101 |
| John Deere Capital Corp., Sr. Unscd. Notes | 2.80 | 7/18/2029 | 50000 | 47245 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.15 | 9/15/2027 | 135000 | 134820 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.38 | 10/15/2030 | 400000 | 398695 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.70 | 6/10/2030 | 215000 | 217837 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.85 | 6/11/2029 | 250000 | 254845 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.90 | 3/7/2031 | 300000 | 305640 |
| John Deere Capital Corp., Sr. Unscd. Notes | 5.05 | 6/12/2034 | 250000 | 253496 |
| John Deere Capital Corp., Sr. Unscd. Notes | 5.15 | 9/8/2026 | 10000 | 10093 |
| Nordson Corp., Sr. Unscd. Notes | 5.80 | 9/15/2033 | 10000 | 10559 |
| nVent Finance Sarl, Gtd. Notes | 2.75 | 11/15/2031 | 100000 | 87156 |
| Oshkosh Corp., Sr. Unscd. Notes | 3.10 | 3/1/2030 | 105000 | 98056 |
| Otis Worldwide Corp., Sr. Unscd. Notes | 3.11 | 2/15/2040 | 400000 | 304656 |
| Otis Worldwide Corp., Sr. Unscd. Notes | 5.25 | 8/16/2028 | 147000 | 150343 |
| Parker-Hannifin Corp., Sr. Unscd. Notes | 3.25 | 6/14/2029 | 25000 | 23971 |
| Parker-Hannifin Corp., Sr. Unscd. Notes | 4.00 | 6/14/2049 | 210000 | 165406 |
| Parker-Hannifin Corp., Sr. Unscd. Notes | 4.50 | 9/15/2029 | 260000 | 261004 |
| Regal Rexnord Corp., Gtd. Notes | 6.05 | 4/15/2028 | 220000 | 226339 |
| Regal Rexnord Corp., Gtd. Notes | 6.30 | 2/15/2030 | 185000 | 193723 |
| Rockwell Automation, Inc., Sr. Unscd. Notes | 1.75 | 8/15/2031 | 50000 | 42878 |
| Rockwell Automation, Inc., Sr. Unscd. Notes | 2.80 | 8/15/2061 | 162000 | 93322 |
| Snap-on, Inc., Sr. Unscd. Notes | 3.25 | 3/1/2027 | 25000 | 24573 |
| Snap-on, Inc., Sr. Unscd. Notes | 4.10 | 3/1/2048 | 35000 | 28025 |
| Stanley Black & Decker, Inc., Sr. Unscd. Notes | 2.30 | 3/15/2030 | 385000 | 344010 |
| Stanley Black & Decker, Inc., Sr. Unscd. Notes | 4.25 | 11/15/2028 | 162000 | 160934 |
| Teledyne Technologies, Inc., Gtd. Notes | 2.75 | 4/1/2031 | 290000 | 261527 |
| Textron, Inc., Sr. Unscd. Notes | 3.38 | 3/1/2028 | 84000 | 81715 |
| Textron, Inc., Sr. Unscd. Notes | 3.65 | 3/15/2027 | 350000 | 344820 |
| Textron, Inc., Sr. Unscd. Notes | 6.10 | 11/15/2033 | 85000 | 90457 |

---

**42**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** |
| Westinghouse Air Brake Technologies Corp., Gtd. Notes | 3.45 | 11/15/2026 | 150000 | 147875 |
| Westinghouse Air Brake Technologies Corp., Gtd. Notes | 4.70 | 9/15/2028 | 445000 | 447331 |
| Xylem, Inc., Sr. Unscd. Notes | 3.25 | 11/1/2026 | 67000 | 65960 |
|  |  |  |  | **10675675** |
| **Information Technology — .7%** | **Information Technology — .7%** | **Information Technology — .7%** | **Information Technology — .7%** | **Information Technology — .7%** |
| Adobe, Inc., Sr. Unscd. Notes | 2.15 | 2/1/2027 | 240000 | 233113 |
| Autodesk, Inc., Sr. Unscd. Notes | 2.85 | 1/15/2030 | 91000 | 84874 |
| Autodesk, Inc., Sr. Unscd. Notes | 5.30 | 6/15/2035 | 300000 | 303939 |
| Concentrix Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 6.60 | 8/2/2028 | 310000 | 324633 |
| Concentrix Corp., Sr. Unscd. Notes | 6.65 | 8/2/2026 | 165000 | 167694 |
| Electronic Arts, Inc., Sr. Unscd. Notes | 1.85 | 2/15/2031 | 25000 | 21641 |
| Fidelity National Information Services, Inc., Sr. Unscd. Notes | 1.65 | 3/1/2028 | 480000 | 447562 |
| Fidelity National Information Services, Inc., Sr. Unscd. Notes | 3.10 | 3/1/2041 | 50000 | 36672 |
| Fidelity National Information Services, Inc., Sr. Unscd. Notes | 5.10 | 7/15/2032 | 96000 | 97295 |
| Fiserv, Inc., Sr. Unscd. Notes | 2.65 | 6/1/2030 | 200000 | 182340 |
| Fiserv, Inc., Sr. Unscd. Notes | 3.50 | 7/1/2029 | 188000 | 180341 |
| Fiserv, Inc., Sr. Unscd. Notes | 4.20 | 10/1/2028 | 150000 | 148516 |
| Fiserv, Inc., Sr. Unscd. Notes | 4.40 | 7/1/2049 | 130000 | 103789 |
| Fiserv, Inc., Sr. Unscd. Notes | 5.38 | 8/21/2028 | 65000 | 66544 |
| Fiserv, Inc., Sr. Unscd. Notes | 5.60 | 3/2/2033 | 485000 | 498985 |
| Intuit, Inc., Sr. Unscd. Notes | 5.25 | 9/15/2026 | 165000 | 166534 |
| Intuit, Inc., Sr. Unscd. Notes | 5.50 | 9/15/2053 | 235000 | 232249 |
| Microsoft Corp., Sr. Unscd. Notes | 1.35 | 9/15/2030 | 375000 | 328073 |
| Microsoft Corp., Sr. Unscd. Notes | 2.53 | 6/1/2050 | 595000 | 366492 |
| Microsoft Corp., Sr. Unscd. Notes | 2.92 | 3/17/2052 | 245000 | 161762 |
| Microsoft Corp., Sr. Unscd. Notes | 3.04 | 3/17/2062 | 181000 | 114494 |
| Microsoft Corp., Sr. Unscd. Notes | 3.40 | 9/15/2026 | 30000 | 29765 |
| Microsoft Corp., Sr. Unscd. Notes | 3.50 | 2/12/2035 | 100000 | 92885 |
| Microsoft Corp., Sr. Unscd. Notes | 3.50 | 11/15/2042 | 400000 | 321627 |
| Microsoft Corp., Sr. Unscd. Notes | 3.70 | 8/8/2046 | 115000 | 92191 |
| Microsoft Corp., Sr. Unscd. Notes | 3.95 | 8/8/2056 | 75000 | 58905 |
| Microsoft Corp., Sr. Unscd. Notes | 4.00 | 2/12/2055 | 160000 | 128442 |
| Microsoft Corp., Sr. Unscd. Notes | 4.25 | 2/6/2047 | 195000 | 171603 |
| Microsoft Corp., Sr. Unscd. Notes | 4.45 | 11/3/2045 | 55000 | 49790 |
| Microsoft Corp., Sr. Unscd. Notes | 4.50 | 10/1/2040 | 25000 | 23891 |
| Oracle Corp., Sr. Unscd. Notes | 2.30 | 3/25/2028 | 125000 | 118334 |
| Oracle Corp., Sr. Unscd. Notes | 2.80 | 4/1/2027 | 322000 | 313259 |
| Oracle Corp., Sr. Unscd. Notes | 2.95 | 4/1/2030 | 22000 | 20470 |
| Oracle Corp., Sr. Unscd. Notes | 3.25 | 11/15/2027 | 210000 | 204400 |
| Oracle Corp., Sr. Unscd. Notes | 3.60 | 4/1/2040 | 500000 | 394201 |
| Oracle Corp., Sr. Unscd. Notes | 3.60 | 4/1/2050 | 185000 | 127145 |
| Oracle Corp., Sr. Unscd. Notes | 3.80 | 11/15/2037 | 95000 | 80555 |
| Oracle Corp., Sr. Unscd. Notes | 3.85 | 4/1/2060 | 525000 | 353757 |
| Oracle Corp., Sr. Unscd. Notes | 3.95 | 3/25/2051 | 400000 | 290333 |
| Oracle Corp., Sr. Unscd. Notes | 4.00 | 11/15/2047 | 330000 | 250114 |
| Oracle Corp., Sr. Unscd. Notes | 4.10 | 3/25/2061 | 200000 | 141047 |
| Oracle Corp., Sr. Unscd. Notes | 4.13 | 5/15/2045 | 296000 | 232866 |
| Oracle Corp., Sr. Unscd. Notes | 4.50 | 5/6/2028 | 600000 | 601434 |
| Oracle Corp., Sr. Unscd. Notes | 4.50 | 7/8/2044 | 28000 | 23336 |
| Oracle Corp., Sr. Unscd. Notes | 4.70 | 9/27/2034 | 70000 | 67228 |

---

**43**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Information Technology — .7% (continued)** | **Information Technology — .7% (continued)** | **Information Technology — .7% (continued)** | **Information Technology — .7% (continued)** | **Information Technology — .7% (continued)** |
| Oracle Corp., Sr. Unscd. Notes | 4.90 | 2/6/2033 | 1286000 | 1281514 |
| Oracle Corp., Sr. Unscd. Notes | 5.50 | 8/3/2035 | 80000 | 81102 |
| Oracle Corp., Sr. Unscd. Notes | 5.55 | 2/6/2053 | 220000 | 203296 |
| Oracle Corp., Sr. Unscd. Notes | 6.15 | 11/9/2029 | 200000 | 212058 |
| Roper Technologies, Inc., Sr. Unscd. Notes | 1.75 | 2/15/2031 | 125000 | 106864 |
| Roper Technologies, Inc., Sr. Unscd. Notes | 3.80 | 12/15/2026 | 40000 | 39639 |
| Roper Technologies, Inc., Sr. Unscd. Notes | 4.20 | 9/15/2028 | 100000 | 99264 |
| Salesforce, Inc., Sr. Unscd. Notes | 1.50 | 7/15/2028 | 70000 | 65083 |
| Salesforce, Inc., Sr. Unscd. Notes | 2.70 | 7/15/2041 | 100000 | 71425 |
| Salesforce, Inc., Sr. Unscd. Notes | 2.90 | 7/15/2051 | 75000 | 47668 |
| Salesforce, Inc., Sr. Unscd. Notes | 3.70 | 4/11/2028 | 715000 | 707829 |
| ServiceNow, Inc., Sr. Unscd. Notes | 1.40 | 9/1/2030 | 207000 | 178845 |
| Synopsys, Inc., Sr. Unscd. Notes | 4.65 | 4/1/2028 | 150000 | 151039 |
| Synopsys, Inc., Sr. Unscd. Notes | 5.00 | 4/1/2032 | 250000 | 252362 |
| Synopsys, Inc., Sr. Unscd. Notes | 5.15 | 4/1/2035 | 165000 | 165485 |
| Synopsys, Inc., Sr. Unscd. Notes | 5.70 | 4/1/2055 | 145000 | 143030 |
| Take-Two Interactive Software, Inc., Sr. Unscd. Notes | 4.95 | 3/28/2028 | 129000 | 130674 |
| Take-Two Interactive Software, Inc., Sr. Unscd. Notes | 5.40 | 6/12/2029 | 400000 | 411115 |
| VMware LLC, Sr. Unscd. Notes | 1.40 | 8/15/2026 | 50000 | 48436 |
| VMware LLC, Sr. Unscd. Notes | 1.80 | 8/15/2028 | 45000 | 41579 |
| VMware LLC, Sr. Unscd. Notes | 2.20 | 8/15/2031 | 210000 | 181794 |
| VMware LLC, Sr. Unscd. Notes | 4.70 | 5/15/2030 | 47000 | 46992 |
|  |  |  |  | **13122213** |
| **Insurance — .8%** | **Insurance — .8%** | **Insurance — .8%** | **Insurance — .8%** | **Insurance — .8%** |
| Aflac, Inc., Sr. Unscd. Notes | 4.75 | 1/15/2049 | 111000 | 95946 |
| Alleghany Corp., Sr. Unscd. Notes | 3.63 | 5/15/2030 | 57000 | 55030 |
| American Financial Group, Inc., Sr. Unscd. Notes | 4.50 | 6/15/2047 | 50000 | 40362 |
| American International Group, Inc., Sr. Unscd. Notes | 3.40 | 6/30/2030 | 25000 | 23738 |
| American International Group, Inc., Sr. Unscd. Notes | 5.13 | 3/27/2033 | 134000 | 135599 |
| American International Group, Inc., Sr. Unscd. Notes | 5.45 | 5/7/2035 | 300000 | 306385 |
| AON Corp., Gtd. Notes | 2.80 | 5/15/2030 | 55000 | 50978 |
| AON Corp., Gtd. Notes | 4.50 | 12/15/2028 | 265000 | 265560 |
| AON Corp., Gtd. Notes | 6.25 | 9/30/2040 | 50000 | 53124 |
| AON Corp./AON Global Holdings PLC, Gtd. Notes | 2.05 | 8/23/2031 | 81000 | 69686 |
| AON Corp./AON Global Holdings PLC, Gtd. Notes | 2.85 | 5/28/2027 | 586000 | 570398 |
| AON Corp./AON Global Holdings PLC, Gtd. Notes | 2.90 | 8/23/2051 | 212000 | 129625 |
| AON Corp./AON Global Holdings PLC, Gtd. Notes | 5.00 | 9/12/2032 | 135000 | 136546 |
| AON Corp./AON Global Holdings PLC, Gtd. Notes | 5.35 | 2/28/2033 | 60000 | 61541 |
| Arch Capital Group Ltd., Sr. Unscd. Notes | 7.35 | 5/1/2034 | 100000 | 114801 |
| Arthur J. Gallagher & Co., Sr. Unscd. Notes | 5.75 | 7/15/2054 | 400000 | 385847 |
| Assurant, Inc., Sr. Unscd. Notes | 3.70 | 2/22/2030 | 155000 | 147581 |
| Assurant, Inc., Sr. Unscd. Notes | 4.90 | 3/27/2028 | 30000 | 30191 |
| Assured Guaranty US Holdings, Inc., Gtd. Notes | 3.60 | 9/15/2051 | 50000 | 34117 |
| Athene Holding Ltd., Sr. Unscd. Notes | 3.45 | 5/15/2052 | 50000 | 31613 |
| Athene Holding Ltd., Sr. Unscd. Notes | 4.13 | 1/12/2028 | 164000 | 162461 |
| Athene Holding Ltd., Sr. Unscd. Notes | 6.25 | 4/1/2054 | 230000 | 226915 |
| AXIS Specialty Finance LLC, Gtd. Notes | 3.90 | 7/15/2029 | 15000 | 14567 |
| AXIS Specialty Finance PLC, Gtd. Notes | 4.00 | 12/6/2027 | 15000 | 14774 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 2.88 | 3/15/2032 | 750000 | 687591 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 4.20 | 8/15/2048 | 127000 | 105208 |

---

**44**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 4.25 | 1/15/2049 | 252000 | 210123 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 4.40 | 5/15/2042 | 25000 | 22716 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 5.75 | 1/15/2040 | 175000 | 187367 |
| Brighthouse Financial, Inc., Sr. Unscd. Notes | 3.85 | 12/22/2051 | 95000 | 58269 |
| Brighthouse Financial, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.63 | 5/15/2030 | 70000 | 70147 |
| Brown & Brown Inc., Sr. Unscd. Notes | 5.55 | 6/23/2035 | 400000 | 404403 |
| Brown & Brown, Inc., Sr. Unscd. Notes | 2.38 | 3/15/2031 | 50000 | 43909 |
| Brown & Brown, Inc., Sr. Unscd. Notes | 4.95 | 3/17/2052 | 30000 | 25668 |
| Brown & Brown, Inc., Sr. Unscd. Notes | 5.65 | 6/11/2034 | 613000 | 623896 |
| Chubb INA Holdings LLC, Gtd. Notes | 1.38 | 9/15/2030 | 125000 | 108008 |
| Chubb INA Holdings LLC, Gtd. Notes | 4.35 | 11/3/2045 | 435000 | 373222 |
| Cincinnati Financial Corp., Sr. Unscd. Debs. | 6.92 | 5/15/2028 | 110000 | 117431 |
| CNA Financial Corp., Sr. Unscd. Notes | 2.05 | 8/15/2030 | 50000 | 43874 |
| CNA Financial Corp., Sr. Unscd. Notes | 5.13 | 2/15/2034 | 200000 | 198471 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 3.65 | 4/5/2027 | 220000 | 216702 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 3.90 | 4/5/2032 | 70000 | 65763 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 4.35 | 4/5/2042 | 10000 | 8390 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 4.40 | 4/5/2052 | 95000 | 76011 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 6.05 | 9/15/2033 | 102000 | 107266 |
| Enstar Group Ltd., Sr. Unscd. Notes | 3.10 | 9/1/2031 | 50000 | 43987 |
| Equitable Holdings, Inc., Sr. Unscd. Notes | 4.35 | 4/20/2028 | 135000 | 134423 |
| Equitable Holdings, Inc., Sr. Unscd. Notes | 5.00 | 4/20/2048 | 148000 | 130388 |
| Everest Reinsurance Holdings, Inc., Sr. Unscd. Notes | 3.13 | 10/15/2052 | 175000 | 108351 |
| Fairfax Financial Holdings Ltd., Sr. Unscd. Notes | 4.63 | 4/29/2030 | 25000 | 24803 |
| Fairfax Financial Holdings Ltd., Sr. Unscd. Notes | 4.85 | 4/17/2028 | 157000 | 157926 |
| Fairfax Financial Holdings Ltd., Sr. Unscd. Notes<sup>(c)</sup> <br>| 5.75 | 5/20/2035 | 300000 | 302528 |
| Fairfax Financial Holdings Ltd., Sr. Unscd. Notes | 6.00 | 12/7/2033 | 200000 | 208274 |
| Fidelity National Financial, Inc., Gtd. Notes | 2.45 | 3/15/2031 | 140000 | 121456 |
| Fidelity National Financial, Inc., Sr. Unscd. Notes | 3.40 | 6/15/2030 | 137000 | 127958 |
| Fidelity National Financial, Inc., Sr. Unscd. Notes | 4.50 | 8/15/2028 | 74000 | 73632 |
| First American Financial Corp., Sr. Unscd. Notes | 4.00 | 5/15/2030 | 25000 | 23798 |
| Globe Life, Inc., Sr. Unscd. Notes | 2.15 | 8/15/2030 | 49000 | 43349 |
| Jackson Financial, Inc., Sr. Unscd. Notes | 4.00 | 11/23/2051 | 120000 | 81055 |
| Kemper Corp., Sr. Unscd. Notes | 2.40 | 9/30/2030 | 25000 | 21928 |
| Kemper Corp., Sr. Unscd. Notes | 3.80 | 2/23/2032 | 49000 | 44532 |
| Lincoln National Corp., Sr. Unscd. Notes | 3.40 | 3/1/2032 | 85000 | 76955 |
| Lincoln National Corp., Sr. Unscd. Notes | 5.85 | 3/15/2034 | 200000 | 204789 |
| Loews Corp., Sr. Unscd. Notes | 6.00 | 2/1/2035 | 50000 | 53930 |
| Manulife Financial Corp., Sr. Unscd. Notes | 5.38 | 3/4/2046 | 85000 | 83816 |
| Manulife Financial Corp., Sub. Notes | 4.06 | 2/24/2032 | 145000 | 142985 |
| Markel Group, Inc., Sr. Unscd. Notes | 4.15 | 9/17/2050 | 35000 | 26704 |
| Markel Group, Inc., Sr. Unscd. Notes | 4.30 | 11/1/2047 | 75000 | 59739 |
| Markel Group, Inc., Sr. Unscd. Notes | 5.00 | 4/5/2046 | 65000 | 57422 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 2.25 | 11/15/2030 | 50000 | 44642 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 2.38 | 12/15/2031 | 210000 | 183358 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 2.90 | 12/15/2051 | 306000 | 189727 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 4.75 | 3/15/2039 | 25000 | 23564 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 4.90 | 3/15/2049 | 45000 | 40200 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 5.15 | 3/15/2034 | 200000 | 203246 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 5.70 | 9/15/2053 | 226000 | 224829 |

---

**45**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 5.75 | 11/1/2032 | 60000 | 63622 |
| MetLife, Inc., Sr. Unscd. Notes | 4.05 | 3/1/2045 | 70000 | 56824 |
| MetLife, Inc., Sr. Unscd. Notes | 4.13 | 8/13/2042 | 95000 | 79495 |
| MetLife, Inc., Sr. Unscd. Notes | 5.30 | 12/15/2034 | 250000 | 255500 |
| MetLife, Inc., Sr. Unscd. Notes | 5.70 | 6/15/2035 | 200000 | 209815 |
| MetLife, Inc., Sr. Unscd. Notes | 6.38 | 6/15/2034 | 100000 | 110014 |
| MGIC Investment Corp., Sr. Unscd. Notes | 5.25 | 8/15/2028 | 350000 | 349603 |
| Old Republic International Corp., Sr. Unscd. Notes | 3.85 | 6/11/2051 | 30000 | 21115 |
| Old Republic International Corp., Sr. Unscd. Notes | 3.88 | 8/26/2026 | 70000 | 69429 |
| PartnerRe Finance B LLC, Gtd. Notes | 3.70 | 7/2/2029 | 133000 | 128490 |
| Primerica, Inc., Sr. Unscd. Notes | 2.80 | 11/19/2031 | 50000 | 44591 |
| Principal Financial Group, Inc., Gtd. Notes | 3.10 | 11/15/2026 | 189000 | 185565 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 3.70 | 3/13/2051 | 120000 | 87493 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 3.88 | 3/27/2028 | 36000 | 35683 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 3.91 | 12/7/2047 | 300000 | 232349 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 3.94 | 12/7/2049 | 208000 | 158018 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 4.42 | 3/27/2048 | 95000 | 78757 |
| Reinsurance Group of America, Inc., Sr. Unscd. Notes | 3.90 | 5/15/2029 | 150000 | 147328 |
| RenaissanceRe Finance, Inc., Gtd. Notes | 3.45 | 7/1/2027 | 220000 | 215832 |
| RenaissanceRe Holdings Ltd., Sr. Unscd. Notes | 5.75 | 6/5/2033 | 41000 | 42249 |
| Stewart Information Services Corp., Sr. Unscd. Notes | 3.60 | 11/15/2031 | 135000 | 119856 |
| The Allstate Corp., Sr. Unscd. Notes | 4.50 | 6/15/2043 | 50000 | 43113 |
| The Allstate Corp., Sr. Unscd. Notes | 5.05 | 6/24/2029 | 500000 | 510605 |
| The Allstate Corp., Sr. Unscd. Notes | 5.25 | 3/30/2033 | 215000 | 219467 |
| The Hanover Insurance Group, Inc., Sr. Unscd. Notes | 2.50 | 9/1/2030 | 28000 | 24937 |
| The Hartford Insurance Group, Inc., Sr. Unscd. Notes | 3.60 | 8/19/2049 | 185000 | 134611 |
| The Progressive Corp., Sr. Unscd. Notes | 4.00 | 3/1/2029 | 31000 | 30720 |
| The Progressive Corp., Sr. Unscd. Notes | 4.13 | 4/15/2047 | 235000 | 192131 |
| The Progressive Corp., Sr. Unscd. Notes | 4.20 | 3/15/2048 | 155000 | 127274 |
| The Travelers Companies, Inc., Sr. Unscd. Notes | 3.75 | 5/15/2046 | 50000 | 38633 |
| The Travelers Companies, Inc., Sr. Unscd. Notes | 4.00 | 5/30/2047 | 145000 | 115527 |
| The Travelers Companies, Inc., Sr. Unscd. Notes | 5.05 | 7/24/2035 | 500000 | 501949 |
| The Travelers Companies, Inc., Sr. Unscd. Notes | 5.35 | 11/1/2040 | 25000 | 24899 |
| Travelers Property Casualty Corp., Gtd. Notes | 6.38 | 3/15/2033 | 200000 | 222208 |
| Unum Group, Sr. Unscd. Notes | 4.50 | 12/15/2049 | 15000 | 11858 |
| W.R. Berkley Corp., Sr. Unscd. Notes | 4.75 | 8/1/2044 | 70000 | 61112 |
| Willis North America, Inc., Gtd. Notes | 4.65 | 6/15/2027 | 189000 | 189794 |
| Willis North America, Inc., Gtd. Notes | 5.05 | 9/15/2048 | 177000 | 156404 |
| Willis North America, Inc., Gtd. Notes | 5.35 | 5/15/2033 | 15000 | 15298 |
| XL Group Ltd., Sr. Unscd. Bonds | 5.25 | 12/15/2043 | 25000 | 23890 |
|  |  |  |  | **15512172** |
| **Internet Software & Services — .4%** | **Internet Software & Services — .4%** | **Internet Software & Services — .4%** | **Internet Software & Services — .4%** | **Internet Software & Services — .4%** |
| Alphabet, Inc., Sr. Unscd. Notes | 0.80 | 8/15/2027 | 202000 | 189458 |
| Alphabet, Inc., Sr. Unscd. Notes | 1.90 | 8/15/2040 | 160000 | 106179 |
| Alphabet, Inc., Sr. Unscd. Notes | 2.05 | 8/15/2050 | 285000 | 156874 |
| Alphabet, Inc., Sr. Unscd. Notes | 2.25 | 8/15/2060 | 160000 | 83935 |
| Amazon.com, Inc., Sr. Unscd. Notes | 1.20 | 6/3/2027 | 185000 | 175542 |
| Amazon.com, Inc., Sr. Unscd. Notes | 1.50 | 6/3/2030 | 117000 | 103179 |
| Amazon.com, Inc., Sr. Unscd. Notes | 1.65 | 5/12/2028 | 225000 | 210710 |
| Amazon.com, Inc., Sr. Unscd. Notes | 2.10 | 5/12/2031 | 87000 | 77046 |

---

**46**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Internet Software & Services — .4% (continued)** | **Internet Software & Services — .4% (continued)** | **Internet Software & Services — .4% (continued)** | **Internet Software & Services — .4% (continued)** | **Internet Software & Services — .4% (continued)** |
| Amazon.com, Inc., Sr. Unscd. Notes | 2.50 | 6/3/2050 | 180000 | 107626 |
| Amazon.com, Inc., Sr. Unscd. Notes | 2.88 | 5/12/2041 | 201000 | 149524 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.10 | 5/12/2051 | 227000 | 152360 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.15 | 8/22/2027 | 335000 | 328696 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.25 | 5/12/2061 | 160000 | 103854 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.30 | 4/13/2027 | 150000 | 147909 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.60 | 4/13/2032 | 125000 | 119217 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.88 | 8/22/2037 | 431000 | 387515 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.95 | 4/13/2052 | 134000 | 105323 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.05 | 8/22/2047 | 297000 | 244200 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.10 | 4/13/2062 | 190000 | 148084 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.25 | 8/22/2057 | 90000 | 73218 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.55 | 12/1/2027 | 245000 | 247415 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.65 | 12/1/2029 | 153000 | 155708 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.80 | 12/5/2034 | 50000 | 50853 |
| Booking Holdings, Inc., Sr. Unscd. Notes | 3.55 | 3/15/2028 | 25000 | 24508 |
| eBay, Inc., Sr. Unscd. Notes | 2.70 | 3/11/2030 | 17000 | 15720 |
| eBay, Inc., Sr. Unscd. Notes | 3.60 | 6/5/2027 | 155000 | 152895 |
| eBay, Inc., Sr. Unscd. Notes | 3.65 | 5/10/2051 | 28000 | 20177 |
| eBay, Inc., Sr. Unscd. Notes | 4.00 | 7/15/2042 | 175000 | 141453 |
| eBay, Inc., Sr. Unscd. Notes | 6.30 | 11/22/2032 | 60000 | 64993 |
| Expedia Group, Inc., Gtd. Notes | 3.80 | 2/15/2028 | 133000 | 130754 |
| Expedia Group, Inc., Gtd. Notes | 4.63 | 8/1/2027 | 30000 | 30029 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 3.50 | 8/15/2027 | 70000 | 69119 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 3.85 | 8/15/2032 | 220000 | 210315 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.45 | 8/15/2052 | 291400 | 244525 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.55 | 8/15/2031 | 250000 | 252146 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.60 | 5/15/2028 | 70000 | 70908 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.65 | 8/15/2062 | 260000 | 217771 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.75 | 8/15/2034 | 250000 | 249199 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.80 | 5/15/2030 | 100000 | 102487 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 5.75 | 5/15/2063 | 495000 | 497004 |
| Netflix, Inc., Sr. Unscd. Notes | 4.88 | 4/15/2028 | 580000 | 589157 |
| Netflix, Inc., Sr. Unscd. Notes | 5.88 | 11/15/2028 | 321000 | 336661 |
| Netflix, Inc., Sr. Unscd. Notes | 6.38 | 5/15/2029 | 40000 | 42856 |
| VeriSign, Inc., Sr. Unscd. Notes | 4.75 | 7/15/2027 | 236000 | 235854 |
| Weibo Corp., Sr. Unscd. Notes | 3.38 | 7/8/2030 | 225000 | 209817 |
|  |  |  |  | **7532773** |
| **Materials — .1%** | **Materials — .1%** | **Materials — .1%** | **Materials — .1%** | **Materials — .1%** |
| Amcor Flexibles North America, Inc., Gtd. Notes | 2.69 | 5/25/2031 | 172000 | 154029 |
| Berry Global, Inc., Sr. Scd. Notes | 1.65 | 1/15/2027 | 25000 | 23981 |
| Berry Global, Inc., Sr. Scd. Notes | 5.80 | 6/15/2031 | 250000 | 262326 |
| Packaging Corp. of America, Sr. Unscd. Notes | 3.00 | 12/15/2029 | 103000 | 97074 |
| Packaging Corp. of America, Sr. Unscd. Notes | 4.05 | 12/15/2049 | 54000 | 41300 |
| Packaging Corp. of America, Sr. Unscd. Notes | 5.70 | 12/1/2033 | 150000 | 155905 |
| Sonoco Products Co., Sr. Unscd. Notes | 2.25 | 2/1/2027 | 25000 | 24118 |
| Sonoco Products Co., Sr. Unscd. Notes | 2.85 | 2/1/2032 | 101000 | 88689 |
| WRKCo, Inc., Gtd. Notes | 4.00 | 3/15/2028 | 50000 | 49388 |
|  |  |  |  | **896810** |

---

**47**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Media — .5%** | **Media — .5%** | **Media — .5%** | **Media — .5%** | **Media — .5%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 2.80 | 4/1/2031 | 331000 | 293374 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 3.50 | 6/1/2041 | 300000 | 214302 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 3.70 | 4/1/2051 | 340000 | 220005 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 3.85 | 4/1/2061 | 156000 | 95994 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 3.90 | 6/1/2052 | 45000 | 29871 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 4.40 | 12/1/2061 | 844000 | 573575 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 4.80 | 3/1/2050 | 230000 | 178643 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 5.13 | 7/1/2049 | 175000 | 141771 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 5.50 | 4/1/2063 | 150000 | 122962 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 6.83 | 10/23/2055 | 121000 | 120870 |
| Comcast Corp., Gtd. Bonds | 3.97 | 11/1/2047 | 50000 | 38167 |
| Comcast Corp., Gtd. Notes | 1.95 | 1/15/2031 | 172000 | 150223 |
| Comcast Corp., Gtd. Notes | 2.80 | 1/15/2051 | 255000 | 151168 |
| Comcast Corp., Gtd. Notes | 2.89 | 11/1/2051 | 160000 | 96165 |
| Comcast Corp., Gtd. Notes | 2.94 | 11/1/2056 | 400000 | 231353 |
| Comcast Corp., Gtd. Notes | 2.99 | 11/1/2063 | 185000 | 102761 |
| Comcast Corp., Gtd. Notes | 3.30 | 2/1/2027 | 120000 | 118202 |
| Comcast Corp., Gtd. Notes | 3.55 | 5/1/2028 | 140000 | 137111 |
| Comcast Corp., Gtd. Notes | 3.75 | 4/1/2040 | 750000 | 616152 |
| Comcast Corp., Gtd. Notes | 4.00 | 3/1/2048 | 150000 | 114808 |
| Comcast Corp., Gtd. Notes | 4.15 | 10/15/2028 | 260000 | 258432 |
| Comcast Corp., Gtd. Notes | 4.20 | 8/15/2034 | 150000 | 141012 |
| Comcast Corp., Gtd. Notes | 4.25 | 1/15/2033 | 50000 | 48100 |
| Comcast Corp., Gtd. Notes | 4.55 | 1/15/2029 | 35000 | 35230 |
| Comcast Corp., Gtd. Notes | 4.60 | 10/15/2038 | 125000 | 114923 |
| Comcast Corp., Gtd. Notes | 4.65 | 2/15/2033 | 50000 | 49442 |
| Comcast Corp., Gtd. Notes | 4.95 | 5/15/2032 | 200000 | 202337 |
| Comcast Corp., Gtd. Notes | 5.10 | 6/1/2029 | 400000 | 410306 |
| Comcast Corp., Gtd. Notes | 5.35 | 11/15/2027 | 385000 | 393310 |
| Comcast Corp., Gtd. Notes | 5.50 | 5/15/2064 | 625000 | 576089 |
| Comcast Corp., Gtd. Notes<sup>(a)</sup> <br>| 5.65 | 6/15/2035 | 125000 | 129879 |
| Comcast Corp., Gtd. Notes | 5.65 | 6/1/2054 | 85000 | 81534 |
| Comcast Corp., Gtd. Notes<sup>(a)</sup> <br>| 6.05 | 5/15/2055 | 200000 | 202678 |
| Comcast Corp., Gtd. Notes | 6.95 | 8/15/2037 | 100000 | 113207 |
| FactSet Research Systems, Inc., Sr. Unscd. Notes | 2.90 | 3/1/2027 | 125000 | 122064 |
| Fox Corp., Sr. Unscd. Notes | 3.50 | 4/8/2030 | 115000 | 109849 |
| Fox Corp., Sr. Unscd. Notes | 4.71 | 1/25/2029 | 50000 | 50255 |
| Fox Corp., Sr. Unscd. Notes | 5.48 | 1/25/2039 | 100000 | 97107 |
| Fox Corp., Sr. Unscd. Notes | 5.58 | 1/25/2049 | 85000 | 79507 |
| Grupo Televisa SAB, Sr. Unscd. Bonds | 6.63 | 1/15/2040 | 71000 | 65822 |
| NBCUniversal Media LLC, Gtd. Notes | 4.45 | 1/15/2043 | 50000 | 42653 |

---

**48**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Media — .5% (continued)** | **Media — .5% (continued)** | **Media — .5% (continued)** | **Media — .5% (continued)** | **Media — .5% (continued)** |
| Paramount Global, Sr. Unscd. Debs. | 5.85 | 9/1/2043 | 130000 | 116008 |
| Paramount Global, Sr. Unscd. Notes | 4.60 | 1/15/2045 | 270000 | 206447 |
| Paramount Global, Sr. Unscd. Notes | 5.90 | 10/15/2040 | 160000 | 147071 |
| The Walt Disney Company, Gtd. Notes | 3.60 | 1/13/2051 | 215000 | 157765 |
| The Walt Disney Company, Gtd. Notes | 3.70 | 3/23/2027 | 600000 | 595963 |
| The Walt Disney Company, Gtd. Notes | 3.80 | 3/22/2030 | 250000 | 244560 |
| The Walt Disney Company, Gtd. Notes<sup>(a)</sup> <br>| 4.63 | 3/23/2040 | 211000 | 199200 |
| The Walt Disney Company, Gtd. Notes | 4.70 | 3/23/2050 | 271000 | 240442 |
| The Walt Disney Company, Gtd. Notes | 4.75 | 9/15/2044 | 50000 | 45202 |
| Time Warner Cable LLC, Sr. Scd. Bonds | 5.88 | 11/15/2040 | 600000 | 567329 |
| Time Warner Cable LLC, Sr. Scd. Debs. | 6.55 | 5/1/2037 | 100000 | 102849 |
| Time Warner Cable LLC, Sr. Scd. Notes | 5.50 | 9/1/2041 | 150000 | 135066 |
| Time Warner Cable LLC, Sr. Scd. Notes | 7.30 | 7/1/2038 | 149800 | 161785 |
| TWDC Enterprises 18 Corp., Gtd. Notes | 3.00 | 7/30/2046 | 285000 | 190687 |
| TWDC Enterprises 18 Corp., Gtd. Notes | 4.13 | 6/1/2044 | 70000 | 58070 |
| TWDC Enterprises 18 Corp., Gtd. Notes, Ser. E | 4.13 | 12/1/2041 | 155000 | 131229 |
|  |  |  |  | **10370886** |
| **Metals & Mining — .2%** | **Metals & Mining — .2%** | **Metals & Mining — .2%** | **Metals & Mining — .2%** | **Metals & Mining — .2%** |
| AngloGold Ashanti Holdings PLC, Gtd. Notes | 3.75 | 10/1/2030 | 50000 | 47036 |
| ArcelorMittal SA, Sr. Unscd. Notes | 4.25 | 7/16/2029 | 95000 | 93814 |
| ArcelorMittal SA, Sr. Unscd. Notes | 6.55 | 11/29/2027 | 92000 | 95624 |
| ArcelorMittal SA, Sr. Unscd. Notes | 6.75 | 3/1/2041 | 148000 | 156121 |
| Barrick PD Australia Finance Pty Ltd., Gtd. Notes | 5.95 | 10/15/2039 | 157000 | 161184 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 4.90 | 2/28/2033 | 35000 | 35186 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 5.00 | 9/30/2043 | 30000 | 28337 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 5.10 | 9/8/2028 | 110000 | 112451 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 5.25 | 9/8/2030 | 55000 | 56851 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 5.25 | 9/8/2033 | 329000 | 337043 |
| BHP Billiton Finance USA Ltd., Gtd. Notes<sup>(a)</sup> <br>| 5.50 | 9/8/2053 | 140000 | 138169 |
| Freeport-McMoRan, Inc., Gtd. Notes | 4.25 | 3/1/2030 | 205000 | 200696 |
| Freeport-McMoRan, Inc., Gtd. Notes | 4.38 | 8/1/2028 | 125000 | 123788 |
| Freeport-McMoRan, Inc., Gtd. Notes | 5.00 | 9/1/2027 | 25000 | 24999 |
| Freeport-McMoRan, Inc., Gtd. Notes | 5.25 | 9/1/2029 | 132000 | 133369 |
| Freeport-McMoRan, Inc., Gtd. Notes | 5.45 | 3/15/2043 | 20000 | 18862 |
| Newmont Corp., Gtd. Notes | 4.88 | 3/15/2042 | 35000 | 32857 |
| Newmont Corp., Gtd. Notes | 6.25 | 10/1/2039 | 300000 | 328294 |
| Nucor Corp., Sr. Unscd. Notes | 2.98 | 12/15/2055 | 50000 | 30384 |
| Nucor Corp., Sr. Unscd. Notes | 4.30 | 5/23/2027 | 10000 | 9992 |
| Nucor Corp., Sr. Unscd. Notes | 4.40 | 5/1/2048 | 100000 | 83230 |
| Nucor Corp., Sr. Unscd. Notes | 5.10 | 6/1/2035 | 200000 | 200312 |
| Rio Tinto Alcan, Inc., Sr. Unscd. Debs. | 7.25 | 3/15/2031 | 176000 | 200477 |
| Rio Tinto Alcan, Inc., Sr. Unscd. Notes | 6.13 | 12/15/2033 | 100000 | 107955 |
| Rio Tinto Finance USA PLC, Gtd. Notes | 5.00 | 3/14/2032 | 200000 | 203067 |
| Rio Tinto Finance USA PLC, Gtd. Notes | 5.00 | 3/9/2033 | 55000 | 55721 |
| Rio Tinto Finance USA PLC, Gtd. Notes | 5.13 | 3/9/2053 | 155000 | 142333 |
| Rio Tinto Finance USA PLC, Gtd. Notes | 5.25 | 3/14/2035 | 200000 | 202905 |
| Rio Tinto Finance USA PLC, Gtd. Notes | 5.75 | 3/14/2055 | 150000 | 150238 |
| Southern Copper Corp., Sr. Unscd. Notes | 7.50 | 7/27/2035 | 100000 | 115569 |

---

**49**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Metals & Mining — .2% (continued)** | **Metals & Mining — .2% (continued)** | **Metals & Mining — .2% (continued)** | **Metals & Mining — .2% (continued)** | **Metals & Mining — .2% (continued)** |
| Steel Dynamics, Inc., Sr. Unscd. Notes | 3.25 | 1/15/2031 | 37000 | 34379 |
| Vale Overseas Ltd., Gtd. Notes | 3.75 | 7/8/2030 | 567000 | 534153 |
|  |  |  |  | **4195396** |
| **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** |
| Bay Area Toll Authority, Revenue Bonds, Ser. S1 | 7.04 | 4/1/2050 | 10000 | 11332 |
| Bay Area Toll Authority, Revenue Bonds, Ser. S3 | 6.91 | 10/1/2050 | 380000 | 426892 |
| California, GO | 5.13 | 9/1/2029 | 100000 | 103584 |
| California, GO | 7.50 | 4/1/2034 | 75000 | 86317 |
| California, GO | 7.60 | 11/1/2040 | 15000 | 18024 |
| California, GO | 7.63 | 3/1/2040 | 385000 | 457678 |
| California, GO (Build America Bonds) | 7.30 | 10/1/2039 | 85000 | 97499 |
| California State University, Revenue Bonds, Refunding, Ser. B | 2.72 | 11/1/2052 | 50000 | 30915 |
| California State University, Revenue Bonds, Refunding, Ser. B | 2.98 | 11/1/2051 | 15000 | 9842 |
| Chicago Transit Authority Sales & Transfer Tax Receipts, Revenue Bonds, Ser. A | 6.90 | 12/1/2040 | 93855 | 103151 |
| Commonwealth of Massachusetts, GO | 5.46 | 12/1/2039 | 320000 | 322026 |
| Dallas Fort Worth International Airport, Revenue Bonds, Refunding | 2.84 | 11/1/2046 | 175000 | 124769 |
| Dallas Fort Worth International Airport, Revenue Bonds, Ser. A | 4.09 | 11/1/2051 | 100000 | 80506 |
| Dallas Fort Worth International Airport, Revenue Bonds, Ser. A | 4.51 | 11/1/2051 | 40000 | 33975 |
| Idaho Energy Resources Authority, Revenue Bonds | 2.86 | 9/1/2046 | 45000 | 30194 |
| Illinois, GO | 5.10 | 6/1/2033 | 17451 | 17517 |
| &nbsp;&nbsp;&nbsp; Indiana Finance Authority, Revenue Bonds, Refunding (Ohio River Bridges East <br> End Crossing Project)<br>| 3.05 | 1/1/2051 | 65000 | 45789 |
| &nbsp;&nbsp;&nbsp; Los Angeles Department of Airports Customer Facility Charge, Revenue Bonds <br> (Consolidated Rental Car Facility Project) (Insured; Assured Guaranty <br> Municipal Corp.) Ser. A<br>| 4.24 | 5/15/2048 | 620000 | 522166 |
| &nbsp;&nbsp;&nbsp; Louisiana Local Government Environmental Facilities & Community <br> Development Authority, Revenue Bonds (Louisiana Utilities Restoration <br> Corporation Project)<br>| 4.48 | 8/1/2039 | 100000 | 91546 |
| Michigan State University, Revenue Bonds, Ser. A | 4.17 | 8/15/2122 | 100000 | 72268 |
| &nbsp;&nbsp;&nbsp; Missouri Health & Educational Facilities Authority, Revenue Bonds, Refunding <br> (The Washington University) Ser. A<br>| 3.23 | 5/15/2050 | 500000 | 350635 |
| Municipal Electric Authority of Georgia, Revenue Bonds, Refunding | 6.64 | 4/1/2057 | 97000 | 103890 |
| New Jersey Turnpike Authority, Revenue Bonds, Ser. A | 7.10 | 1/1/2041 | 345000 | 393612 |
| New Jersey Turnpike Authority, Revenue Bonds, Ser. F | 7.41 | 1/1/2040 | 200000 | 236741 |
| New York City Municipal Water Finance Authority, Revenue Bonds, Refunding | 5.44 | 6/15/2043 | 790000 | 768476 |
| New York City Municipal Water Finance Authority, Revenue Bonds, Refunding | 5.72 | 6/15/2042 | 225000 | 224854 |
| North Texas Tollway Authority, Revenue Bonds, Ser. B | 6.72 | 1/1/2049 | 15000 | 16402 |
| Port Authority of New York & New Jersey, Revenue Bonds | 3.14 | 2/15/2051 | 250000 | 179113 |
| Port Authority of New York & New Jersey, Revenue Bonds, Refunding | 4.46 | 10/1/2062 | 150000 | 124441 |
| Port Authority of New York & New Jersey, Revenue Bonds, Ser. 181 | 4.96 | 8/1/2046 | 100000 | 93151 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center, Revenue Bonds, <br> Refunding, Ser. F<br>| 6.58 | 5/15/2049 | 315000 | 334259 |
| Regents of the University of California Medical Center, Revenue Bonds, Ser. N | 3.01 | 5/15/2050 | 465000 | 292952 |
| Rutgers The State University of New Jersey, Revenue Bonds, Refunding, Ser. R | 3.27 | 5/1/2043 | 60000 | 47277 |
| Sales Tax Securitization Corp., Revenue Bonds, Refunding, Ser. B | 3.59 | 1/1/2043 | 30000 | 25194 |
| Sales Tax Securitization Corp., Revenue Bonds, Refunding, Ser. B | 3.82 | 1/1/2048 | 170000 | 134450 |
| San Diego County Regional Transportation Commission, Revenue Bonds | 5.91 | 4/1/2048 | 45000 | 45227 |
| San Francisco Public Utilities Commission, Revenue Bonds | 6.95 | 11/1/2050 | 110000 | 123269 |
| State Board of Administration Finance Corp., Revenue Bonds, Ser. A | 1.71 | 7/1/2027 | 100000 | 94989 |
| Texas Natural Gas Securitization Finance Corp., Revenue Bonds | 5.17 | 4/1/2041 | 50000 | 50653 |

---

**50**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** |
| &nbsp;&nbsp;&nbsp; Texas Private Activity Bond Surface Transportation Corp., Revenue Bonds (NTE <br> Mobility Partners Llc North Tarrant Express Managed Lanes Project) Ser. B<br>| 3.92 | 12/31/2049 | 10000 | 7795 |
| The Ohio State University, Revenue Bonds, Ser. A | 4.80 | 6/1/2111 | 10000 | 8244 |
| The Ohio State University, Revenue Bonds, Ser. C | 4.91 | 6/1/2040 | 50000 | 48299 |
| University of Michigan, Revenue Bonds, Ser. A | 4.45 | 4/1/2122 | 50000 | 38820 |
| University of Michigan, Revenue Bonds, Ser. B | 2.44 | 4/1/2040 | 54000 | 39320 |
| University of Virginia, Revenue Bonds, Refunding, Ser. B | 2.58 | 11/1/2051 | 100000 | 59700 |
|  |  |  |  | **6527753** |
| **Real Estate — .9%** | **Real Estate — .9%** | **Real Estate — .9%** | **Real Estate — .9%** | **Real Estate — .9%** |
| Agree LP, Gtd. Notes | 2.00 | 6/15/2028 | 410000 | 383200 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 1.88 | 2/1/2033 | 200000 | 160764 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 2.95 | 3/15/2034 | 78000 | 65757 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 3.00 | 5/18/2051 | 152000 | 92341 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 3.38 | 8/15/2031 | 40000 | 36890 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 3.55 | 3/15/2052 | 150000 | 101431 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 3.95 | 1/15/2027 | 50000 | 49583 |
| American Assets Trust LP, Gtd. Notes | 3.38 | 2/1/2031 | 50000 | 44714 |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 3.38 | 7/15/2051 | 92000 | 60366 |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 5.50 | 7/15/2034 | 250000 | 253276 |
| American Tower Corp., Sr. Unscd. Notes | 1.88 | 10/15/2030 | 25000 | 21693 |
| American Tower Corp., Sr. Unscd. Notes | 2.10 | 6/15/2030 | 25000 | 22180 |
| American Tower Corp., Sr. Unscd. Notes | 2.30 | 9/15/2031 | 25000 | 21662 |
| American Tower Corp., Sr. Unscd. Notes | 2.70 | 4/15/2031 | 35000 | 31311 |
| American Tower Corp., Sr. Unscd. Notes | 2.90 | 1/15/2030 | 75000 | 69695 |
| American Tower Corp., Sr. Unscd. Notes | 2.95 | 1/15/2051 | 87000 | 54646 |
| American Tower Corp., Sr. Unscd. Notes | 3.10 | 6/15/2050 | 95000 | 61647 |
| American Tower Corp., Sr. Unscd. Notes | 3.70 | 10/15/2049 | 20000 | 14501 |
| American Tower Corp., Sr. Unscd. Notes | 3.80 | 8/15/2029 | 57000 | 55329 |
| American Tower Corp., Sr. Unscd. Notes | 3.95 | 3/15/2029 | 596000 | 583108 |
| American Tower Corp., Sr. Unscd. Notes | 5.00 | 1/31/2030 | 100000 | 101516 |
| American Tower Corp., Sr. Unscd. Notes | 5.25 | 7/15/2028 | 69000 | 70555 |
| American Tower Corp., Sr. Unscd. Notes | 5.40 | 1/31/2035 | 120000 | 122083 |
| American Tower Corp., Sr. Unscd. Notes | 5.50 | 3/15/2028 | 55000 | 56376 |
| American Tower Corp., Sr. Unscd. Notes | 5.55 | 7/15/2033 | 95000 | 97897 |
| American Tower Corp., Sr. Unscd. Notes | 5.90 | 11/15/2033 | 39000 | 41072 |
| AvalonBay Communities, Inc., Sr. Unscd. Notes | 2.30 | 3/1/2030 | 10000 | 9089 |
| AvalonBay Communities, Inc., Sr. Unscd. Notes | 3.30 | 6/1/2029 | 50000 | 48033 |
| AvalonBay Communities, Inc., Sr. Unscd. Notes | 5.00 | 2/15/2033 | 50000 | 50403 |
| AvalonBay Communities, Inc., Sr. Unscd. Notes | 5.30 | 12/7/2033 | 300000 | 307201 |
| Boston Properties LP, Sr. Unscd. Notes | 2.55 | 4/1/2032 | 122000 | 103341 |
| Boston Properties LP, Sr. Unscd. Notes<sup>(a)</sup> <br>| 3.25 | 1/30/2031 | 426000 | 390778 |
| Boston Properties LP, Sr. Unscd. Notes | 3.40 | 6/21/2029 | 27000 | 25595 |
| Boston Properties LP, Sr. Unscd. Notes | 4.50 | 12/1/2028 | 575000 | 569490 |
| Brixmor Operating Partnership LP, Sr. Unscd. Notes | 2.50 | 8/16/2031 | 190000 | 166179 |
| Broadstone NET Lease LLC, Gtd. Notes | 2.60 | 9/15/2031 | 15000 | 12794 |
| Camden Property Trust, Sr. Unscd. Notes | 3.35 | 11/1/2049 | 35000 | 24480 |
| Camden Property Trust, Sr. Unscd. Notes | 4.10 | 10/15/2028 | 40000 | 39756 |
| Camden Property Trust, Sr. Unscd. Notes | 5.85 | 11/3/2026 | 50000 | 50759 |
| CBRE Services, Inc., Gtd. Notes | 5.95 | 8/15/2034 | 15000 | 15804 |
| COPT Defense Properties LP, Gtd. Notes | 2.00 | 1/15/2029 | 52000 | 47501 |

---

**51**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** |
| Crown Castle, Inc., Sr. Unscd. Notes | 2.25 | 1/15/2031 | 285000 | 248960 |
| Crown Castle, Inc., Sr. Unscd. Notes | 2.50 | 7/15/2031 | 363000 | 317443 |
| Crown Castle, Inc., Sr. Unscd. Notes | 3.10 | 11/15/2029 | 156000 | 146512 |
| Crown Castle, Inc., Sr. Unscd. Notes | 3.25 | 1/15/2051 | 130000 | 85190 |
| Crown Castle, Inc., Sr. Unscd. Notes | 4.00 | 11/15/2049 | 150000 | 111871 |
| Crown Castle, Inc., Sr. Unscd. Notes | 4.15 | 7/1/2050 | 15000 | 11486 |
| Crown Castle, Inc., Sr. Unscd. Notes | 4.30 | 2/15/2029 | 50000 | 49301 |
| Crown Castle, Inc., Sr. Unscd. Notes | 5.10 | 5/1/2033 | 127000 | 126292 |
| CubeSmart LP, Gtd. Bonds | 3.13 | 9/1/2026 | 100000 | 98333 |
| Digital Realty Trust LP, Gtd. Bonds | 3.70 | 8/15/2027 | 300000 | 295872 |
| Digital Realty Trust LP, Gtd. Notes | 3.60 | 7/1/2029 | 59000 | 56840 |
| Digital Realty Trust LP, Gtd. Notes | 4.45 | 7/15/2028 | 95000 | 95083 |
| DOC DR LLC, Gtd. Notes | 3.95 | 1/15/2028 | 25000 | 24697 |
| EPR Properties, Gtd. Notes | 4.50 | 6/1/2027 | 50000 | 49602 |
| Equinix, Inc., Sr. Unscd. Notes | 2.50 | 5/15/2031 | 122000 | 108069 |
| Equinix, Inc., Sr. Unscd. Notes | 2.90 | 11/18/2026 | 54000 | 52870 |
| Equinix, Inc., Sr. Unscd. Notes | 2.95 | 9/15/2051 | 155000 | 94633 |
| Equinix, Inc., Sr. Unscd. Notes | 3.00 | 7/15/2050 | 100000 | 62711 |
| Equinix, Inc., Sr. Unscd. Notes | 3.40 | 2/15/2052 | 70000 | 46646 |
| Equinix, Inc., Sr. Unscd. Notes | 3.90 | 4/15/2032 | 50000 | 47175 |
| ERP Operating LP, Sr. Unscd. Notes | 4.00 | 8/1/2047 | 25000 | 19469 |
| ERP Operating LP, Sr. Unscd. Notes | 4.15 | 12/1/2028 | 200000 | 198990 |
| ERP Operating LP, Sr. Unscd. Notes | 4.50 | 7/1/2044 | 120000 | 103686 |
| Essex Portfolio LP, Gtd. Notes | 2.55 | 6/15/2031 | 310000 | 273567 |
| Essex Portfolio LP, Gtd. Notes | 2.65 | 3/15/2032 | 500000 | 436776 |
| Extra Space Storage LP, Gtd. Notes | 2.35 | 3/15/2032 | 470000 | 399951 |
| Extra Space Storage LP, Gtd. Notes | 4.00 | 6/15/2029 | 125000 | 122534 |
| Extra Space Storage LP, Gtd. Notes | 5.40 | 6/15/2035 | 110000 | 110007 |
| Extra Space Storage LP, Gtd. Notes | 5.50 | 7/1/2030 | 60000 | 62042 |
| Federal Realty OP LP, Sr. Unscd. Notes | 3.20 | 6/15/2029 | 76000 | 72115 |
| Federal Realty OP LP, Sr. Unscd. Notes | 3.50 | 6/1/2030 | 100000 | 94988 |
| Federal Realty OP LP, Sr. Unscd. Notes | 4.50 | 12/1/2044 | 40000 | 33753 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 3.25 | 1/15/2032 | 130000 | 115036 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 4.00 | 1/15/2030 | 140000 | 134002 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 5.63 | 9/15/2034 | 50000 | 49852 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 5.75 | 6/1/2028 | 45000 | 45960 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 6.75 | 12/1/2033 | 145000 | 155115 |
| Healthpeak OP LLC, Gtd. Notes | 5.25 | 12/15/2032 | 100000 | 101429 |
| Highwoods Realty LP, Sr. Unscd. Notes | 3.05 | 2/15/2030 | 50000 | 45603 |
| Highwoods Realty LP, Sr. Unscd. Notes | 3.88 | 3/1/2027 | 55000 | 54033 |
| Highwoods Realty LP, Sr. Unscd. Notes | 7.65 | 2/1/2034 | 629000 | 708626 |
| Host Hotels & Resorts LP, Sr. Unscd. Notes | 5.70 | 7/1/2034 | 207000 | 207955 |
| Invitation Homes Operating Partnership LP, Gtd. Notes | 2.30 | 11/15/2028 | 71000 | 66363 |
| Jones Lang Lasalle, Inc., Sr. Unscd. Notes | 6.88 | 12/1/2028 | 50000 | 53431 |
| Kilroy Realty LP, Gtd. Notes | 6.25 | 1/15/2036 | 200000 | 200710 |
| Kimco Realty OP LLC, Gtd. Notes | 2.80 | 10/1/2026 | 25000 | 24480 |
| Kimco Realty OP LLC, Gtd. Notes | 3.70 | 10/1/2049 | 95000 | 69001 |
| Kimco Realty OP LLC, Gtd. Notes | 6.40 | 3/1/2034 | 10000 | 10862 |
| Mid-America Apartments LP, Sr. Unscd. Notes | 1.10 | 9/15/2026 | 390000 | 375706 |
| Mid-America Apartments LP, Sr. Unscd. Notes | 3.60 | 6/1/2027 | 50000 | 49345 |

---

**52**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** |
| National Health Investors, Inc., Gtd. Notes | 3.00 | 2/1/2031 | 95000 | 84123 |
| NNN REIT, Inc., Sr. Unscd. Notes | 3.00 | 4/15/2052 | 76000 | 46474 |
| NNN REIT, Inc., Sr. Unscd. Notes | 3.50 | 4/15/2051 | 25000 | 17053 |
| NNN REIT, Inc., Sr. Unscd. Notes | 5.60 | 10/15/2033 | 10000 | 10318 |
| OMEGA Healthcare Investors, Inc., Gtd. Notes | 3.63 | 10/1/2029 | 115000 | 109135 |
| OMEGA Healthcare Investors, Inc., Gtd. Notes | 4.50 | 4/1/2027 | 95000 | 94939 |
| OMEGA Healthcare Investors, Inc., Gtd. Notes | 4.75 | 1/15/2028 | 25000 | 25078 |
| ProLogis LP, Sr. Unscd. Notes | 1.75 | 2/1/2031 | 10000 | 8657 |
| ProLogis LP, Sr. Unscd. Notes | 2.88 | 11/15/2029 | 267000 | 250798 |
| ProLogis LP, Sr. Unscd. Notes | 4.88 | 6/15/2028 | 315000 | 319938 |
| ProLogis LP, Sr. Unscd. Notes | 5.13 | 1/15/2034 | 275000 | 277812 |
| ProLogis LP, Sr. Unscd. Notes | 5.25 | 3/15/2054 | 300000 | 279985 |
| Public Storage Operating Co., Gtd. Notes | 1.95 | 11/9/2028 | 500000 | 464324 |
| Public Storage Operating Co., Gtd. Notes | 3.39 | 5/1/2029 | 105000 | 101496 |
| Public Storage Operating Co., Gtd. Notes | 5.10 | 8/1/2033 | 46000 | 46969 |
| Rayonier LP, Gtd. Notes | 2.75 | 5/17/2031 | 65000 | 57586 |
| Realty Income Corp., Gtd. Notes<sup>(a)</sup> <br>| 3.40 | 1/15/2030 | 110000 | 105211 |
| Realty Income Corp., Gtd. Notes | 4.00 | 7/15/2029 | 203000 | 199581 |
| Realty Income Corp., Sr. Unscd. Notes | 2.70 | 2/15/2032 | 25000 | 22045 |
| Realty Income Corp., Sr. Unscd. Notes | 3.00 | 1/15/2027 | 50000 | 49041 |
| Realty Income Corp., Sr. Unscd. Notes | 3.20 | 2/15/2031 | 10000 | 9280 |
| Realty Income Corp., Sr. Unscd. Notes | 3.25 | 6/15/2029 | 151000 | 144665 |
| Realty Income Corp., Sr. Unscd. Notes | 3.40 | 1/15/2028 | 50000 | 48891 |
| Realty Income Corp., Sr. Unscd. Notes | 3.95 | 8/15/2027 | 60000 | 59548 |
| Realty Income Corp., Sr. Unscd. Notes | 4.65 | 3/15/2047 | 171000 | 148356 |
| Realty Income Corp., Sr. Unscd. Notes | 4.90 | 7/15/2033 | 60000 | 59813 |
| Regency Centers LP, Gtd. Notes | 2.95 | 9/15/2029 | 130000 | 122563 |
| Regency Centers LP, Gtd. Notes | 4.40 | 2/1/2047 | 25000 | 20752 |
| Rexford Industrial Realty LP, Gtd. Notes | 2.15 | 9/1/2031 | 40000 | 34174 |
| Sabra Health Care LP, Gtd. Notes | 3.20 | 12/1/2031 | 60000 | 53463 |
| Sabra Health Care LP, Gtd. Notes | 3.90 | 10/15/2029 | 200000 | 190521 |
| Safehold GL Holdings LLC, Gtd. Notes | 2.80 | 6/15/2031 | 44000 | 39284 |
| Simon Property Group LP, Sr. Unscd. Notes | 2.20 | 2/1/2031 | 316000 | 279078 |
| Simon Property Group LP, Sr. Unscd. Notes | 2.45 | 9/13/2029 | 125000 | 116010 |
| Simon Property Group LP, Sr. Unscd. Notes | 2.65 | 7/15/2030 | 15000 | 13792 |
| Simon Property Group LP, Sr. Unscd. Notes | 3.25 | 11/30/2026 | 37000 | 36431 |
| Simon Property Group LP, Sr. Unscd. Notes | 3.25 | 9/13/2049 | 102000 | 68718 |
| Simon Property Group LP, Sr. Unscd. Notes | 3.38 | 6/15/2027 | 48000 | 47166 |
| Simon Property Group LP, Sr. Unscd. Notes | 3.38 | 12/1/2027 | 90000 | 88155 |
| Simon Property Group LP, Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.75 | 9/26/2034 | 100000 | 97358 |
| Simon Property Group LP, Sr. Unscd. Notes | 4.75 | 3/15/2042 | 70000 | 62969 |
| Simon Property Group LP, Sr. Unscd. Notes | 5.50 | 3/8/2033 | 30000 | 31236 |
| Simon Property Group LP, Sr. Unscd. Notes | 6.25 | 1/15/2034 | 50000 | 54365 |
| Store Capital LLC, Sr. Unscd. Notes | 2.70 | 12/1/2031 | 78000 | 66377 |
| Store Capital LLC, Sr. Unscd. Notes | 2.75 | 11/18/2030 | 20000 | 17755 |
| Store Capital LLC, Sr. Unscd. Notes | 4.63 | 3/15/2029 | 115000 | 113253 |
| Sun Communities Operating LP, Gtd. Notes | 4.20 | 4/15/2032 | 35000 | 33274 |
| Tanger Properties LP, Sr. Unscd. Notes | 2.75 | 9/1/2031 | 90000 | 78824 |
| UDR, Inc., Gtd. Notes | 2.10 | 8/1/2032 | 25000 | 20832 |
| UDR, Inc., Gtd. Notes | 2.95 | 9/1/2026 | 40000 | 39293 |

---

**53**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** |
| UDR, Inc., Gtd. Notes | 3.00 | 8/15/2031 | 50000 | 45381 |
| Ventas Realty LP, Gtd. Notes | 3.00 | 1/15/2030 | 15000 | 14030 |
| Ventas Realty LP, Gtd. Notes | 3.25 | 10/15/2026 | 94000 | 92489 |
| Ventas Realty LP, Gtd. Notes | 3.85 | 4/1/2027 | 40000 | 39579 |
| Ventas Realty LP, Gtd. Notes | 4.40 | 1/15/2029 | 228000 | 226715 |
| Ventas Realty LP, Gtd. Notes | 4.88 | 4/15/2049 | 10000 | 8560 |
| VICI Properties LP, Sr. Unscd. Notes | 4.95 | 2/15/2030 | 315000 | 316521 |
| VICI Properties LP, Sr. Unscd. Notes | 5.63 | 5/15/2052 | 208000 | 190439 |
| Welltower OP LLC, Gtd. Notes | 2.75 | 1/15/2031 | 237000 | 215907 |
| Welltower OP LLC, Gtd. Notes | 3.10 | 1/15/2030 | 52000 | 49130 |
| Weyerhaeuser Co., Sr. Unscd. Notes | 4.00 | 11/15/2029 | 375000 | 367027 |
| Weyerhaeuser Co., Sr. Unscd. Notes | 4.00 | 4/15/2030 | 15000 | 14609 |
| Weyerhaeuser Co., Sr. Unscd. Notes | 4.00 | 3/9/2052 | 41000 | 30923 |
| WP Carey, Inc., Sr. Unscd. Notes | 2.25 | 4/1/2033 | 50000 | 40942 |
| WP Carey, Inc., Sr. Unscd. Notes | 3.85 | 7/15/2029 | 25000 | 24315 |
| WP Carey, Inc., Sr. Unscd. Notes | 4.25 | 10/1/2026 | 35000 | 34855 |
|  |  |  |  | **17537950** |
| **Retailing — .6%** | **Retailing — .6%** | **Retailing — .6%** | **Retailing — .6%** | **Retailing — .6%** |
| AutoNation, Inc., Sr. Unscd. Notes | 1.95 | 8/1/2028 | 45000 | 41739 |
| AutoNation, Inc., Sr. Unscd. Notes | 5.89 | 3/15/2035 | 100000 | 101244 |
| AutoZone, Inc., Sr. Unscd. Notes | 4.00 | 4/15/2030 | 75000 | 73078 |
| AutoZone, Inc., Sr. Unscd. Notes | 4.50 | 2/1/2028 | 19000 | 19059 |
| AutoZone, Inc., Sr. Unscd. Notes | 6.25 | 11/1/2028 | 411000 | 433423 |
| Best Buy Co., Inc., Sr. Unscd. Notes | 4.45 | 10/1/2028 | 308000 | 307731 |
| Costco Wholesale Corp., Sr. Unscd. Notes | 1.38 | 6/20/2027 | 70000 | 66646 |
| Costco Wholesale Corp., Sr. Unscd. Notes | 3.00 | 5/18/2027 | 323000 | 317105 |
| Darden Restaurants, Inc., Sr. Unscd. Notes | 3.85 | 5/1/2027 | 260000 | 257126 |
| Dick's Sporting Goods, Inc., Sr. Unscd. Notes | 3.15 | 1/15/2032 | 80000 | 71829 |
| Dick's Sporting Goods, Inc., Sr. Unscd. Notes | 4.10 | 1/15/2052 | 85000 | 60638 |
| Dollar General Corp., Sr. Unscd. Notes | 3.50 | 4/3/2030 | 50000 | 47447 |
| Dollar General Corp., Sr. Unscd. Notes | 4.13 | 4/3/2050 | 153000 | 115362 |
| Dollar General Corp., Sr. Unscd. Notes | 4.63 | 11/1/2027 | 110000 | 110268 |
| Dollar General Corp., Sr. Unscd. Notes | 5.20 | 7/5/2028 | 10000 | 10172 |
| Dollar General Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.45 | 7/5/2033 | 315000 | 322192 |
| Dollar Tree, Inc., Sr. Unscd. Notes | 3.38 | 12/1/2051 | 25000 | 15913 |
| Dollar Tree, Inc., Sr. Unscd. Notes | 4.20 | 5/15/2028 | 100000 | 99048 |
| Genuine Parts Co., Sr. Unscd. Notes | 2.75 | 2/1/2032 | 20000 | 17466 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 1.70 | 9/15/2028 | 420000 | 387349 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 1.70 | 10/15/2030 | 40000 | 34667 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 2.63 | 4/1/2031 | 110000 | 98779 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 3.00 | 10/15/2050 | 85000 | 52640 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 3.50 | 4/1/2051 | 107000 | 72525 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 3.70 | 4/15/2046 | 433000 | 318955 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 3.75 | 4/1/2032 | 305000 | 286466 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 4.05 | 5/3/2047 | 105000 | 81051 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 4.25 | 4/1/2052 | 209000 | 161751 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 4.45 | 4/1/2062 | 129000 | 98973 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 5.80 | 9/15/2062 | 40000 | 38538 |
| McDonald's Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.63 | 9/1/2029 | 341000 | 319200 |
| McDonald's Corp., Sr. Unscd. Notes | 3.63 | 9/1/2049 | 105000 | 76125 |

---

**54**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Retailing — .6% (continued)** | **Retailing — .6% (continued)** | **Retailing — .6% (continued)** | **Retailing — .6% (continued)** | **Retailing — .6% (continued)** |
| McDonald's Corp., Sr. Unscd. Notes | 3.80 | 4/1/2028 | 25000 | 24709 |
| McDonald's Corp., Sr. Unscd. Notes | 4.20 | 4/1/2050 | 175000 | 138744 |
| McDonald's Corp., Sr. Unscd. Notes | 4.45 | 3/1/2047 | 241000 | 202160 |
| McDonald's Corp., Sr. Unscd. Notes | 4.45 | 9/1/2048 | 240000 | 199433 |
| McDonald's Corp., Sr. Unscd. Notes | 4.70 | 12/9/2035 | 269000 | 261471 |
| McDonald's Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.95 | 8/14/2033 | 125000 | 126697 |
| McDonald's Corp., Sr. Unscd. Notes | 5.45 | 8/14/2053 | 115000 | 110284 |
| McDonald's Corp., Sr. Unscd. Notes | 6.30 | 3/1/2038 | 135000 | 146187 |
| O'Reilly Automotive, Inc., Sr. Unscd. Notes | 1.75 | 3/15/2031 | 20000 | 17103 |
| O'Reilly Automotive, Inc., Sr. Unscd. Notes | 3.60 | 9/1/2027 | 50000 | 49195 |
| O'Reilly Automotive, Inc., Sr. Unscd. Notes | 3.90 | 6/1/2029 | 45000 | 44043 |
| O'Reilly Automotive, Inc., Sr. Unscd. Notes | 5.75 | 11/20/2026 | 100000 | 101488 |
| Starbucks Corp., Sr. Unscd. Notes | 2.00 | 3/12/2027 | 120000 | 115463 |
| Starbucks Corp., Sr. Unscd. Notes | 3.35 | 3/12/2050 | 50000 | 33425 |
| Starbucks Corp., Sr. Unscd. Notes | 3.50 | 11/15/2050 | 102000 | 70353 |
| Starbucks Corp., Sr. Unscd. Notes | 3.55 | 8/15/2029 | 168000 | 163243 |
| Starbucks Corp., Sr. Unscd. Notes | 3.75 | 12/1/2047 | 150000 | 109523 |
| Starbucks Corp., Sr. Unscd. Notes | 4.45 | 8/15/2049 | 40000 | 32692 |
| Starbucks Corp., Sr. Unscd. Notes | 4.80 | 2/15/2033 | 165000 | 164648 |
| Target Corp., Sr. Unscd. Notes | 2.35 | 2/15/2030 | 40000 | 36793 |
| Target Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.95 | 1/15/2052 | 120000 | 75937 |
| Target Corp., Sr. Unscd. Notes | 3.38 | 4/15/2029 | 223000 | 216250 |
| Target Corp., Sr. Unscd. Notes | 4.50 | 9/15/2032 | 100000 | 99246 |
| Target Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.80 | 1/15/2053 | 265000 | 234576 |
| The Home Depot, Inc., Sr. Unscd. Notes | 1.38 | 3/15/2031 | 127000 | 107404 |
| The Home Depot, Inc., Sr. Unscd. Notes | 2.38 | 3/15/2051 | 271000 | 152513 |
| The Home Depot, Inc., Sr. Unscd. Notes | 2.70 | 4/15/2030 | 168000 | 156263 |
| The Home Depot, Inc., Sr. Unscd. Notes | 2.95 | 6/15/2029 | 125000 | 119218 |
| The Home Depot, Inc., Sr. Unscd. Notes | 3.50 | 9/15/2056 | 15000 | 10348 |
| The Home Depot, Inc., Sr. Unscd. Notes | 3.63 | 4/15/2052 | 150000 | 108572 |
| The Home Depot, Inc., Sr. Unscd. Notes | 4.25 | 4/1/2046 | 400000 | 333065 |
| The Home Depot, Inc., Sr. Unscd. Notes | 4.50 | 9/15/2032 | 600000 | 599342 |
| The Home Depot, Inc., Sr. Unscd. Notes | 4.75 | 6/25/2029 | 839000 | 852492 |
| The Home Depot, Inc., Sr. Unscd. Notes | 4.95 | 6/25/2034 | 640000 | 645361 |
| The TJX Companies, Inc., Sr. Unscd. Notes | 1.15 | 5/15/2028 | 10000 | 9211 |
| The TJX Companies, Inc., Sr. Unscd. Notes | 1.60 | 5/15/2031 | 102000 | 87459 |
| The TJX Companies, Inc., Sr. Unscd. Notes | 2.25 | 9/15/2026 | 200000 | 195705 |
| Tractor Supply Co., Sr. Unscd. Notes | 5.25 | 5/15/2033 | 15000 | 15222 |
| Walmart, Inc., Sr. Unscd. Notes | 1.05 | 9/17/2026 | 65000 | 62827 |
| Walmart, Inc., Sr. Unscd. Notes | 1.50 | 9/22/2028 | 60000 | 55459 |
| Walmart, Inc., Sr. Unscd. Notes | 1.80 | 9/22/2031 | 81000 | 70150 |
| Walmart, Inc., Sr. Unscd. Notes | 2.50 | 9/22/2041 | 100000 | 70095 |
| Walmart, Inc., Sr. Unscd. Notes | 2.65 | 9/22/2051 | 285000 | 176000 |
| Walmart, Inc., Sr. Unscd. Notes | 2.95 | 9/24/2049 | 213000 | 142491 |
| Walmart, Inc., Sr. Unscd. Notes | 3.70 | 6/26/2028 | 50000 | 49559 |
| Walmart, Inc., Sr. Unscd. Notes | 3.90 | 4/15/2028 | 15000 | 14951 |
| Walmart, Inc., Sr. Unscd. Notes | 3.95 | 6/28/2038 | 10000 | 9042 |
| Walmart, Inc., Sr. Unscd. Notes | 4.00 | 4/15/2030 | 105000 | 104682 |
| Walmart, Inc., Sr. Unscd. Notes | 4.05 | 6/29/2048 | 213000 | 174430 |
| Walmart, Inc., Sr. Unscd. Notes | 4.10 | 4/15/2033 | 525000 | 510405 |

---

**55**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Retailing — .6% (continued)** | **Retailing — .6% (continued)** | **Retailing — .6% (continued)** | **Retailing — .6% (continued)** | **Retailing — .6% (continued)** |
| Walmart, Inc., Sr. Unscd. Notes | 4.50 | 9/9/2052 | 129000 | 111996 |
| Walmart, Inc., Sr. Unscd. Notes | 5.25 | 9/1/2035 | 70000 | 72641 |
|  |  |  |  | **12305071** |
| **Semiconductors & Semiconductor Equipment — .6%** | **Semiconductors & Semiconductor Equipment — .6%** | **Semiconductors & Semiconductor Equipment — .6%** | **Semiconductors & Semiconductor Equipment — .6%** | **Semiconductors & Semiconductor Equipment — .6%** |
| Analog Devices, Inc., Sr. Unscd. Notes | 1.70 | 10/1/2028 | 200000 | 184751 |
| Analog Devices, Inc., Sr. Unscd. Notes | 2.95 | 10/1/2051 | 200000 | 128811 |
| Analog Devices, Inc., Sr. Unscd. Notes | 3.45 | 6/15/2027 | 202000 | 199225 |
| Applied Materials, Inc., Sr. Unscd. Notes | 5.10 | 10/1/2035 | 330000 | 337752 |
| Broadcom Corp./Broadcom Cayman Finance Ltd., Gtd. Notes | 3.50 | 1/15/2028 | 387000 | 378665 |
| Broadcom, Inc., Gtd. Notes<sup>(c)</sup> <br>| 1.95 | 2/15/2028 | 30000 | 28273 |
| Broadcom, Inc., Gtd. Notes<sup>(c)</sup> <br>| 2.45 | 2/15/2031 | 330000 | 294450 |
| Broadcom, Inc., Gtd. Notes<sup>(c)</sup> <br>| 2.60 | 2/15/2033 | 70000 | 59883 |
| Broadcom, Inc., Gtd. Notes<sup>(c)</sup> <br>| 3.50 | 2/15/2041 | 205000 | 162097 |
| Broadcom, Inc., Gtd. Notes | 4.11 | 9/15/2028 | 233000 | 230977 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 3.19 | 11/15/2036 | 275000 | 226976 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 3.47 | 4/15/2034 | 1099000 | 976918 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 4.00 | 4/15/2029 | 50000 | 49218 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 4.15 | 4/15/2032 | 165000 | 158430 |
| Broadcom, Inc., Sr. Unscd. Notes | 4.60 | 7/15/2030 | 200000 | 200164 |
| Broadcom, Inc., Sr. Unscd. Notes | 4.90 | 7/15/2032 | 200000 | 200965 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 4.93 | 5/15/2037 | 50000 | 48277 |
| Broadcom, Inc., Sr. Unscd. Notes | 5.15 | 11/15/2031 | 295000 | 301750 |
| Broadcom, Inc., Sr. Unscd. Notes | 5.20 | 7/15/2035 | 100000 | 100589 |
| Intel Corp., Sr. Unscd. Notes | 2.45 | 11/15/2029 | 155000 | 141001 |
| Intel Corp., Sr. Unscd. Notes | 2.80 | 8/12/2041 | 50000 | 32885 |
| Intel Corp., Sr. Unscd. Notes | 3.10 | 2/15/2060 | 170000 | 91141 |
| Intel Corp., Sr. Unscd. Notes | 3.15 | 5/11/2027 | 55000 | 53647 |
| Intel Corp., Sr. Unscd. Notes | 3.20 | 8/12/2061 | 50000 | 27241 |
| Intel Corp., Sr. Unscd. Notes | 3.73 | 12/8/2047 | 355000 | 242477 |
| Intel Corp., Sr. Unscd. Notes | 3.90 | 3/25/2030 | 150000 | 144344 |
| Intel Corp., Sr. Unscd. Notes | 4.00 | 8/5/2029 | 200000 | 194630 |
| Intel Corp., Sr. Unscd. Notes | 4.00 | 12/15/2032 | 764000 | 709074 |
| Intel Corp., Sr. Unscd. Notes | 4.10 | 5/19/2046 | 75000 | 54824 |
| Intel Corp., Sr. Unscd. Notes | 4.60 | 3/25/2040 | 95000 | 81441 |
| Intel Corp., Sr. Unscd. Notes | 4.75 | 3/25/2050 | 150000 | 118754 |
| Intel Corp., Sr. Unscd. Notes | 4.90 | 8/5/2052 | 70000 | 56073 |
| Intel Corp., Sr. Unscd. Notes | 4.95 | 3/25/2060 | 50000 | 39125 |
| Intel Corp., Sr. Unscd. Notes | 5.05 | 8/5/2062 | 130000 | 101961 |
| Intel Corp., Sr. Unscd. Notes | 5.13 | 2/10/2030 | 50000 | 50745 |
| Intel Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.20 | 2/10/2033 | 550000 | 550152 |
| Intel Corp., Sr. Unscd. Notes | 5.63 | 2/10/2043 | 50000 | 46559 |
| Intel Corp., Sr. Unscd. Notes | 5.70 | 2/10/2053 | 70000 | 63042 |
| KLA Corp., Sr. Unscd. Notes | 3.30 | 3/1/2050 | 50000 | 34559 |
| KLA Corp., Sr. Unscd. Notes | 4.10 | 3/15/2029 | 50000 | 49705 |
| KLA Corp., Sr. Unscd. Notes | 5.25 | 7/15/2062 | 221000 | 206625 |
| LAM Research Corp., Sr. Unscd. Notes | 2.88 | 6/15/2050 | 25000 | 16023 |
| LAM Research Corp., Sr. Unscd. Notes | 3.13 | 6/15/2060 | 115000 | 71160 |
| Marvell Technology, Inc., Gtd. Notes | 4.75 | 7/15/2030 | 50000 | 50034 |
| Micron Technology, Inc., Sr. Unscd. Notes | 3.37 | 11/1/2041 | 150000 | 110897 |
| Micron Technology, Inc., Sr. Unscd. Notes | 4.66 | 2/15/2030 | 48000 | 47778 |

---

**56**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** |
| Micron Technology, Inc., Sr. Unscd. Notes | 5.38 | 4/15/2028 | 285000 | 292149 |
| Micron Technology, Inc., Sr. Unscd. Notes | 5.65 | 11/1/2032 | 149000 | 153986 |
| Micron Technology, Inc., Sr. Unscd. Notes | 5.88 | 2/9/2033 | 50000 | 51984 |
| Micron Technology, Inc., Sr. Unscd. Notes | 6.75 | 11/1/2029 | 140000 | 150594 |
| NVIDIA Corp., Sr. Unscd. Notes | 1.55 | 6/15/2028 | 222000 | 207229 |
| NVIDIA Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.00 | 6/15/2031 | 220000 | 194111 |
| NVIDIA Corp., Sr. Unscd. Notes | 2.85 | 4/1/2030 | 124000 | 117139 |
| NVIDIA Corp., Sr. Unscd. Notes | 3.50 | 4/1/2040 | 175000 | 146893 |
| NXP BV/NXP Funding LLC, Gtd. Notes | 5.55 | 12/1/2028 | 40000 | 41196 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 3.25 | 5/11/2041 | 25000 | 18355 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 3.25 | 11/30/2051 | 80000 | 51468 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 4.30 | 6/18/2029 | 20000 | 19786 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 2.15 | 5/20/2030 | 100000 | 90608 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 3.25 | 5/20/2050 | 50000 | 34266 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 4.30 | 5/20/2047 | 355000 | 294986 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 4.80 | 5/20/2045 | 277000 | 251477 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 5.00 | 5/20/2035 | 200000 | 200259 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 6.00 | 5/20/2053 | 60000 | 62959 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 1.90 | 9/15/2031 | 50000 | 43311 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 4.15 | 5/15/2048 | 450000 | 367107 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 4.60 | 2/15/2028 | 718000 | 726169 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 5.00 | 3/14/2053 | 65000 | 59585 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 5.05 | 5/18/2063 | 135000 | 122216 |
| TSMC Arizona Corp., Gtd. Notes | 1.75 | 10/25/2026 | 480000 | 464201 |
| TSMC Arizona Corp., Gtd. Notes | 2.50 | 10/25/2031 | 260000 | 232940 |
| Xilinx, Inc., Gtd. Notes | 2.38 | 6/1/2030 | 40000 | 36542 |
|  |  |  |  | **12085584** |
| **Supranational Bank — 1.3%** | **Supranational Bank — 1.3%** | **Supranational Bank — 1.3%** | **Supranational Bank — 1.3%** | **Supranational Bank — 1.3%** |
| African Development Bank, Jr. Sub. Notes<sup>(d)</sup> <br>| 5.75 | 5/7/2034 | 460000 | 454411 |
| African Development Bank, Sr. Unscd. Notes | 4.38 | 11/3/2027 | 1385000 | 1396575 |
| African Development Bank, Unscd. Notes | 4.50 | 6/12/2035 | 100000 | 100592 |
| Asian Development Bank, Sr. Unscd. Bonds | 6.22 | 8/15/2027 | 317000 | 328529 |
| Asian Development Bank, Sr. Unscd. Notes | 1.50 | 1/20/2027 | 725000 | 698502 |
| Asian Development Bank, Sr. Unscd. Notes | 1.75 | 9/19/2029 | 150000 | 137374 |
| Asian Development Bank, Sr. Unscd. Notes | 2.63 | 1/12/2027 | 100000 | 97964 |
| Asian Development Bank, Sr. Unscd. Notes | 3.13 | 8/20/2027 | 585000 | 575267 |
| Asian Development Bank, Sr. Unscd. Notes | 3.13 | 9/26/2028 | 273000 | 266521 |
| Asian Development Bank, Sr. Unscd. Notes | 3.88 | 6/14/2033 | 750000 | 730732 |
| Asian Development Bank, Sr. Unscd. Notes | 4.13 | 1/12/2034 | 200000 | 197133 |
| Asian Development Bank, Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.50 | 8/25/2028 | 985000 | 1001141 |
| Corp. Andina de Fomento, Sr. Unscd. Notes | 2.25 | 2/8/2027 | 338000 | 327593 |
| Corp. Andina de Fomento, Sr. Unscd. Notes | 5.00 | 1/24/2029 | 370000 | 378311 |
| Council of Europe Development Bank, Sr. Unscd. Bonds | 3.63 | 1/26/2028 | 75000 | 74441 |
| Council of Europe Development Bank, Sr. Unscd. Notes | 0.88 | 9/22/2026 | 50000 | 48209 |
| European Bank for Reconstruction & Development, Notes | 4.38 | 3/9/2028 | 728000 | 735818 |
| European Bank for Reconstruction & Development, Sr. Unscd. Notes | 4.25 | 3/13/2034 | 375000 | 372293 |
| European Investment Bank, Sr. Unscd. Bonds | 3.25 | 11/15/2027 | 645000 | 635172 |
| European Investment Bank, Sr. Unscd. Bonds | 3.63 | 7/15/2030 | 900000 | 885978 |
| European Investment Bank, Sr. Unscd. Bonds | 3.75 | 2/14/2033 | 100000 | 97109 |
| European Investment Bank, Sr. Unscd. Bonds<sup>(a)</sup> <br>| 3.88 | 6/15/2028 | 400000 | 399735 |

---

**57**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Supranational Bank — 1.3% (continued)** | **Supranational Bank — 1.3% (continued)** | **Supranational Bank — 1.3% (continued)** | **Supranational Bank — 1.3% (continued)** | **Supranational Bank — 1.3% (continued)** |
| European Investment Bank, Sr. Unscd. Bonds | 4.13 | 2/13/2034 | 715000 | 706481 |
| European Investment Bank, Sr. Unscd. Bonds | 4.25 | 8/16/2032 | 50000 | 50210 |
| European Investment Bank, Sr. Unscd. Bonds<sup>(a)</sup> <br>| 4.63 | 2/12/2035 | 500000 | 510207 |
| European Investment Bank, Sr. Unscd. Notes | 0.88 | 5/17/2030 | 700000 | 606199 |
| European Investment Bank, Sr. Unscd. Notes | 1.25 | 2/14/2031 | 100000 | 86320 |
| European Investment Bank, Sr. Unscd. Notes | 2.38 | 5/24/2027 | 150000 | 145720 |
| European Investment Bank, Sr. Unscd. Notes | 3.88 | 3/15/2028 | 100000 | 99914 |
| European Investment Bank, Sr. Unscd. Notes | 4.00 | 2/15/2029 | 325000 | 325750 |
| European Investment Bank, Sr. Unscd. Notes | 4.75 | 6/15/2029 | 1315000 | 1352813 |
| Inter-American Development Bank, Sr. Unscd. Bonds | 1.13 | 7/20/2028 | 535000 | 493249 |
| Inter-American Development Bank, Sr. Unscd. Bonds | 4.13 | 2/15/2029 | 400000 | 402229 |
| Inter-American Development Bank, Sr. Unscd. Notes | 1.13 | 1/13/2031 | 880000 | 754660 |
| Inter-American Development Bank, Sr. Unscd. Notes | 2.25 | 6/18/2029 | 255000 | 239332 |
| Inter-American Development Bank, Sr. Unscd. Notes | 3.50 | 9/14/2029 | 138000 | 135487 |
| Inter-American Development Bank, Sr. Unscd. Notes | 3.63 | 9/17/2031 | 700000 | 680999 |
| Inter-American Development Bank, Sr. Unscd. Notes | 3.88 | 10/28/2041 | 150000 | 131786 |
| Inter-American Development Bank, Sr. Unscd. Notes | 4.38 | 7/16/2035 | 200000 | 199410 |
| Inter-American Development Bank, Unscd. Bonds | 0.63 | 9/16/2027 | 115000 | 107210 |
| Inter-American Investment Corp., Sr. Unscd. Bonds | 3.63 | 2/17/2027 | 185000 | 183487 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 0.75 | 8/26/2030 | 575000 | 489803 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 1.25 | 2/10/2031 | 50000 | 43080 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 3.13 | 6/15/2027 | 1525000 | 1501385 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 3.88 | 10/16/2029 | 800000 | 796708 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 4.00 | 7/25/2030 | 155000 | 155054 |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 1.63 | 11/3/2031 | 2555000 | 2201988 |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 2.50 | 3/29/2032 | 400000 | 361457 |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 4.75 | 2/15/2035 | 160000 | 164149 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & Development, Sr. Unscd. Notes, Ser. <br> GDIF<br>| 2.50 | 11/22/2027 | 500000 | 483944 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & Development, Sr. Unscd. Notes, Ser. <br> GDIF<br>| 4.63 | 7/18/2028 | 300000 | 299803 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & Development, Sr. Unscd. Notes, Ser. <br> GDIF<br>| 5.10 | 4/5/2034 | 85000 | 84832 |
| International Finance Corp., Sr. Unscd. Notes | 0.75 | 10/8/2026 | 864000 | 830493 |
| International Finance Corp., Sr. Unscd. Notes | 0.75 | 8/27/2030 | 350000 | 298068 |
| International Finance Corp., Sr. Unscd. Notes | 4.38 | 1/15/2027 | 210000 | 210850 |
| International Finance Corp., Sr. Unscd. Notes | 4.50 | 7/13/2028 | 50000 | 50789 |
| The Asian Infrastructure Investment Bank, Sr. Unscd. Bonds | 4.13 | 1/18/2029 | 400000 | 402062 |
| The Asian Infrastructure Investment Bank, Sr. Unscd. Notes | 4.00 | 1/18/2028 | 110000 | 110195 |
| The Asian Infrastructure Investment Bank, Sr. Unscd. Notes | 4.88 | 9/14/2026 | 50000 | 50390 |
|  |  |  |  | **25685913** |
| **Technology Hardware & Equipment — .5%** | **Technology Hardware & Equipment — .5%** | **Technology Hardware & Equipment — .5%** | **Technology Hardware & Equipment — .5%** | **Technology Hardware & Equipment — .5%** |
| Accenture Capital, Inc., Gtd. Notes | 4.50 | 10/4/2034 | 200000 | 193475 |
| Amdocs Ltd., Sr. Unscd. Notes | 2.54 | 6/15/2030 | 140000 | 126358 |
| Apple, Inc., Sr. Unscd. Bonds | 4.75 | 5/12/2035 | 300000 | 302087 |
| Apple, Inc., Sr. Unscd. Notes | 1.25 | 8/20/2030 | 138000 | 119529 |
| Apple, Inc., Sr. Unscd. Notes | 1.40 | 8/5/2028 | 105000 | 97110 |
| Apple, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 1.65 | 5/11/2030 | 500000 | 444809 |
| Apple, Inc., Sr. Unscd. Notes | 1.70 | 8/5/2031 | 250000 | 216309 |
| Apple, Inc., Sr. Unscd. Notes | 2.20 | 9/11/2029 | 150000 | 138944 |
| Apple, Inc., Sr. Unscd. Notes | 2.38 | 2/8/2041 | 60000 | 41856 |

---

**58**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Technology Hardware & Equipment — .5% (continued)** | **Technology Hardware & Equipment — .5% (continued)** | **Technology Hardware & Equipment — .5% (continued)** | **Technology Hardware & Equipment — .5% (continued)** | **Technology Hardware & Equipment — .5% (continued)** |
| Apple, Inc., Sr. Unscd. Notes | 2.65 | 5/11/2050 | 485000 | 301085 |
| Apple, Inc., Sr. Unscd. Notes | 2.65 | 2/8/2051 | 381000 | 234818 |
| Apple, Inc., Sr. Unscd. Notes | 2.70 | 8/5/2051 | 370000 | 229872 |
| Apple, Inc., Sr. Unscd. Notes | 2.85 | 8/5/2061 | 100000 | 59260 |
| Apple, Inc., Sr. Unscd. Notes | 2.90 | 9/12/2027 | 62000 | 60562 |
| Apple, Inc., Sr. Unscd. Notes | 2.95 | 9/11/2049 | 150000 | 99916 |
| Apple, Inc., Sr. Unscd. Notes | 3.00 | 6/20/2027 | 260000 | 255066 |
| Apple, Inc., Sr. Unscd. Notes | 3.25 | 8/8/2029 | 166000 | 160702 |
| Apple, Inc., Sr. Unscd. Notes | 3.35 | 2/9/2027 | 281000 | 277856 |
| Apple, Inc., Sr. Unscd. Notes | 3.35 | 8/8/2032 | 155000 | 145486 |
| Apple, Inc., Sr. Unscd. Notes | 3.85 | 5/4/2043 | 411000 | 341866 |
| Apple, Inc., Sr. Unscd. Notes | 3.85 | 8/4/2046 | 166000 | 133458 |
| Apple, Inc., Sr. Unscd. Notes | 3.95 | 8/8/2052 | 25000 | 19826 |
| Apple, Inc., Sr. Unscd. Notes | 4.00 | 5/10/2028 | 250000 | 249862 |
| Apple, Inc., Sr. Unscd. Notes | 4.15 | 5/10/2030 | 116000 | 116519 |
| Apple, Inc., Sr. Unscd. Notes | 4.20 | 5/12/2030 | 200000 | 200199 |
| Apple, Inc., Sr. Unscd. Notes | 4.50 | 5/12/2032 | 200000 | 201170 |
| Apple, Inc., Sr. Unscd. Notes | 4.65 | 2/23/2046 | 207000 | 187929 |
| Apple, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.85 | 5/10/2053 | 85000 | 80391 |
| CGI, Inc., Sr. Unscd. Notes | 1.45 | 9/14/2026 | 115000 | 111091 |
| Dell International LLC/EMC Corp., Gtd. Notes | 3.38 | 12/15/2041 | 48000 | 35872 |
| Dell International LLC/EMC Corp., Gtd. Notes | 3.45 | 12/15/2051 | 40000 | 27258 |
| Dell International LLC/EMC Corp., Sr. Unscd. Notes | 4.90 | 10/1/2026 | 121000 | 121385 |
| Dell International LLC/EMC Corp., Sr. Unscd. Notes | 5.30 | 10/1/2029 | 168000 | 172490 |
| Dell International LLC/EMC Corp., Sr. Unscd. Notes | 6.20 | 7/15/2030 | 110000 | 117301 |
| Dell International LLC/EMC Corp., Sr. Unscd. Notes | 8.35 | 7/15/2046 | 100000 | 127178 |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 4.55 | 10/15/2029 | 500000 | 496964 |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 5.60 | 10/15/2054 | 350000 | 322220 |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 6.20 | 10/15/2035 | 101000 | 106525 |
| HP, Inc., Sr. Unscd. Notes | 3.00 | 6/17/2027 | 397000 | 386905 |
| HP, Inc., Sr. Unscd. Notes | 4.75 | 1/15/2028 | 20000 | 20180 |
| International Business Machines Corp., Sr. Unscd. Notes | 1.70 | 5/15/2027 | 50000 | 47777 |
| International Business Machines Corp., Sr. Unscd. Notes | 2.95 | 5/15/2050 | 345000 | 217183 |
| International Business Machines Corp., Sr. Unscd. Notes | 3.30 | 1/27/2027 | 315000 | 310350 |
| International Business Machines Corp., Sr. Unscd. Notes | 3.43 | 2/9/2052 | 50000 | 34008 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.00 | 6/20/2042 | 140000 | 115501 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.15 | 7/27/2027 | 357000 | 356587 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.15 | 5/15/2039 | 189900 | 166253 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.50 | 2/6/2028 | 215000 | 215954 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.70 | 2/19/2046 | 160000 | 140125 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.90 | 7/27/2052 | 200000 | 175795 |
| International Business Machines Corp., Sr. Unscd. Notes | 5.10 | 2/6/2053 | 65000 | 58732 |
| International Business Machines Corp., Sr. Unscd. Notes | 7.13 | 12/1/2096 | 125000 | 148891 |
| Kyndryl Holdings, Inc., Sr. Unscd. Notes | 2.70 | 10/15/2028 | 50000 | 47091 |
| Kyndryl Holdings, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 6.35 | 2/20/2034 | 300000 | 316541 |
| Leidos, Inc., Gtd. Notes | 5.50 | 3/15/2035 | 100000 | 100805 |
| Teledyne FLIR LLC, Sr. Unscd. Notes | 2.50 | 8/1/2030 | 25000 | 22602 |
| Western Digital Corp., Sr. Scd. Notes | 2.85 | 2/1/2029 | 135000 | 125597 |
| Western Digital Corp., Sr. Scd. Notes | 3.10 | 2/1/2032 | 50000 | 44352 |
|  |  |  |  | **9725833** |

---

**59**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Telecommunication Services — 1.0%** | **Telecommunication Services — 1.0%** | **Telecommunication Services — 1.0%** | **Telecommunication Services — 1.0%** | **Telecommunication Services — 1.0%** |
| America Movil SAB de CV, Gtd. Notes | 6.13 | 3/30/2040 | 200000 | 207760 |
| America Movil SAB de CV, Sr. Unscd. Notes | 4.38 | 7/16/2042 | 305000 | 256348 |
| AT&T, Inc., Sr. Unscd. Bonds | 5.65 | 2/15/2047 | 50000 | 49695 |
| AT&T, Inc., Sr. Unscd. Notes | 1.65 | 2/1/2028 | 305000 | 285537 |
| AT&T, Inc., Sr. Unscd. Notes | 2.25 | 2/1/2032 | 75000 | 64392 |
| AT&T, Inc., Sr. Unscd. Notes | 2.55 | 12/1/2033 | 382000 | 318597 |
| AT&T, Inc., Sr. Unscd. Notes | 3.10 | 2/1/2043 | 60000 | 43299 |
| AT&T, Inc., Sr. Unscd. Notes | 3.30 | 2/1/2052 | 200000 | 130796 |
| AT&T, Inc., Sr. Unscd. Notes | 3.50 | 9/15/2053 | 470000 | 317058 |
| AT&T, Inc., Sr. Unscd. Notes | 3.55 | 9/15/2055 | 493000 | 330616 |
| AT&T, Inc., Sr. Unscd. Notes | 3.65 | 6/1/2051 | 150000 | 105710 |
| AT&T, Inc., Sr. Unscd. Notes | 3.65 | 9/15/2059 | 350000 | 233377 |
| AT&T, Inc., Sr. Unscd. Notes | 3.80 | 2/15/2027 | 65000 | 64384 |
| AT&T, Inc., Sr. Unscd. Notes | 3.80 | 12/1/2057 | 615000 | 428309 |
| AT&T, Inc., Sr. Unscd. Notes | 3.85 | 6/1/2060 | 105000 | 72687 |
| AT&T, Inc., Sr. Unscd. Notes | 4.10 | 2/15/2028 | 165000 | 163810 |
| AT&T, Inc., Sr. Unscd. Notes | 4.35 | 3/1/2029 | 400000 | 398753 |
| AT&T, Inc., Sr. Unscd. Notes | 4.50 | 3/9/2048 | 75000 | 61961 |
| AT&T, Inc., Sr. Unscd. Notes | 4.55 | 3/9/2049 | 50000 | 41406 |
| AT&T, Inc., Sr. Unscd. Notes | 4.75 | 5/15/2046 | 700000 | 610150 |
| AT&T, Inc., Sr. Unscd. Notes | 5.15 | 3/15/2042 | 219000 | 204464 |
| AT&T, Inc., Sr. Unscd. Notes | 5.25 | 3/1/2037 | 250000 | 247857 |
| AT&T, Inc., Sr. Unscd. Notes | 5.40 | 2/15/2034 | 508000 | 519287 |
| British Telecommunications PLC, Sr. Unscd. Notes | 5.13 | 12/4/2028 | 100000 | 101706 |
| Cisco Systems, Inc., Sr. Unscd. Notes | 5.35 | 2/26/2064 | 732000 | 704252 |
| Cisco Systems, Inc., Sr. Unscd. Notes | 5.50 | 1/15/2040 | 125000 | 127926 |
| Corning, Inc., Sr. Unscd. Notes | 3.90 | 11/15/2049 | 50000 | 37742 |
| Corning, Inc., Sr. Unscd. Notes | 5.35 | 11/15/2048 | 50000 | 46713 |
| Corning, Inc., Sr. Unscd. Notes | 5.45 | 11/15/2079 | 197000 | 178894 |
| Corning, Inc., Sr. Unscd. Notes | 5.85 | 11/15/2068 | 55000 | 52677 |
| Deutsche Telekom International Finance BV, Gtd. Bonds | 8.75 | 6/15/2030 | 50000 | 58634 |
| Deutsche Telekom International Finance BV, Gtd. Bonds | 9.25 | 6/1/2032 | 100000 | 124157 |
| Juniper Networks, Inc., Sr. Unscd. Notes | 2.00 | 12/10/2030 | 110000 | 95210 |
| Juniper Networks, Inc., Sr. Unscd. Notes | 3.75 | 8/15/2029 | 40000 | 38708 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 2.30 | 11/15/2030 | 292000 | 259135 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 4.60 | 2/23/2028 | 20000 | 20080 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 4.85 | 8/15/2030 | 500000 | 503392 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 5.00 | 4/15/2029 | 600000 | 608385 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 5.55 | 8/15/2035 | 300000 | 306063 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 5.60 | 6/1/2032 | 99000 | 102716 |
| Nokia OYJ, Sr. Unscd. Notes | 4.38 | 6/12/2027 | 85000 | 84234 |
| Nokia OYJ, Sr. Unscd. Notes | 6.63 | 5/15/2039 | 210000 | 213940 |
| Orange SA, Sr. Unscd. Notes | 5.38 | 1/13/2042 | 67000 | 64871 |
| Orange SA, Sr. Unscd. Notes | 9.00 | 3/1/2031 | 295000 | 355804 |
| Rogers Communications, Inc., Gtd. Notes | 3.20 | 3/15/2027 | 250000 | 244829 |
| Rogers Communications, Inc., Gtd. Notes | 4.50 | 3/15/2042 | 500000 | 427934 |
| Sprint Capital Corp., Gtd. Notes | 6.88 | 11/15/2028 | 310000 | 331409 |
| Sprint Capital Corp., Gtd. Notes | 8.75 | 3/15/2032 | 35000 | 42286 |
| Telefonica Emisiones SA, Gtd. Notes | 4.90 | 3/6/2048 | 200000 | 168347 |
| Telefonica Emisiones SA, Gtd. Notes | 5.52 | 3/1/2049 | 130000 | 118710 |

---

**60**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** |
| Telefonica Emisiones SA, Gtd. Notes | 7.05 | 6/20/2036 | 120000 | 132727 |
| Telefonica Europe BV, Gtd. Notes | 8.25 | 9/15/2030 | 91000 | 104546 |
| TELUS Corp., Sr. Unscd. Notes | 3.70 | 9/15/2027 | 109000 | 107124 |
| The Bell Telephone Company of Canada or Bell Canada, Gtd. Notes | 4.46 | 4/1/2048 | 74000 | 59595 |
| T-Mobile USA, Inc., Gtd. Notes | 2.05 | 2/15/2028 | 520000 | 490888 |
| T-Mobile USA, Inc., Gtd. Notes | 2.40 | 3/15/2029 | 100000 | 92966 |
| T-Mobile USA, Inc., Gtd. Notes | 2.55 | 2/15/2031 | 391000 | 349277 |
| T-Mobile USA, Inc., Gtd. Notes | 2.70 | 3/15/2032 | 109000 | 95710 |
| T-Mobile USA, Inc., Gtd. Notes | 2.88 | 2/15/2031 | 150000 | 136360 |
| T-Mobile USA, Inc., Gtd. Notes | 3.00 | 2/15/2041 | 190000 | 138795 |
| T-Mobile USA, Inc., Gtd. Notes | 3.30 | 2/15/2051 | 260000 | 172315 |
| T-Mobile USA, Inc., Gtd. Notes | 3.40 | 10/15/2052 | 25000 | 16665 |
| T-Mobile USA, Inc., Gtd. Notes | 3.60 | 11/15/2060 | 95000 | 62531 |
| T-Mobile USA, Inc., Gtd. Notes | 3.75 | 4/15/2027 | 285000 | 281684 |
| T-Mobile USA, Inc., Gtd. Notes | 4.38 | 4/15/2040 | 315000 | 277941 |
| T-Mobile USA, Inc., Gtd. Notes | 4.50 | 4/15/2050 | 95000 | 78052 |
| T-Mobile USA, Inc., Gtd. Notes | 4.80 | 7/15/2028 | 368000 | 372419 |
| T-Mobile USA, Inc., Gtd. Notes | 4.95 | 3/15/2028 | 120000 | 121468 |
| T-Mobile USA, Inc., Gtd. Notes | 5.05 | 7/15/2033 | 103000 | 103264 |
| T-Mobile USA, Inc., Gtd. Notes | 5.15 | 4/15/2034 | 300000 | 301646 |
| T-Mobile USA, Inc., Gtd. Notes | 5.65 | 1/15/2053 | 403000 | 388499 |
| T-Mobile USA, Inc., Gtd. Notes | 5.75 | 1/15/2034 | 260000 | 271428 |
| T-Mobile USA, Inc., Gtd. Notes | 5.75 | 1/15/2054 | 75000 | 73276 |
| T-Mobile USA, Inc., Gtd. Notes | 5.80 | 9/15/2062 | 166000 | 161662 |
| T-Mobile USA, Inc., Gtd. Notes | 6.00 | 6/15/2054 | 99000 | 100087 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 1.50 | 9/18/2030 | 205000 | 176334 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 1.68 | 10/30/2030 | 140000 | 121266 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 1.75 | 1/20/2031 | 30000 | 25804 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.10 | 3/22/2028 | 325000 | 307241 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.36 | 3/15/2032 | 455000 | 391175 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.85 | 9/3/2041 | 50000 | 35330 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.88 | 11/20/2050 | 435000 | 269663 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.00 | 11/20/2060 | 554000 | 325773 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.15 | 3/22/2030 | 50000 | 47152 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.40 | 3/22/2041 | 210000 | 162198 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.55 | 3/22/2051 | 85000 | 60477 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.70 | 3/22/2061 | 140000 | 96199 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.88 | 2/8/2029 | 161000 | 158474 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.88 | 3/1/2052 | 30000 | 22243 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.02 | 12/3/2029 | 250000 | 245636 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.33 | 9/21/2028 | 603000 | 602234 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.50 | 8/10/2033 | 50000 | 48365 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.52 | 9/15/2048 | 194000 | 161939 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.78 | 2/15/2035 | 250000 | 242334 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.81 | 3/15/2039 | 500000 | 465939 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.86 | 8/21/2046 | 50000 | 44356 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.01 | 8/21/2054 | 34000 | 30196 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.05 | 5/9/2033 | 165000 | 166363 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.25 | 3/16/2037 | 200000 | 198271 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.50 | 3/16/2047 | 40000 | 38546 |

---

**61**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.85 | 9/15/2035 | 310000 | 326044 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 6.55 | 9/15/2043 | 260000 | 283226 |
| Vodafone Group PLC, Sr. Unscd. Notes | 5.63 | 2/10/2053 | 200000 | 188862 |
| Vodafone Group PLC, Sr. Unscd. Notes | 5.75 | 2/10/2063 | 55000 | 51661 |
|  |  |  |  | **20359233** |
| **Transportation — .5%** | **Transportation — .5%** | **Transportation — .5%** | **Transportation — .5%** | **Transportation — .5%** |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 3.90 | 8/1/2046 | 165000 | 130490 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 4.15 | 12/15/2048 | 90000 | 72827 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 4.45 | 1/15/2053 | 155000 | 128783 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 4.55 | 9/1/2044 | 222000 | 194934 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 5.75 | 5/1/2040 | 70000 | 72495 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 6.15 | 5/1/2037 | 315000 | 341996 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Notes | 4.45 | 3/15/2043 | 113000 | 98621 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Notes | 4.70 | 9/1/2045 | 40000 | 35761 |
| Canadian National Railway Co., Sr. Unscd. Notes | 2.45 | 5/1/2050 | 100000 | 58506 |
| Canadian National Railway Co., Sr. Unscd. Notes | 4.45 | 1/20/2049 | 100000 | 85557 |
| Canadian National Railway Co., Sr. Unscd. Notes | 6.20 | 6/1/2036 | 115000 | 126315 |
| Canadian National Railway Co., Sr. Unscd. Notes | 6.25 | 8/1/2034 | 200000 | 219521 |
| Canadian Pacific Railway Co., Gtd. Notes | 2.88 | 11/15/2029 | 193000 | 180551 |
| Canadian Pacific Railway Co., Gtd. Notes | 4.00 | 6/1/2028 | 18000 | 17826 |
| Canadian Pacific Railway Co., Gtd. Notes | 4.80 | 8/1/2045 | 50000 | 44562 |
| Canadian Pacific Railway Co., Gtd. Notes | 4.95 | 8/15/2045 | 226000 | 204992 |
| Canadian Pacific Railway Co., Gtd. Notes | 6.13 | 9/15/2115 | 205000 | 208081 |
| CSX Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.40 | 2/15/2030 | 400000 | 368205 |
| CSX Corp., Sr. Unscd. Notes | 3.25 | 6/1/2027 | 40000 | 39241 |
| CSX Corp., Sr. Unscd. Notes | 3.35 | 9/15/2049 | 175000 | 121267 |
| CSX Corp., Sr. Unscd. Notes | 3.80 | 4/15/2050 | 95000 | 71297 |
| CSX Corp., Sr. Unscd. Notes | 4.10 | 11/15/2032 | 100000 | 96457 |
| CSX Corp., Sr. Unscd. Notes | 4.10 | 3/15/2044 | 110000 | 90585 |
| CSX Corp., Sr. Unscd. Notes | 4.50 | 11/15/2052 | 100000 | 83567 |
| CSX Corp., Sr. Unscd. Notes | 4.75 | 11/15/2048 | 13000 | 11425 |
| CSX Corp., Sr. Unscd. Notes | 5.20 | 11/15/2033 | 200000 | 205906 |
| CSX Corp., Sr. Unscd. Notes | 6.22 | 4/30/2040 | 20000 | 21500 |
| FedEx Corp., Gtd. Bonds<sup>(c)</sup> <br>| 4.90 | 1/15/2034 | 130000 | 125766 |
| FedEx Corp., Gtd. Notes | 3.10 | 8/5/2029 | 50000 | 47299 |
| FedEx Corp., Gtd. Notes<sup>(c)</sup> <br>| 3.10 | 8/5/2029 | 120000 | 113095 |
| FedEx Corp., Gtd. Notes<sup>(c)</sup> <br>| 3.25 | 5/15/2041 | 120000 | 85706 |
| FedEx Corp., Gtd. Notes<sup>(c)</sup> <br>| 3.88 | 8/1/2042 | 275000 | 208775 |
| FedEx Corp., Gtd. Notes<sup>(c)</sup> <br>| 4.05 | 2/15/2048 | 95000 | 69914 |
| FedEx Corp., Gtd. Notes | 4.25 | 5/15/2030 | 150000 | 148528 |
| FedEx Corp., Gtd. Notes<sup>(c)</sup> <br>| 4.40 | 1/15/2047 | 70000 | 54836 |
| FedEx Corp., Gtd. Notes<sup>(c)</sup> <br>| 4.55 | 4/1/2046 | 35000 | 28361 |
| FedEx Corp., Gtd. Notes | 4.75 | 11/15/2045 | 200000 | 164496 |
| FedEx Corp., Gtd. Notes<sup>(c)</sup> <br>| 4.75 | 11/15/2045 | 15000 | 12480 |
| FedEx Corp., Gtd. Notes<sup>(c)</sup> <br>| 5.10 | 1/15/2044 | 59000 | 51794 |
| Kirby Corp., Sr. Unscd. Notes | 4.20 | 3/1/2028 | 65000 | 64263 |
| Norfolk Southern Corp., Sr. Unscd. Bonds | 4.84 | 10/1/2041 | 50000 | 45844 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 2.55 | 11/1/2029 | 189000 | 175493 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 3.05 | 5/15/2050 | 338000 | 220354 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 4.05 | 8/15/2052 | 145000 | 112612 |

---

**62**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Transportation — .5% (continued)** | **Transportation — .5% (continued)** | **Transportation — .5% (continued)** | **Transportation — .5% (continued)** | **Transportation — .5% (continued)** |
| Norfolk Southern Corp., Sr. Unscd. Notes | 4.15 | 2/28/2048 | 50000 | 39949 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 4.45 | 3/1/2033 | 110000 | 107370 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 4.45 | 6/15/2045 | 25000 | 21352 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 4.55 | 6/1/2053 | 114000 | 95803 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 5.35 | 8/1/2054 | 60000 | 57067 |
| Ryder System, Inc., Sr. Unscd. Notes | 5.25 | 6/1/2028 | 175000 | 178828 |
| Ryder System, Inc., Sr. Unscd. Notes | 5.65 | 3/1/2028 | 45000 | 46340 |
| Union Pacific Corp., Sr. Unscd. Notes | 2.38 | 5/20/2031 | 100000 | 89432 |
| Union Pacific Corp., Sr. Unscd. Notes | 2.40 | 2/5/2030 | 164000 | 150694 |
| Union Pacific Corp., Sr. Unscd. Notes | 2.80 | 2/14/2032 | 190000 | 170812 |
| Union Pacific Corp., Sr. Unscd. Notes | 2.97 | 9/16/2062 | 266000 | 153315 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.25 | 2/5/2050 | 75000 | 51104 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.35 | 8/15/2046 | 40000 | 28598 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.50 | 2/14/2053 | 250000 | 175238 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.55 | 8/15/2039 | 128000 | 106285 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.70 | 3/1/2029 | 38000 | 37239 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.75 | 2/5/2070 | 100000 | 67413 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.85 | 2/14/2072 | 15000 | 10272 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.95 | 9/10/2028 | 95000 | 94173 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.95 | 8/15/2059 | 230000 | 168268 |
| Union Pacific Corp., Sr. Unscd. Notes | 4.05 | 3/1/2046 | 125000 | 100240 |
| Union Pacific Corp., Sr. Unscd. Notes | 4.10 | 9/15/2067 | 15000 | 10992 |
| Union Pacific Corp., Sr. Unscd. Notes | 4.30 | 3/1/2049 | 85000 | 69457 |
| Union Pacific Corp., Sr. Unscd. Notes | 4.95 | 5/15/2053 | 10000 | 8996 |
| Union Pacific Corp., Sr. Unscd. Notes | 6.63 | 2/1/2029 | 50000 | 53728 |
| United Parcel Service, Inc., Sr. Unscd. Bonds<sup>(a)</sup> <br>| 5.25 | 5/14/2035 | 100000 | 101642 |
| United Parcel Service, Inc., Sr. Unscd. Bonds | 5.95 | 5/14/2055 | 100000 | 101665 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 2.50 | 9/1/2029 | 200000 | 186498 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 3.05 | 11/15/2027 | 148000 | 144280 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 4.25 | 3/15/2049 | 202000 | 162851 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 4.45 | 4/1/2030 | 600000 | 603725 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 4.88 | 3/3/2033 | 227000 | 229559 |
| United Parcel Service, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.30 | 4/1/2050 | 135000 | 126088 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 6.05 | 5/14/2065 | 100000 | 101763 |
|  |  |  |  | **8911920** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K057, Cl. A2<sup>(e)</sup> <br>| 2.57 | 7/25/2026 | 115375 | 113412 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K058, Cl. AM<sup>(e)</sup> <br>| 2.72 | 8/25/2026 | 90000 | 88279 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K064, Cl. A2<sup>(e)</sup> <br>| 3.22 | 3/25/2027 | 20000 | 19654 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K065, Cl. AM<sup>(e)</sup> <br>| 3.33 | 5/25/2027 | 120000 | 117768 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K069, Cl. A2<sup>(e)</sup> <br>| 3.19 | 9/25/2027 | 146943 | 143681 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K072, Cl. A1<sup>(e)</sup> <br>| 3.25 | 11/25/2027 | 46410 | 45719 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K072, Cl. A2<sup>(e)</sup> <br>| 3.44 | 12/25/2027 | 160000 | 156985 |

---

**63**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K077, Cl. A1<sup>(e)</sup> <br>| 3.70 | 3/25/2028 | 14343 | 14193 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K077, Cl. A2<sup>(e)</sup> <br>| 3.85 | 5/25/2028 | 50000 | 49456 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K079, Cl. A2<sup>(e)</sup> <br>| 3.93 | 6/25/2028 | 322000 | 319069 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K081, Cl. AM<sup>(e)</sup> <br>| 3.90 | 8/25/2028 | 50000 | 49387 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K082, Cl. A2<sup>(e)</sup> <br>| 3.92 | 9/25/2028 | 350000 | 346664 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K087, Cl. A2<sup>(e)</sup> <br>| 3.77 | 12/25/2028 | 130000 | 128140 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K089, Cl. AM<sup>(e)</sup> <br>| 3.63 | 1/25/2029 | 410000 | 400723 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K099, Cl. A2<sup>(e)</sup> <br>| 2.60 | 9/25/2029 | 40000 | 37534 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K101, Cl. A2<sup>(e)</sup> <br>| 2.52 | 10/25/2029 | 10000 | 9339 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K105, Cl. A2<sup>(e)</sup> <br>| 1.87 | 1/25/2030 | 90000 | 81384 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K106, Cl. A1<sup>(e)</sup> <br>| 1.78 | 10/25/2029 | 31032 | 29339 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K109, Cl. A2<sup>(e)</sup> <br>| 1.56 | 4/25/2030 | 450000 | 399028 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K110, Cl. A1<sup>(e)</sup> <br>| 1.02 | 9/25/2029 | 119885 | 111403 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K116, Cl. A2<sup>(e)</sup> <br>| 1.38 | 7/25/2030 | 320000 | 278843 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K117, Cl. A2<sup>(e)</sup> <br>| 1.41 | 8/25/2030 | 130000 | 113161 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K118, Cl. A2<sup>(e)</sup> <br>| 1.49 | 9/25/2030 | 280000 | 244217 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K121, Cl. A2<sup>(e)</sup> <br>| 1.55 | 10/25/2030 | 140000 | 121933 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K123, Cl. A2<sup>(e)</sup> <br>| 1.62 | 12/25/2030 | 200000 | 174406 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K124, Cl. A2<sup>(e)</sup> <br>| 1.66 | 12/25/2030 | 1300000 | 1133703 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K126, Cl. A2<sup>(e)</sup> <br>| 2.07 | 1/25/2031 | 50000 | 44554 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K134, Cl. A2<sup>(e)</sup> <br>| 2.24 | 10/25/2031 | 125000 | 110268 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K135, Cl. A2<sup>(e)</sup> <br>| 2.15 | 10/25/2031 | 200000 | 175578 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K136, Cl. A2<sup>(e)</sup> <br>| 2.13 | 11/25/2031 | 120000 | 104919 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K137, Cl. A2<sup>(e)</sup> <br>| 2.35 | 11/25/2031 | 400000 | 353981 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K142, Cl. A2<sup>(e)</sup> <br>| 2.40 | 3/25/2032 | 30000 | 26488 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K1510, Cl. A2<sup>(e)</sup> <br>| 3.72 | 1/25/2031 | 145000 | 140214 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K1513, Cl. A3<sup>(e)</sup> <br>| 2.80 | 8/25/2034 | 20000 | 17202 |

---

**64**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K1515, Cl. A2<sup>(e)</sup> <br>| 1.94 | 2/25/2035 | 410000 | 325510 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K152, Cl. A1<sup>(e)</sup> <br>| 2.83 | 5/25/2030 | 30788 | 29595 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K153, Cl. A3<sup>(e)</sup> <br>| 3.12 | 10/25/2031 | 50000 | 46476 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K154, Cl. A3<sup>(e)</sup> <br>| 3.46 | 11/25/2032 | 555000 | 519145 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K155, Cl. AM<sup>(e)</sup> <br>| 4.25 | 4/25/2033 | 250000 | 243413 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K157, Cl. A2<sup>(e)</sup> <br>| 3.99 | 5/25/2033 | 260000 | 255518 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K157, Cl. A2<sup>(e)</sup> <br>| 4.20 | 5/25/2033 | 100000 | 97525 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K158, Cl. A2<sup>(e)</sup> <br>| 4.05 | 7/25/2033 | 413000 | 398350 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K159, Cl. A2<sup>(e)</sup> <br>| 4.50 | 7/25/2033 | 250000 | 248384 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K161, Cl. A2<sup>(e)</sup> <br>| 4.90 | 10/25/2033 | 700000 | 712857 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K162, Cl. A2<sup>(e)</sup> <br>| 5.15 | 12/25/2033 | 390000 | 403337 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K163, Cl. A2<sup>(e)</sup> <br>| 5.00 | 3/25/2034 | 300000 | 307292 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K508, Cl. A2<sup>(e)</sup> <br>| 4.74 | 8/25/2028 | 100000 | 101132 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K509, Cl. A2<sup>(e)</sup> <br>| 4.85 | 9/25/2028 | 210000 | 213119 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K518, Cl. A2<sup>(e)</sup> <br>| 5.40 | 1/25/2029 | 200000 | 206524 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K520, Cl. A2<sup>(e)</sup> <br>| 5.18 | 3/25/2029 | 100000 | 102704 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K736, Cl. A2<sup>(e)</sup> <br>| 2.28 | 7/25/2026 | 44550 | 43701 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K743, Cl. A2<sup>(e)</sup> <br>| 1.77 | 5/25/2028 | 75000 | 70200 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K747, Cl. AM<sup>(e)</sup> <br>| 1.75 | 12/25/2028 | 1000000 | 921514 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K749, Cl. A1<sup>(e)</sup> <br>| 2.29 | 9/25/2028 | 173646 | 168014 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K754, Cl. A2<sup>(e)</sup> <br>| 4.94 | 11/25/2030 | 150000 | 153745 |
| Federal National Mortgage Association, ACES, Ser. 2017-M13, Cl. A2<sup>(e)</sup> <br>| 2.93 | 9/25/2027 | 199957 | 194693 |
| Federal National Mortgage Association, ACES, Ser. 2018-M1, Cl. A2<sup>(e)</sup> <br>| 2.99 | 12/25/2027 | 31251 | 30413 |
| Federal National Mortgage Association, ACES, Ser. 2018-M12, Cl. A2<sup>(e)</sup> <br>| 3.63 | 8/25/2030 | 600000 | 581865 |
| Federal National Mortgage Association, ACES, Ser. 2018-M13, Cl. A2<sup>(e)</sup> <br>| 3.74 | 9/25/2030 | 7352 | 7164 |
| Federal National Mortgage Association, ACES, Ser. 2019-M1, Cl. A2<sup>(e)</sup> <br>| 3.54 | 9/25/2028 | 20639 | 20252 |
| Federal National Mortgage Association, ACES, Ser. 2019-M12, Cl. A2<sup>(e)</sup> <br>| 2.89 | 6/25/2029 | 96455 | 91979 |
| Federal National Mortgage Association, ACES, Ser. 2019-M22, Cl. A2<sup>(e)</sup> <br>| 2.52 | 8/25/2029 | 35107 | 32953 |
| Federal National Mortgage Association, ACES, Ser. 2019-M25, Cl. A2<sup>(e)</sup> <br>| 2.33 | 11/25/2029 | 707233 | 656650 |
| Federal National Mortgage Association, ACES, Ser. 2019-M5, Cl. A2<sup>(e)</sup> <br>| 3.27 | 2/25/2029 | 37127 | 36005 |
| Federal National Mortgage Association, ACES, Ser. 2019-M7, Cl. A2<sup>(e)</sup> <br>| 3.14 | 4/25/2029 | 15489 | 14909 |
| Federal National Mortgage Association, ACES, Ser. 2020-M1, Cl. A1<sup>(e)</sup> <br>| 2.15 | 10/25/2029 | 12116 | 11734 |

---

**65**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** |
| Federal National Mortgage Association, ACES, Ser. 2020-M1, Cl. A2<sup>(e)</sup> <br>| 2.44 | 10/25/2029 | 200000 | 186133 |
| Federal National Mortgage Association, ACES, Ser. 2020-M42, Cl. A2<sup>(e)</sup> <br>| 1.27 | 7/25/2030 | 500000 | 434034 |
| Federal National Mortgage Association, ACES, Ser. 2021-M13, Cl. 2A1<sup>(e)</sup> <br>| 1.49 | 11/25/2032 | 63572 | 58017 |
| Federal National Mortgage Association, ACES, Ser. 2021-M1G, Cl. A2<sup>(e)</sup> <br>| 1.47 | 11/25/2030 | 60000 | 51778 |
| Federal National Mortgage Association, ACES, Ser. 2022-M11, Cl. A2<sup>(e)</sup> <br>| 2.97 | 10/25/2027 | 138848 | 135227 |
| Federal National Mortgage Association, ACES, Ser. 2022-M13, Cl. A2<sup>(e)</sup> <br>| 2.59 | 6/25/2032 | 240000 | 213243 |
| Federal National Mortgage Association, ACES, Ser. 2022-M3, Cl. A2<sup>(e)</sup> <br>| 1.71 | 11/25/2031 | 100000 | 84787 |
| Federal National Mortgage Association, ACES, Ser. 2023-M8, Cl. A2<sup>(e)</sup> <br>| 4.48 | 3/25/2033 | 500000 | 496640 |
|  |  |  |  | **14607155** |
| **U.S. Government Agencies Mortgage-Backed — 24.3%** | **U.S. Government Agencies Mortgage-Backed — 24.3%** | **U.S. Government Agencies Mortgage-Backed — 24.3%** | **U.S. Government Agencies Mortgage-Backed — 24.3%** | **U.S. Government Agencies Mortgage-Backed — 24.3%** |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |
| 1.00%, 10/1/2036<sup>(e)</sup> <br>|  |  | 51078 | 43712 |
| 1.50%, 11/1/2035-11/1/2051<sup>(e)</sup> <br>|  |  | 8987877 | 7259833 |
| 2.00%, 8/1/2035-8/1/2052<sup>(e)</sup> <br>|  |  | 32865379 | 26363945 |
| 2.50%, 9/1/2027-10/1/2053<sup>(e)</sup> <br>|  |  | 26294949 | 21984028 |
| 3.00%, 2/1/2031-9/1/2053<sup>(e)</sup> <br>|  |  | 11532395 | 10174149 |
| 3.50%, 2/1/2033-8/1/2053<sup>(e)</sup> <br>|  |  | 10003435 | 9079123 |
| 4.00%, 7/1/2029-3/1/2055<sup>(e)</sup> <br>|  |  | 4557883 | 4244765 |
| 4.50%, 5/1/2038-2/1/2055<sup>(e)</sup> <br>|  |  | 5737228 | 5479335 |
| 5.00%, 10/1/2038-2/1/2055<sup>(e)</sup> <br>|  |  | 8876113 | 8674623 |
| 5.50%, 8/1/2038-6/1/2055<sup>(e)</sup> <br>|  |  | 14391736 | 14352232 |
| 6.00%, 11/1/2052-2/1/2055<sup>(e)</sup> <br>|  |  | 10838891 | 11016285 |
| 6.50%, 10/1/2053-10/1/2054<sup>(e)</sup> <br>|  |  | 3525990 | 3640564 |
| 7.00%, 12/1/2053<sup>(e)</sup> <br>|  |  | 634096 | 665794 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |
| 1.50%<sup>(e),(f)</sup> <br>|  |  | 100000 | 88271 |
| 1.50%, 10/1/2035-4/1/2052<sup>(e)</sup> <br>|  |  | 14563226 | 11806298 |
| 2.00%<sup>(e),(f)</sup> <br>|  |  | 200000 | 162707 |
| 2.00%, 8/1/2030-6/1/2052<sup>(e)</sup> <br>|  |  | 75731982 | 61408807 |
| 2.50%<sup>(e),(f)</sup> <br>|  |  | 350000 | 289482 |
| 2.50%, 6/1/2028-9/1/2052<sup>(e)</sup> <br>|  |  | 46018196 | 38568080 |
| 3.00%<sup>(e),(f)</sup> <br>|  |  | 500000 | 427954 |
| 3.00%, 11/1/2026-3/1/2053<sup>(e)</sup> <br>|  |  | 30035790 | 26366220 |
| 3.50%<sup>(e),(f)</sup> <br>|  |  | 500000 | 446760 |
| 3.50%, 8/1/2030-2/1/2055<sup>(e)</sup> <br>|  |  | 17099294 | 15614534 |
| 4.00%<sup>(e),(f)</sup> <br>|  |  | 1325000 | 1235302 |
| 4.00%, 4/1/2034-5/1/2055<sup>(e)</sup> <br>|  |  | 16627353 | 15585152 |
| 4.50%<sup>(e),(f)</sup> <br>|  |  | 1225000 | 1179803 |
| 4.50%, 11/1/2037-9/1/2053<sup>(e)</sup> <br>|  |  | 9820109 | 9433784 |
| 5.00%<sup>(e),(f)</sup> <br>|  |  | 3225000 | 3160829 |
| 5.00%, 9/1/2039-1/1/2055<sup>(e)</sup> <br>|  |  | 10045988 | 9857960 |
| 5.50%<sup>(e),(f)</sup> <br>|  |  | 7050000 | 7023968 |
| 5.50%, 10/1/2035-2/1/2055<sup>(e)</sup> <br>|  |  | 8528965 | 8529654 |
| 6.00%<sup>(e),(f)</sup> <br>|  |  | 7150000 | 7250397 |
| 6.00%, 6/1/2038-4/1/2055<sup>(e)</sup> <br>|  |  | 10198079 | 10379577 |
| 6.50%<sup>(e),(f)</sup> <br>|  |  | 4525000 | 4665989 |
| 6.50%, 7/1/2053-6/1/2055<sup>(e)</sup> <br>|  |  | 5119100 | 5287889 |
| 7.00%<sup>(e),(f)</sup> <br>|  |  | 2400000 | 2521372 |
| 7.00%, 1/1/2054<sup>(e)</sup> <br>|  |  | 50695 | 53230 |

---

**66**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Government Agencies Mortgage-Backed — 24.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 24.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 24.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 24.3% (continued)** | **U.S. Government Agencies Mortgage-Backed — 24.3% (continued)** |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |
| 1.50%, 2/20/2051 |  |  | 67599 | 52389 |
| 2.00%<sup>(f)</sup> <br>|  |  | 350000 | 282528 |
| 2.00%, 8/20/2050-4/20/2052 |  |  | 20059004 | 16212870 |
| 2.50%<sup>(f)</sup> <br>|  |  | 325000 | 273146 |
| 2.50%, 2/20/2043-6/20/2052 |  |  | 20839341 | 17551506 |
| 3.00%<sup>(f)</sup> <br>|  |  | 150000 | 131075 |
| 3.00%, 6/20/2042-11/20/2052 |  |  | 15302624 | 13464724 |
| 3.50%<sup>(f)</sup> <br>|  |  | 750000 | 673813 |
| 3.50%, 10/20/2026-12/20/2054 |  |  | 11525195 | 10453744 |
| 4.00%<sup>(f)</sup> <br>|  |  | 425000 | 391250 |
| 4.00%, 10/20/2040-5/20/2054 |  |  | 7978862 | 7454919 |
| 4.50%<sup>(f)</sup> <br>|  |  | 3400000 | 3226317 |
| 4.50%, 2/20/2040-5/20/2054 |  |  | 5988214 | 5755075 |
| 5.00%<sup>(f)</sup> <br>|  |  | 5250000 | 5124310 |
| 5.00%, 9/20/2039-1/20/2055 |  |  | 6673243 | 6542915 |
| 5.50%<sup>(f)</sup> <br>|  |  | 8600000 | 8577173 |
| 5.50%, 9/20/2052-4/20/2055 |  |  | 4992580 | 5000685 |
| 6.00%<sup>(f)</sup> <br>|  |  | 4475000 | 4534845 |
| 6.00%, 11/20/2053-12/20/2054 |  |  | 4130001 | 4203210 |
| 6.50%<sup>(f)</sup> <br>|  |  | 2225000 | 2283560 |
| 6.50%, 12/20/2052-7/20/2054 |  |  | 1047546 | 1075872 |
| 7.00%<sup>(f)</sup> <br>|  |  | 775000 | 800497 |
|  |  |  |  | **478388830** |
| **U.S. Government Agencies Obligations — .7%** | **U.S. Government Agencies Obligations — .7%** | **U.S. Government Agencies Obligations — .7%** | **U.S. Government Agencies Obligations — .7%** | **U.S. Government Agencies Obligations — .7%** |
| Federal Farm Credit Banks Funding Corp., Bonds | 0.75 | 12/16/2026 | 116000 | 110624 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.10 | 8/10/2029 | 136000 | 120306 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.12 | 9/1/2028 | 50000 | 45554 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.15 | 8/12/2030 | 150000 | 129423 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.23 | 7/29/2030 | 26000 | 22438 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.24 | 9/3/2030 | 550000 | 472738 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.38 | 1/14/2031 | 150000 | 128190 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.79 | 6/22/2035 | 200000 | 150824 |
| Federal Farm Credit Banks Funding Corp., Bonds | 2.02 | 4/1/2031 | 500000 | 440294 |
| Federal Home Loan Banks, Bonds | 1.25 | 12/21/2026 | 590000 | 567499 |
| Federal Home Loan Banks, Bonds | 1.88 | 9/11/2026 | 340000 | 331397 |
| Federal Home Loan Banks, Bonds | 3.00 | 3/12/2027 | 300000 | 295080 |
| Federal Home Loan Banks, Bonds | 3.25 | 11/16/2028 | 1085000 | 1064946 |
| Federal Home Loan Banks, Bonds | 4.63 | 11/17/2026 | 500000 | 503109 |
| Federal Home Loan Banks, Bonds | 5.50 | 7/15/2036 | 150000 | 161497 |
| Federal Home Loan Banks, Bonds, Ser. 4 | 1.00 | 7/27/2026 | 875000 | 847944 |
| Federal Home Loan Mortgage Corp., Notes<sup>(b),(e)</sup> <br>| 0.00 | 12/14/2029 | 340000 | 284533 |
| Federal Home Loan Mortgage Corp., Notes<sup>(b),(e)</sup> <br>| 0.00 | 11/15/2038 | 250000 | 128619 |
| Federal Home Loan Mortgage Corp., Notes<sup>(e)</sup> <br>| 0.80 | 10/28/2026 | 700000 | 672112 |
| Federal Home Loan Mortgage Corp., Notes<sup>(e)</sup> <br>| 4.55 | 2/11/2028 | 400000 | 399356 |
| Federal Home Loan Mortgage Corp., Notes<sup>(e)</sup> <br>| 4.88 | 5/14/2030 | 800000 | 798042 |
| Federal Home Loan Mortgage Corp., Notes<sup>(a),(e)</sup> <br>| 6.25 | 7/15/2032 | 458000 | 514685 |
| Federal National Mortgage Association, Notes<sup>(e)</sup> <br>| 0.88 | 8/5/2030 | 195000 | 167784 |
| Federal National Mortgage Association, Notes<sup>(e)</sup> <br>| 6.25 | 5/15/2029 | 150000 | 161957 |
| Federal National Mortgage Association, Notes<sup>(e)</sup> <br>| 7.13 | 1/15/2030 | 100000 | 112651 |

---

**67**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Government Agencies Obligations — .7% (continued)** | **U.S. Government Agencies Obligations — .7% (continued)** | **U.S. Government Agencies Obligations — .7% (continued)** | **U.S. Government Agencies Obligations — .7% (continued)** | **U.S. Government Agencies Obligations — .7% (continued)** |
| Federal National Mortgage Association, Notes<sup>(e)</sup> <br>| 7.25 | 5/15/2030 | 50000 | 57033 |
| Federal National Mortgage Association, Unscd. Notes<sup>(a),(e)</sup> <br>| 0.75 | 10/8/2027 | 1850000 | 1726866 |
| Tennessee Valley Authority, Sr. Unscd. Bonds | 5.25 | 9/15/2039 | 210000 | 216294 |
| Tennessee Valley Authority, Sr. Unscd. Bonds | 5.38 | 4/1/2056 | 200000 | 196796 |
| Tennessee Valley Authority, Sr. Unscd. Bonds | 7.13 | 5/1/2030 | 150000 | 169797 |
| Tennessee Valley Authority, Sr. Unscd. Bonds, Ser. B | 4.70 | 7/15/2033 | 307000 | 310805 |
| Tennessee Valley Authority, Sr. Unscd. Notes | 3.88 | 3/15/2028 | 390000 | 389246 |
| Tennessee Valley Authority, Sr. Unscd. Notes | 4.25 | 9/15/2065 | 150000 | 119543 |
| Tennessee Valley Authority, Sr. Unscd. Notes | 4.38 | 8/1/2034 | 100000 | 98515 |
| Tennessee Valley Authority, Sr. Unscd. Notes | 4.88 | 5/15/2035 | 450000 | 456491 |
| Tennessee Valley Authority, Sr. Unscd. Notes | 5.25 | 2/1/2055 | 300000 | 290548 |
|  |  |  |  | **12663536** |
| **U.S. Treasury Securities — 45.0%** | **U.S. Treasury Securities — 45.0%** | **U.S. Treasury Securities — 45.0%** | **U.S. Treasury Securities — 45.0%** | **U.S. Treasury Securities — 45.0%** |
| U.S. Treasury Bonds | 1.13 | 5/15/2040 | 1345000 | 830117 |
| U.S. Treasury Bonds | 1.13 | 8/15/2040 | 1435000 | 877368 |
| U.S. Treasury Bonds<sup>(a)</sup> <br>| 1.25 | 5/15/2050 | 950000 | 450063 |
| U.S. Treasury Bonds | 1.38 | 11/15/2040 | 4435000 | 2808602 |
| U.S. Treasury Bonds | 1.38 | 8/15/2050 | 5195000 | 2524445 |
| U.S. Treasury Bonds | 1.63 | 11/15/2050 | 3975000 | 2063273 |
| U.S. Treasury Bonds | 1.75 | 8/15/2041 | 4044000 | 2662721 |
| U.S. Treasury Bonds | 1.88 | 2/15/2041 | 5715000 | 3904059 |
| U.S. Treasury Bonds | 1.88 | 2/15/2051 | 7483000 | 4141373 |
| U.S. Treasury Bonds | 1.88 | 11/15/2051 | 7745000 | 4242808 |
| U.S. Treasury Bonds | 2.00 | 11/15/2041 | 2562000 | 1746964 |
| U.S. Treasury Bonds | 2.00 | 2/15/2050 | 1633000 | 946119 |
| U.S. Treasury Bonds | 2.00 | 8/15/2051 | 3700000 | 2100906 |
| U.S. Treasury Bonds | 2.25 | 5/15/2041 | 5769600 | 4154112 |
| U.S. Treasury Bonds | 2.25 | 8/15/2046 | 6378000 | 4128758 |
| U.S. Treasury Bonds | 2.25 | 8/15/2049 | 3755000 | 2322820 |
| U.S. Treasury Bonds | 2.25 | 2/15/2052 | 5454900 | 3282316 |
| U.S. Treasury Bonds | 2.38 | 2/15/2042 | 5575000 | 4014000 |
| U.S. Treasury Bonds | 2.38 | 11/15/2049 | 7065000 | 4484067 |
| U.S. Treasury Bonds | 2.38 | 5/15/2051 | 1515000 | 946402 |
| U.S. Treasury Bonds | 2.50 | 2/15/2045 | 750000 | 521602 |
| U.S. Treasury Bonds | 2.50 | 2/15/2046 | 2425000 | 1661125 |
| U.S. Treasury Bonds | 2.50 | 5/15/2046 | 4655000 | 3177765 |
| U.S. Treasury Bonds | 2.75 | 8/15/2042 | 457000 | 345820 |
| U.S. Treasury Bonds | 2.75 | 11/15/2042 | 508000 | 382588 |
| U.S. Treasury Bonds | 2.75 | 8/15/2047 | 665000 | 468202 |
| U.S. Treasury Bonds | 2.88 | 5/15/2043 | 2611800 | 1991089 |
| U.S. Treasury Bonds | 2.88 | 8/15/2045 | 250000 | 184688 |
| U.S. Treasury Bonds | 2.88 | 5/15/2049 | 3225000 | 2284207 |
| U.S. Treasury Bonds | 2.88 | 5/15/2052 | 1980300 | 1373214 |
| U.S. Treasury Bonds | 3.00 | 5/15/2042 | 1845000 | 1456973 |
| U.S. Treasury Bonds | 3.00 | 11/15/2044 | 1590000 | 1209891 |
| U.S. Treasury Bonds | 3.00 | 5/15/2045 | 2958000 | 2238374 |
| U.S. Treasury Bonds | 3.00 | 2/15/2047 | 1385000 | 1027713 |
| U.S. Treasury Bonds | 3.00 | 5/15/2047 | 2657000 | 1966595 |
| U.S. Treasury Bonds | 3.00 | 2/15/2048 | 1796000 | 1318376 |
| U.S. Treasury Bonds | 3.00 | 8/15/2048 | 3075000 | 2246191 |

---

**68**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** |
| U.S. Treasury Bonds | 3.00 | 2/15/2049 | 1645000 | 1196480 |
| U.S. Treasury Bonds | 3.00 | 8/15/2052 | 1108700 | 788043 |
| U.S. Treasury Bonds | 3.13 | 2/15/2042 | 1215000 | 981682 |
| U.S. Treasury Bonds | 3.13 | 2/15/2043 | 135000 | 107304 |
| U.S. Treasury Bonds | 3.13 | 8/15/2044 | 700000 | 545563 |
| U.S. Treasury Bonds | 3.13 | 5/15/2048 | 1450000 | 1086367 |
| U.S. Treasury Bonds | 3.25 | 5/15/2042 | 5505000 | 4504638 |
| U.S. Treasury Bonds | 3.38 | 8/15/2042 | 5330000 | 4425566 |
| U.S. Treasury Bonds | 3.38 | 5/15/2044 | 1845000 | 1499351 |
| U.S. Treasury Bonds | 3.38 | 11/15/2048 | 802000 | 626437 |
| U.S. Treasury Bonds | 3.63 | 8/15/2043 | 1559000 | 1325637 |
| U.S. Treasury Bonds | 3.63 | 2/15/2044 | 1150000 | 972828 |
| U.S. Treasury Bonds | 3.63 | 2/15/2053 | 5600000 | 4505375 |
| U.S. Treasury Bonds | 3.63 | 5/15/2053 | 5115000 | 4110382 |
| U.S. Treasury Bonds | 3.75 | 8/15/2041 | 154200 | 136708 |
| U.S. Treasury Bonds | 3.75 | 11/15/2043 | 614600 | 530573 |
| U.S. Treasury Bonds | 3.88 | 8/15/2040 | 1339600 | 1219873 |
| U.S. Treasury Bonds | 3.88 | 2/15/2043 | 5100000 | 4515891 |
| U.S. Treasury Bonds | 3.88 | 5/15/2043 | 4108000 | 3628519 |
| U.S. Treasury Bonds | 4.00 | 11/15/2042 | 5240000 | 4728281 |
| U.S. Treasury Bonds | 4.00 | 11/15/2052 | 3950000 | 3403789 |
| U.S. Treasury Bonds | 4.13 | 8/15/2044 | 1509000 | 1366352 |
| U.S. Treasury Bonds | 4.13 | 8/15/2053 | 4940000 | 4348744 |
| U.S. Treasury Bonds | 4.25 | 2/15/2054 | 3640000 | 3272588 |
| U.S. Treasury Bonds | 4.25 | 8/15/2054 | 5815000 | 5228957 |
| U.S. Treasury Bonds | 4.38 | 11/15/2039 | 55000 | 53359 |
| U.S. Treasury Bonds | 4.38 | 5/15/2041 | 790000 | 757536 |
| U.S. Treasury Bonds | 4.38 | 8/15/2043 | 3168000 | 2986335 |
| U.S. Treasury Bonds<sup>(a)</sup> <br>| 4.50 | 2/15/2036 | 3500000 | 3548125 |
| U.S. Treasury Bonds | 4.50 | 5/15/2038 | 50000 | 50070 |
| U.S. Treasury Bonds | 4.50 | 2/15/2044 | 2630000 | 2512061 |
| U.S. Treasury Bonds | 4.50 | 11/15/2054 | 5225000 | 4901703 |
| U.S. Treasury Bonds | 4.63 | 5/15/2044 | 250000 | 242461 |
| U.S. Treasury Bonds | 4.63 | 11/15/2044 | 1805000 | 1746620 |
| U.S. Treasury Bonds | 4.63 | 5/15/2054 | 4953900 | 4741037 |
| U.S. Treasury Bonds<sup>(a)</sup> <br>| 4.63 | 2/15/2055 | 4960000 | 4751525 |
| U.S. Treasury Bonds | 4.75 | 11/15/2043 | 1250000 | 1233984 |
| U.S. Treasury Bonds<sup>(a)</sup> <br>| 4.75 | 2/15/2045 | 1845000 | 1813577 |
| U.S. Treasury Bonds | 4.75 | 11/15/2053 | 3600000 | 3513938 |
| U.S. Treasury Bonds | 4.75 | 5/15/2055 | 3700000 | 3618484 |
| U.S. Treasury Bonds | 5.00 | 5/15/2037 | 295000 | 310211 |
| U.S. Treasury Bonds<sup>(a)</sup> <br>| 5.00 | 5/15/2045 | 1260000 | 1278309 |
| U.S. Treasury Bonds | 5.25 | 11/15/2028 | 135000 | 140316 |
| U.S. Treasury Bonds | 5.25 | 2/15/2029 | 135000 | 141117 |
| U.S. Treasury Bonds | 6.75 | 8/15/2026 | 3975000 | 4076859 |
| U.S. Treasury Notes | 0.38 | 7/31/2027 | 3929700 | 3662910 |
| U.S. Treasury Notes | 0.38 | 9/30/2027 | 2170000 | 2011997 |
| U.S. Treasury Notes | 0.50 | 5/31/2027 | 2300000 | 2160652 |
| U.S. Treasury Notes | 0.50 | 6/30/2027 | 2281700 | 2137935 |
| U.S. Treasury Notes | 0.50 | 8/31/2027 | 1660000 | 1547172 |

---

**69**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** |
| U.S. Treasury Notes | 0.50 | 10/31/2027 | 5475000 | 5075924 |
| U.S. Treasury Notes | 0.63 | 11/30/2027 | 5630000 | 5221825 |
| U.S. Treasury Notes | 0.63 | 12/31/2027 | 9045800 | 8368072 |
| U.S. Treasury Notes | 0.63 | 5/15/2030 | 6170000 | 5282098 |
| U.S. Treasury Notes | 0.63 | 8/15/2030 | 7630000 | 6475366 |
| U.S. Treasury Notes | 0.75 | 8/31/2026 | 2450000 | 2362145 |
| U.S. Treasury Notes | 0.75 | 1/31/2028 | 5381800 | 4981108 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 0.88 | 9/30/2026 | 2363400 | 2276527 |
| U.S. Treasury Notes | 0.88 | 11/15/2030 | 9865000 | 8416078 |
| U.S. Treasury Notes | 1.00 | 7/31/2028 | 5129300 | 4714548 |
| U.S. Treasury Notes | 1.13 | 2/29/2028 | 4810600 | 4485509 |
| U.S. Treasury Notes | 1.13 | 8/31/2028 | 4739600 | 4362283 |
| U.S. Treasury Notes | 1.13 | 2/15/2031 | 1320000 | 1134994 |
| U.S. Treasury Notes | 1.25 | 11/30/2026 | 3570700 | 3441123 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 1.25 | 12/31/2026 | 5385700 | 5178898 |
| U.S. Treasury Notes | 1.25 | 3/31/2028 | 465000 | 434121 |
| U.S. Treasury Notes | 1.25 | 4/30/2028 | 3312700 | 3086763 |
| U.S. Treasury Notes | 1.25 | 5/31/2028 | 2405000 | 2236462 |
| U.S. Treasury Notes | 1.25 | 6/30/2028 | 2915800 | 2705999 |
| U.S. Treasury Notes | 1.25 | 9/30/2028 | 7081400 | 6528719 |
| U.S. Treasury Notes | 1.25 | 8/15/2031 | 3905900 | 3321236 |
| U.S. Treasury Notes | 1.38 | 8/31/2026 | 1030000 | 999824 |
| U.S. Treasury Notes | 1.38 | 10/31/2028 | 4346200 | 4015481 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 1.38 | 12/31/2028 | 7280200 | 6700059 |
| U.S. Treasury Notes | 1.38 | 11/15/2031 | 7050000 | 5995254 |
| U.S. Treasury Notes | 1.50 | 8/15/2026 | 3290900 | 3202200 |
| U.S. Treasury Notes | 1.50 | 1/31/2027 | 5295000 | 5100367 |
| U.S. Treasury Notes | 1.50 | 11/30/2028 | 7980000 | 7387734 |
| U.S. Treasury Notes | 1.50 | 2/15/2030 | 6112700 | 5501430 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 1.63 | 9/30/2026 | 1000800 | 972496 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 1.63 | 10/31/2026 | 4665000 | 4524686 |
| U.S. Treasury Notes | 1.63 | 11/30/2026 | 375000 | 363237 |
| U.S. Treasury Notes | 1.63 | 5/15/2031 | 3515000 | 3080568 |
| U.S. Treasury Notes | 1.75 | 12/31/2026 | 488800 | 473372 |
| U.S. Treasury Notes | 1.75 | 1/31/2029 | 3605500 | 3354523 |
| U.S. Treasury Notes | 1.75 | 11/15/2029 | 750000 | 687422 |
| U.S. Treasury Notes | 1.88 | 2/28/2027 | 1220100 | 1180399 |
| U.S. Treasury Notes | 1.88 | 2/28/2029 | 2499800 | 2332040 |
| U.S. Treasury Notes | 1.88 | 2/15/2032 | 2265000 | 1975859 |
| U.S. Treasury Notes | 2.00 | 11/15/2026 | 6221300 | 6057991 |
| U.S. Treasury Notes | 2.25 | 2/15/2027 | 4103000 | 3994495 |
| U.S. Treasury Notes | 2.25 | 8/15/2027 | 5255000 | 5081749 |
| U.S. Treasury Notes | 2.25 | 11/15/2027 | 1125000 | 1084219 |
| U.S. Treasury Notes | 2.38 | 5/15/2027 | 3746100 | 3642790 |
| U.S. Treasury Notes | 2.38 | 3/31/2029 | 900000 | 853172 |
| U.S. Treasury Notes | 2.38 | 5/15/2029 | 140000 | 132497 |
| U.S. Treasury Notes | 2.50 | 3/31/2027 | 836800 | 816730 |
| U.S. Treasury Notes | 2.63 | 5/31/2027 | 4700000 | 4588742 |
| U.S. Treasury Notes | 2.63 | 2/15/2029 | 2285700 | 2190343 |
| U.S. Treasury Notes | 2.63 | 7/31/2029 | 1335000 | 1272005 |

---

**70**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** |
| U.S. Treasury Notes | 2.75 | 4/30/2027 | 2145000 | 2100676 |
| U.S. Treasury Notes | 2.75 | 7/31/2027 | 2560000 | 2501500 |
| U.S. Treasury Notes | 2.75 | 2/15/2028 | 8675000 | 8434404 |
| U.S. Treasury Notes | 2.75 | 8/15/2032 | 6520000 | 5966819 |
| U.S. Treasury Notes | 2.88 | 5/15/2028 | 1768100 | 1721135 |
| U.S. Treasury Notes | 2.88 | 8/15/2028 | 4234000 | 4110949 |
| U.S. Treasury Notes | 2.88 | 4/30/2029 | 5302700 | 5112963 |
| U.S. Treasury Notes | 2.88 | 5/15/2032 | 5955000 | 5514888 |
| U.S. Treasury Notes | 3.13 | 8/31/2027 | 3095000 | 3045432 |
| U.S. Treasury Notes | 3.13 | 11/15/2028 | 4525000 | 4417885 |
| U.S. Treasury Notes | 3.13 | 8/31/2029 | 2750000 | 2667930 |
| U.S. Treasury Notes | 3.25 | 6/30/2027 | 2540000 | 2507456 |
| U.S. Treasury Notes | 3.25 | 6/30/2029 | 3585400 | 3498846 |
| U.S. Treasury Notes | 3.38 | 9/15/2027 | 4390000 | 4341641 |
| U.S. Treasury Notes | 3.38 | 5/15/2033 | 7480000 | 7067431 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.50 | 9/30/2026 | 6650000 | 6601943 |
| U.S. Treasury Notes | 3.50 | 1/31/2028 | 2307900 | 2286263 |
| U.S. Treasury Notes | 3.50 | 4/30/2028 | 1487800 | 1472573 |
| U.S. Treasury Notes | 3.50 | 9/30/2029 | 2985000 | 2936261 |
| U.S. Treasury Notes | 3.50 | 1/31/2030 | 4310000 | 4232218 |
| U.S. Treasury Notes | 3.50 | 4/30/2030 | 4615000 | 4525224 |
| U.S. Treasury Notes | 3.50 | 2/15/2033 | 7368400 | 7042579 |
| U.S. Treasury Notes | 3.63 | 3/31/2028 | 5850000 | 5811609 |
| U.S. Treasury Notes | 3.63 | 5/31/2028 | 3754800 | 3728106 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.63 | 8/31/2029 | 5210000 | 5151795 |
| U.S. Treasury Notes | 3.63 | 3/31/2030 | 3740000 | 3687991 |
| U.S. Treasury Notes | 3.63 | 9/30/2031 | 3500000 | 3414961 |
| U.S. Treasury Notes | 3.75 | 8/31/2026 | 3955000 | 3937542 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.75 | 4/30/2027 | 3990000 | 3974414 |
| U.S. Treasury Notes | 3.75 | 6/30/2027 | 5420000 | 5399887 |
| U.S. Treasury Notes | 3.75 | 8/15/2027 | 4296600 | 4280823 |
| U.S. Treasury Notes | 3.75 | 4/15/2028 | 3425000 | 3412424 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.75 | 5/15/2028 | 3820000 | 3806570 |
| U.S. Treasury Notes | 3.75 | 12/31/2028 | 6895000 | 6861602 |
| U.S. Treasury Notes | 3.75 | 5/31/2030 | 2380000 | 2358431 |
| U.S. Treasury Notes | 3.75 | 6/30/2030 | 5530000 | 5477292 |
| U.S. Treasury Notes | 3.75 | 12/31/2030 | 4271000 | 4218947 |
| U.S. Treasury Notes | 3.75 | 8/31/2031 | 3482000 | 3422969 |
| U.S. Treasury Notes | 3.88 | 3/31/2027 | 4680000 | 4670677 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.88 | 5/31/2027 | 4540000 | 4532197 |
| U.S. Treasury Notes | 3.88 | 7/31/2027 | 4580000 | 4574096 |
| U.S. Treasury Notes | 3.88 | 10/15/2027 | 4085000 | 4080851 |
| U.S. Treasury Notes | 3.88 | 11/30/2027 | 2355700 | 2353676 |
| U.S. Treasury Notes | 3.88 | 12/31/2027 | 786700 | 786208 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.88 | 3/15/2028 | 3940000 | 3939384 |
| U.S. Treasury Notes | 3.88 | 6/15/2028 | 3720000 | 3719709 |
| U.S. Treasury Notes | 3.88 | 7/15/2028 | 3850000 | 3849098 |
| U.S. Treasury Notes | 3.88 | 9/30/2029 | 325900 | 325263 |
| U.S. Treasury Notes | 3.88 | 11/30/2029 | 1548600 | 1544970 |
| U.S. Treasury Notes | 3.88 | 12/31/2029 | 2980000 | 2972783 |

---

**71**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.88 | 4/30/2030 | 4630000 | 4616255 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.88 | 6/30/2030 | 6160000 | 6138344 |
| U.S. Treasury Notes | 3.88 | 7/31/2030 | 4640000 | 4622962 |
| U.S. Treasury Notes | 3.88 | 8/15/2033 | 6800000 | 6636375 |
| U.S. Treasury Notes | 3.88 | 8/15/2034 | 9281000 | 8979368 |
| U.S. Treasury Notes | 4.00 | 1/15/2027 | 4143000 | 4139763 |
| U.S. Treasury Notes | 4.00 | 12/15/2027 | 3950000 | 3958641 |
| U.S. Treasury Notes | 4.00 | 2/29/2028 | 1644600 | 1648712 |
| U.S. Treasury Notes | 4.00 | 6/30/2028 | 1409800 | 1414316 |
| U.S. Treasury Notes | 4.00 | 1/31/2029 | 4395000 | 4408391 |
| U.S. Treasury Notes | 4.00 | 7/31/2029 | 3345000 | 3354669 |
| U.S. Treasury Notes | 4.00 | 2/28/2030 | 7816000 | 7837983 |
| U.S. Treasury Notes | 4.00 | 3/31/2030 | 2600000 | 2606094 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.00 | 5/31/2030 | 6100000 | 6114773 |
| U.S. Treasury Notes | 4.00 | 1/31/2031 | 4795000 | 4792378 |
| U.S. Treasury Notes | 4.00 | 4/30/2032 | 4325000 | 4293914 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.00 | 6/30/2032 | 2820000 | 2797088 |
| U.S. Treasury Notes | 4.00 | 7/31/2032 | 2920000 | 2894906 |
| U.S. Treasury Notes | 4.00 | 2/15/2034 | 6450000 | 6325031 |
| U.S. Treasury Notes | 4.13 | 10/31/2026 | 4860000 | 4859430 |
| U.S. Treasury Notes | 4.13 | 1/31/2027 | 4760000 | 4764648 |
| U.S. Treasury Notes | 4.13 | 2/15/2027 | 3335000 | 3339560 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.13 | 2/28/2027 | 4715000 | 4722367 |
| U.S. Treasury Notes | 4.13 | 9/30/2027 | 4072000 | 4088861 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.13 | 11/15/2027 | 4005000 | 4022522 |
| U.S. Treasury Notes | 4.13 | 7/31/2028 | 5811800 | 5851302 |
| U.S. Treasury Notes | 4.13 | 3/31/2029 | 3040000 | 3062087 |
| U.S. Treasury Notes | 4.13 | 10/31/2029 | 3930000 | 3959475 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.13 | 11/30/2029 | 4625000 | 4660049 |
| U.S. Treasury Notes | 4.13 | 8/31/2030 | 930300 | 936914 |
| U.S. Treasury Notes | 4.13 | 3/31/2031 | 3450000 | 3466980 |
| U.S. Treasury Notes | 4.13 | 7/31/2031 | 4180000 | 4194695 |
| U.S. Treasury Notes | 4.13 | 10/31/2031 | 3100000 | 3106781 |
| U.S. Treasury Notes | 4.13 | 11/30/2031 | 2935000 | 2940274 |
| U.S. Treasury Notes | 4.13 | 2/29/2032 | 1805000 | 1806410 |
| U.S. Treasury Notes | 4.13 | 3/31/2032 | 2790000 | 2791308 |
| U.S. Treasury Notes | 4.13 | 5/31/2032 | 2800000 | 2798688 |
| U.S. Treasury Notes | 4.13 | 11/15/2032 | 4020000 | 4010578 |
| U.S. Treasury Notes | 4.25 | 11/30/2026 | 4760000 | 4768925 |
| U.S. Treasury Notes | 4.25 | 12/31/2026 | 7700000 | 7718047 |
| U.S. Treasury Notes | 4.25 | 3/15/2027 | 1505000 | 1510585 |
| U.S. Treasury Notes | 4.25 | 1/15/2028 | 4000000 | 4031250 |
| U.S. Treasury Notes | 4.25 | 2/15/2028 | 3765000 | 3796179 |
| U.S. Treasury Notes | 4.25 | 2/28/2029 | 4000000 | 4045937 |
| U.S. Treasury Notes | 4.25 | 6/30/2029 | 3459700 | 3500784 |
| U.S. Treasury Notes | 4.25 | 1/31/2030 | 5330000 | 5397041 |
| U.S. Treasury Notes | 4.25 | 2/28/2031 | 1915100 | 1937692 |
| U.S. Treasury Notes | 4.25 | 6/30/2031 | 2210000 | 2232791 |
| U.S. Treasury Notes | 4.25 | 11/15/2034 | 12735000 | 12655406 |
| U.S. Treasury Notes | 4.25 | 5/15/2035 | 7295000 | 7231169 |

---

**72**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** | **U.S. Treasury Securities — 45.0% (continued)** |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.38 | 8/15/2026 | 3955000 | 3963188 |
| U.S. Treasury Notes | 4.38 | 12/15/2026 | 1542000 | 1548264 |
| U.S. Treasury Notes | 4.38 | 7/15/2027 | 2470000 | 2489393 |
| U.S. Treasury Notes | 4.38 | 8/31/2028 | 3350000 | 3396586 |
| U.S. Treasury Notes | 4.38 | 11/30/2028 | 6370000 | 6463062 |
| U.S. Treasury Notes | 4.38 | 12/31/2029 | 5270000 | 5362637 |
| U.S. Treasury Notes | 4.38 | 11/30/2030 | 40400 | 41132 |
| U.S. Treasury Notes | 4.38 | 1/31/2032 | 3995000 | 4055549 |
| U.S. Treasury Notes | 4.38 | 5/15/2034 | 10060000 | 10121303 |
| U.S. Treasury Notes | 4.50 | 4/15/2027 | 3005000 | 3029885 |
| U.S. Treasury Notes | 4.50 | 5/31/2029 | 4887500 | 4987541 |
| U.S. Treasury Notes | 4.50 | 12/31/2031 | 3245000 | 3318013 |
| U.S. Treasury Notes | 4.50 | 11/15/2033 | 8785000 | 8941483 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.63 | 9/15/2026 | 2110000 | 2120962 |
| U.S. Treasury Notes | 4.63 | 10/15/2026 | 3600200 | 3621014 |
| U.S. Treasury Notes | 4.63 | 11/15/2026 | 3839000 | 3863744 |
| U.S. Treasury Notes | 4.63 | 6/15/2027 | 2590000 | 2620453 |
| U.S. Treasury Notes | 4.63 | 9/30/2028 | 1100000 | 1123719 |
| U.S. Treasury Notes | 4.63 | 4/30/2029 | 4600000 | 4712844 |
| U.S. Treasury Notes | 4.63 | 9/30/2030 | 2048500 | 2109795 |
| U.S. Treasury Notes | 4.63 | 4/30/2031 | 7550000 | 7777090 |
| U.S. Treasury Notes | 4.63 | 5/31/2031 | 3100000 | 3192758 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.63 | 2/15/2035 | 9000000 | 9195469 |
| U.S. Treasury Notes | 4.88 | 10/31/2028 | 3573900 | 3679721 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.88 | 10/31/2030 | 2017800 | 2101822 |
|  |  |  |  | **885158825** |
| **Utilities — 2.4%** | **Utilities — 2.4%** | **Utilities — 2.4%** | **Utilities — 2.4%** | **Utilities — 2.4%** |
| AEP Texas, Inc., Sr. Unscd. Notes | 5.70 | 5/15/2034 | 355000 | 362467 |
| AEP Texas, Inc., Sr. Unscd. Notes, Ser. I | 2.10 | 7/1/2030 | 90000 | 79930 |
| AEP Transmission Co. LLC, Sr. Unscd. Notes | 3.80 | 6/15/2049 | 30000 | 22295 |
| AEP Transmission Co. LLC, Sr. Unscd. Notes | 4.25 | 9/15/2048 | 90000 | 72502 |
| AEP Transmission Co. LLC, Sr. Unscd. Notes | 5.40 | 3/15/2053 | 71000 | 68202 |
| Alabama Power Co., Sr. Unscd. Notes | 3.13 | 7/15/2051 | 90000 | 59736 |
| Alabama Power Co., Sr. Unscd. Notes | 3.75 | 3/1/2045 | 50000 | 38746 |
| Alabama Power Co., Sr. Unscd. Notes | 3.94 | 9/1/2032 | 110000 | 104847 |
| Alabama Power Co., Sr. Unscd. Notes | 5.85 | 11/15/2033 | 500000 | 529764 |
| Ameren Corp., Sr. Unscd. Notes | 1.75 | 3/15/2028 | 50000 | 46676 |
| Ameren Corp., Sr. Unscd. Notes | 5.70 | 12/1/2026 | 50000 | 50684 |
| Ameren Illinois Co., First Mortgage Bonds | 1.55 | 11/15/2030 | 105000 | 90302 |
| Ameren Illinois Co., First Mortgage Bonds | 2.90 | 6/15/2051 | 110000 | 68481 |
| American Electric Power Co., Inc., Jr. Sub. Notes | 6.95 | 12/15/2054 | 250000 | 263946 |
| American Electric Power Co., Inc., Sr. Unscd. Notes | 2.30 | 3/1/2030 | 150000 | 135446 |
| American Electric Power Co., Inc., Sr. Unscd. Notes | 5.20 | 1/15/2029 | 70000 | 71528 |
| American Electric Power Co., Inc., Sr. Unscd. Notes | 5.63 | 3/1/2033 | 265000 | 274860 |
| American Electric Power Co., Inc., Sr. Unscd. Notes | 5.75 | 11/1/2027 | 200000 | 205233 |
| American Water Capital Corp., Sr. Unscd. Bonds | 6.59 | 10/15/2037 | 115000 | 128020 |
| American Water Capital Corp., Sr. Unscd. Notes | 2.80 | 5/1/2030 | 100000 | 92720 |
| American Water Capital Corp., Sr. Unscd. Notes | 3.45 | 5/1/2050 | 250000 | 176540 |
| American Water Capital Corp., Sr. Unscd. Notes | 3.75 | 9/1/2028 | 104000 | 102349 |
| American Water Capital Corp., Sr. Unscd. Notes | 3.75 | 9/1/2047 | 65000 | 49188 |

---

**73**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| American Water Capital Corp., Sr. Unscd. Notes | 4.45 | 6/1/2032 | 100000 | 98259 |
| Appalachian Power Co., Sr. Unscd. Notes | 5.65 | 4/1/2034 | 250000 | 257185 |
| Arizona Public Service Co., Sr. Unscd. Notes | 2.60 | 8/15/2029 | 750000 | 697536 |
| Arizona Public Service Co., Sr. Unscd. Notes | 3.50 | 12/1/2049 | 65000 | 44094 |
| Atmos Energy Corp., Sr. Unscd. Notes | 2.85 | 2/15/2052 | 85000 | 51919 |
| Atmos Energy Corp., Sr. Unscd. Notes | 3.38 | 9/15/2049 | 52000 | 35932 |
| Atmos Energy Corp., Sr. Unscd. Notes | 4.13 | 3/15/2049 | 115000 | 91016 |
| Atmos Energy Corp., Sr. Unscd. Notes | 5.90 | 11/15/2033 | 10000 | 10695 |
| Atmos Energy Corp., Sr. Unscd. Notes | 6.20 | 11/15/2053 | 35000 | 37564 |
| Avista Corp., First Mortgage Bonds | 4.00 | 4/1/2052 | 30000 | 22255 |
| Avista Corp., First Mortgage Bonds | 4.35 | 6/1/2048 | 50000 | 40700 |
| Baltimore Gas and Electric Co., Sr. Unscd. Notes | 5.30 | 6/1/2034 | 80000 | 81650 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 1.65 | 5/15/2031 | 125000 | 106325 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 2.85 | 5/15/2051 | 185000 | 113772 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 3.25 | 4/15/2028 | 257000 | 250483 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 3.80 | 7/15/2048 | 130000 | 97189 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 4.45 | 1/15/2049 | 150000 | 124558 |
| Black Hills Corp., Sr. Unscd. Notes | 3.05 | 10/15/2029 | 257000 | 240152 |
| Black Hills Corp., Sr. Unscd. Notes | 6.15 | 5/15/2034 | 126000 | 132686 |
| CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds | 3.95 | 3/1/2048 | 250000 | 194811 |
| CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds, Ser. AD | 2.90 | 7/1/2050 | 115000 | 72461 |
| CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds, Ser. AJ | 4.85 | 10/1/2052 | 50000 | 44376 |
| CenterPoint Energy Resources Corp., Sr. Unscd. Notes | 1.75 | 10/1/2030 | 97000 | 84460 |
| CenterPoint Energy Resources Corp., Sr. Unscd. Notes | 5.25 | 3/1/2028 | 245000 | 250426 |
| CenterPoint Energy, Inc., Jr. Sub. Notes | 6.70 | 5/15/2055 | 50000 | 50673 |
| CenterPoint Energy, Inc., Jr. Sub. Notes, Ser. A | 7.00 | 2/15/2055 | 50000 | 52118 |
| Commonwealth Edison Co., First Mortgage Bonds | 3.70 | 3/1/2045 | 100000 | 76998 |
| Commonwealth Edison Co., First Mortgage Bonds | 4.00 | 3/1/2048 | 320000 | 252172 |
| Commonwealth Edison Co., First Mortgage Bonds, Ser. 123 | 3.75 | 8/15/2047 | 70000 | 53026 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs. | 3.70 | 11/15/2059 | 90000 | 62184 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs. | 4.50 | 12/1/2045 | 209000 | 178750 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs. | 4.50 | 5/15/2058 | 75000 | 60638 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs. | 4.63 | 12/1/2054 | 30000 | 25181 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. 20A | 3.35 | 4/1/2030 | 50000 | 47945 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. 7-A | 6.30 | 8/15/2037 | 65000 | 70487 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. C | 4.30 | 12/1/2056 | 25000 | 19592 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.40 | 6/15/2031 | 325000 | 290579 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes | 3.60 | 6/15/2061 | 200000 | 136061 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes | 5.13 | 3/15/2035 | 250000 | 252190 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes | 5.50 | 3/15/2055 | 200000 | 193358 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 5.60 | 6/15/2042 | 55000 | 54024 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 5.75 | 10/1/2041 | 55000 | 55045 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 6.13 | 1/15/2034 | 45000 | 48400 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 6.25 | 10/1/2039 | 283000 | 300971 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 6.50 | 10/1/2053 | 105000 | 113489 |
| Consumers Energy Co., First Mortgage Bonds | 3.50 | 8/1/2051 | 100000 | 72920 |
| Consumers Energy Co., First Mortgage Bonds | 3.75 | 2/15/2050 | 80000 | 59767 |
| Consumers Energy Co., First Mortgage Bonds | 4.20 | 9/1/2052 | 195000 | 157989 |
| Consumers Energy Co., First Mortgage Bonds | 4.63 | 5/15/2033 | 50000 | 49286 |
| Delmarva Power & Light Co., First Mortgage Bonds | 4.15 | 5/15/2045 | 100000 | 81320 |

---

**74**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| Dominion Energy South Carolina, Inc., First Mortgage Bonds | 4.60 | 6/15/2043 | 100000 | 87876 |
| Dominion Energy South Carolina, Inc., First Mortgage Bonds | 5.10 | 6/1/2065 | 70000 | 62170 |
| Dominion Energy South Carolina, Inc., First Mortgage Bonds | 5.45 | 2/1/2041 | 25000 | 24761 |
| Dominion Energy South Carolina, Inc., First Mortgage Bonds | 6.25 | 10/15/2053 | 60000 | 64524 |
| Dominion Energy, Inc., Jr. Sub. Notes, Ser. A | 6.88 | 2/1/2055 | 250000 | 261510 |
| Dominion Energy, Inc., Jr. Sub. Notes, Ser. B | 7.00 | 6/1/2054 | 350000 | 373927 |
| Dominion Energy, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.38 | 11/15/2032 | 25000 | 25651 |
| Dominion Energy, Inc., Sr. Unscd. Notes | 7.00 | 6/15/2038 | 112000 | 126495 |
| Dominion Energy, Inc., Sr. Unscd. Notes, Ser. C | 3.38 | 4/1/2030 | 70000 | 66449 |
| Dominion Energy, Inc., Sr. Unscd. Notes, Ser. C | 4.90 | 8/1/2041 | 25000 | 22484 |
| Dominion Energy, Inc., Sr. Unscd. Notes, Ser. E | 6.30 | 3/15/2033 | 25000 | 26593 |
| Dominion Energy, Inc., Sr. Unscd. Notes, Ser. F | 5.25 | 8/1/2033 | 50000 | 50336 |
| DTE Electric Co., General Ref. Mortgage Bonds | 4.30 | 7/1/2044 | 200000 | 167819 |
| DTE Electric Co., General Ref. Mortgage Bonds | 5.25 | 5/15/2035 | 200000 | 203223 |
| DTE Electric Co., General Ref. Mortgage Bonds | 5.85 | 5/15/2055 | 200000 | 206296 |
| DTE Energy Co., Sr. Unscd. Notes | 2.85 | 10/1/2026 | 41000 | 40237 |
| DTE Energy Co., Sr. Unscd. Notes | 4.88 | 6/1/2028 | 360000 | 363861 |
| Duke Energy Carolinas LLC, First Mortgage Bonds | 2.85 | 3/15/2032 | 115000 | 102893 |
| Duke Energy Carolinas LLC, First Mortgage Bonds | 4.95 | 1/15/2033 | 100000 | 101387 |
| Duke Energy Carolinas LLC, First Mortgage Bonds | 5.40 | 1/15/2054 | 29000 | 27892 |
| Duke Energy Carolinas LLC, First Ref. Mortgage Bonds | 2.95 | 12/1/2026 | 25000 | 24572 |
| Duke Energy Carolinas LLC, First Ref. Mortgage Bonds | 3.88 | 3/15/2046 | 75000 | 58282 |
| Duke Energy Corp., Sr. Unscd. Notes | 2.45 | 6/1/2030 | 95000 | 86128 |
| Duke Energy Corp., Sr. Unscd. Notes | 2.65 | 9/1/2026 | 208000 | 203863 |
| Duke Energy Corp., Sr. Unscd. Notes | 3.50 | 6/15/2051 | 62000 | 42342 |
| Duke Energy Corp., Sr. Unscd. Notes | 3.75 | 9/1/2046 | 90000 | 66465 |
| Duke Energy Corp., Sr. Unscd. Notes | 4.80 | 12/15/2045 | 250000 | 215956 |
| Duke Energy Corp., Sr. Unscd. Notes | 4.85 | 1/5/2029 | 75000 | 75855 |
| Duke Energy Corp., Sr. Unscd. Notes | 5.00 | 12/8/2027 | 200000 | 202676 |
| Duke Energy Corp., Sr. Unscd. Notes | 5.00 | 8/15/2052 | 295000 | 257537 |
| Duke Energy Corp., Sr. Unscd. Notes | 6.10 | 9/15/2053 | 85000 | 86428 |
| Duke Energy Florida LLC, First Mortgage Bonds | 1.75 | 6/15/2030 | 100000 | 88093 |
| Duke Energy Florida LLC, First Mortgage Bonds | 2.40 | 12/15/2031 | 106000 | 93254 |
| Duke Energy Florida LLC, First Mortgage Bonds | 3.80 | 7/15/2028 | 20000 | 19785 |
| Duke Energy Florida LLC, First Mortgage Bonds | 5.88 | 11/15/2033 | 1050000 | 1112065 |
| Duke Energy Florida LLC, First Mortgage Bonds | 6.20 | 11/15/2053 | 150000 | 159775 |
| Duke Energy Indiana LLC, First Mortgage Bonds | 5.90 | 5/15/2055 | 150000 | 153231 |
| Duke Energy Ohio, Inc., First Mortgage Bonds | 3.70 | 6/15/2046 | 50000 | 37320 |
| Duke Energy Progress LLC, First Mortgage Bonds | 3.60 | 9/15/2047 | 50000 | 36546 |
| Duke Energy Progress LLC, First Mortgage Bonds | 4.38 | 3/30/2044 | 100000 | 84541 |
| Duke Energy Progress LLC, First Mortgage Bonds | 5.05 | 3/15/2035 | 100000 | 100091 |
| Duke Energy Progress LLC, First Mortgage Bonds | 5.10 | 3/15/2034 | 200000 | 201859 |
| Duke Energy Progress LLC, First Mortgage Bonds | 5.25 | 3/15/2033 | 150000 | 153825 |
| Duke Energy Progress LLC, First Mortgage Bonds | 5.55 | 3/15/2055 | 150000 | 146897 |
| Duke Energy Progress NC Storm Funding LLC, Sr. Scd. Notes, Ser. A3 | 2.80 | 7/1/2041 | 250000 | 187654 |
| Edison International, Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.13 | 3/15/2028 | 105000 | 101817 |
| Emera US Finance LP, Gtd. Notes | 2.64 | 6/15/2031 | 230000 | 201510 |
| Emera US Finance LP, Gtd. Notes | 4.75 | 6/15/2046 | 50000 | 41333 |
| ENEL Chile SA, Sr. Unscd. Notes | 4.88 | 6/12/2028 | 100000 | 100578 |
| Entergy Corp., Sr. Unscd. Notes | 2.80 | 6/15/2030 | 230000 | 211768 |

---

**75**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| Entergy Corp., Sr. Unscd. Notes | 2.95 | 9/1/2026 | 72000 | 70706 |
| Entergy Louisiana LLC, Collateral Trust | 3.05 | 6/1/2031 | 445000 | 410331 |
| Entergy Louisiana LLC, Collateral Trust | 4.00 | 3/15/2033 | 160000 | 150535 |
| Entergy Louisiana LLC, Collateral Trust | 4.20 | 9/1/2048 | 60000 | 47735 |
| Entergy Louisiana LLC, First Mortgage Bonds | 1.60 | 12/15/2030 | 10000 | 8632 |
| Entergy Louisiana LLC, First Mortgage Bonds | 2.35 | 6/15/2032 | 251000 | 216501 |
| Entergy Louisiana LLC, First Mortgage Bonds | 4.95 | 1/15/2045 | 100000 | 88709 |
| Entergy Louisiana LLC, First Mortgage Notes | 5.70 | 3/15/2054 | 200000 | 197369 |
| Entergy Mississippi LLC, First Mortgage Bonds | 2.85 | 6/1/2028 | 155000 | 149110 |
| Entergy Texas, Inc., First Mortgage Bonds | 5.80 | 9/1/2053 | 80000 | 78619 |
| Essential Utilities, Inc., Sr. Unscd. Notes | 2.70 | 4/15/2030 | 100000 | 91858 |
| Essential Utilities, Inc., Sr. Unscd. Notes | 3.57 | 5/1/2029 | 200000 | 193039 |
| Evergy Kansas Central, Inc., First Mortgage Bonds | 4.25 | 12/1/2045 | 90000 | 73421 |
| Evergy Kansas Central, Inc., First Mortgage Bonds | 5.25 | 3/15/2035 | 250000 | 251651 |
| Evergy, Inc., Sr. Unscd. Notes | 2.90 | 9/15/2029 | 100000 | 93690 |
| Eversource Energy, Sr. Unscd. Notes | 3.45 | 1/15/2050 | 120000 | 83494 |
| Eversource Energy, Sr. Unscd. Notes | 5.13 | 5/15/2033 | 165000 | 164908 |
| Eversource Energy, Sr. Unscd. Notes | 5.45 | 3/1/2028 | 225000 | 229926 |
| Eversource Energy, Sr. Unscd. Notes | 5.95 | 2/1/2029 | 135000 | 140683 |
| Eversource Energy, Sr. Unscd. Notes, Ser. O | 4.25 | 4/1/2029 | 100000 | 98786 |
| Eversource Energy, Sr. Unscd. Notes, Ser. R | 1.65 | 8/15/2030 | 100000 | 86789 |
| Eversource Energy, Sr. Unscd. Notes, Ser. U | 1.40 | 8/15/2026 | 31000 | 29961 |
| Exelon Corp., Sr. Unscd. Notes | 4.70 | 4/15/2050 | 210000 | 175723 |
| Exelon Corp., Sr. Unscd. Notes | 5.15 | 3/15/2028 | 248000 | 252208 |
| Exelon Corp., Sr. Unscd. Notes | 5.88 | 3/15/2055 | 200000 | 198513 |
| Florida Power & Light Co., First Mortgage Bonds | 2.88 | 12/4/2051 | 215000 | 134609 |
| Florida Power & Light Co., First Mortgage Bonds | 3.15 | 10/1/2049 | 25000 | 16801 |
| Florida Power & Light Co., First Mortgage Bonds | 3.95 | 3/1/2048 | 105000 | 83004 |
| Florida Power & Light Co., First Mortgage Bonds | 3.99 | 3/1/2049 | 300000 | 234865 |
| Florida Power & Light Co., First Mortgage Bonds | 4.40 | 5/15/2028 | 245000 | 245879 |
| Florida Power & Light Co., First Mortgage Bonds | 4.63 | 5/15/2030 | 310000 | 312687 |
| Florida Power & Light Co., First Mortgage Bonds | 4.80 | 5/15/2033 | 125000 | 124929 |
| Florida Power & Light Co., First Mortgage Bonds | 5.05 | 4/1/2028 | 115000 | 117318 |
| Florida Power & Light Co., First Mortgage Bonds | 5.96 | 4/1/2039 | 95000 | 100161 |
| Florida Power & Light Co., Sr. Unscd. Notes, Ser. A | 3.30 | 5/30/2027 | 310000 | 304645 |
| Georgia Power Co., Sr. Unscd. Notes | 4.30 | 3/15/2043 | 25000 | 21203 |
| Georgia Power Co., Sr. Unscd. Notes | 5.13 | 5/15/2052 | 145000 | 135432 |
| Georgia Power Co., Sr. Unscd. Notes, Ser. A | 3.25 | 3/15/2051 | 317000 | 216522 |
| Idaho Power Co., First Mortgage Bonds | 5.20 | 8/15/2034 | 65000 | 66039 |
| Idaho Power Co., First Mortgage Notes | 5.80 | 4/1/2054 | 50000 | 49650 |
| Idaho Power Co., First Mortgage Notes, Ser. K | 4.20 | 3/1/2048 | 25000 | 20104 |
| Indiana Michigan Power Co., Sr. Unscd. Notes | 4.25 | 8/15/2048 | 300000 | 237834 |
| Interstate Power & Light Co., Sr. Unscd. Debs. | 2.30 | 6/1/2030 | 15000 | 13508 |
| Interstate Power & Light Co., Sr. Unscd. Debs. | 3.60 | 4/1/2029 | 350000 | 340054 |
| Interstate Power & Light Co., Sr. Unscd. Notes | 4.95 | 9/30/2034 | 100000 | 97789 |
| Interstate Power & Light Co., Sr. Unscd. Notes | 5.45 | 9/30/2054 | 100000 | 95599 |
| IPALCO Enterprises, Inc., Sr. Scd. Notes | 5.75 | 4/1/2034 | 100000 | 100192 |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC, Sr. Scd. Notes | 5.08 | 10/1/2054 | 308084 | 291107 |
| Kentucky Utilities Co., First Mortgage Bonds, Ser. KENT | 5.45 | 4/15/2033 | 25000 | 25772 |
| Louisville Gas & Electric Co., First Mortgage Bonds | 4.25 | 4/1/2049 | 165000 | 132181 |

---

**76**

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| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| MidAmerican Energy Co., First Mortgage Bonds | 2.70 | 8/1/2052 | 150000 | 92200 |
| MidAmerican Energy Co., First Mortgage Bonds | 3.65 | 4/15/2029 | 215000 | 210117 |
| MidAmerican Energy Co., First Mortgage Bonds | 3.65 | 8/1/2048 | 50000 | 37109 |
| MidAmerican Energy Co., First Mortgage Bonds | 4.25 | 7/15/2049 | 270000 | 219014 |
| MidAmerican Energy Co., First Mortgage Bonds | 5.85 | 9/15/2054 | 30000 | 30706 |
| Mississippi Power Co., Sr. Unscd. Notes, Ser. 12-A | 4.25 | 3/15/2042 | 30000 | 25659 |
| National Fuel Gas Co., Sr. Unscd. Notes | 2.95 | 3/1/2031 | 85000 | 75782 |
| National Fuel Gas Co., Sr. Unscd. Notes | 5.95 | 3/15/2035 | 245000 | 250562 |
| National Grid USA, Sr. Unscd. Notes | 5.80 | 4/1/2035 | 125000 | 127094 |
| National Rural Utilities Cooperative Finance Corp., Collateral Trust Bonds | 5.00 | 8/15/2034 | 310000 | 310139 |
| National Rural Utilities Cooperative Finance Corp., Sr. Unscd. Notes | 4.80 | 3/15/2028 | 257000 | 260102 |
| National Rural Utilities Cooperative Finance Corp., Sr. Unscd. Notes | 5.05 | 9/15/2028 | 160000 | 163156 |
| Nevada Power Co., General Ref. Mortgage Bonds, Ser. DD | 2.40 | 5/1/2030 | 65000 | 59202 |
| Nevada Power Co., General Ref. Mortgage Bonds, Ser. EE | 3.13 | 8/1/2050 | 42000 | 26756 |
| Nevada Power Co., General Ref. Mortgage Notes | 6.00 | 3/15/2054 | 157000 | 158096 |
| Nevada Power Co., General Ref. Mortgage Notes, Ser. CC | 3.70 | 5/1/2029 | 255000 | 248316 |
| NextEra Energy Capital Holdings, Inc., Gtd. Debs. | 2.25 | 6/1/2030 | 347000 | 312154 |
| NextEra Energy Capital Holdings, Inc., Gtd. Debs. | 2.75 | 11/1/2029 | 75000 | 69968 |
| NextEra Energy Capital Holdings, Inc., Gtd. Debs. | 3.80 | 3/15/2082 | 260000 | 250191 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 2.44 | 1/15/2032 | 240000 | 207671 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 3.00 | 1/15/2052 | 197000 | 122106 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 3.50 | 4/1/2029 | 85000 | 82106 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 5.00 | 2/28/2030 | 80000 | 81535 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 5.05 | 2/28/2033 | 160000 | 160677 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 5.25 | 2/28/2053 | 110000 | 101007 |
| NiSource, Inc., Jr. Sub. Notes | 6.95 | 11/30/2054 | 85000 | 88319 |
| NiSource, Inc., Sr. Unscd. Notes | 3.49 | 5/15/2027 | 155000 | 152371 |
| NiSource, Inc., Sr. Unscd. Notes | 4.38 | 5/15/2047 | 185000 | 152024 |
| NiSource, Inc., Sr. Unscd. Notes | 4.80 | 2/15/2044 | 100000 | 88266 |
| NiSource, Inc., Sr. Unscd. Notes | 5.00 | 6/15/2052 | 176000 | 155191 |
| NiSource, Inc., Sr. Unscd. Notes | 5.65 | 2/1/2045 | 50000 | 48569 |
| NiSource, Inc., Sr. Unscd. Notes | 5.95 | 6/15/2041 | 163000 | 165045 |
| Northern States Power Co., First Mortgage Bonds | 2.90 | 3/1/2050 | 35000 | 22731 |
| Northern States Power Co., First Mortgage Bonds | 4.00 | 8/15/2045 | 40000 | 32141 |
| Northern States Power Co., First Mortgage Bonds | 5.10 | 5/15/2053 | 282000 | 261214 |
| Northwest Natural Holding Co., Jr. Sub. Notes | 7.00 | 9/15/2055 | 50000 | 50815 |
| NSTAR Electric Co., Sr. Unscd. Debs. | 4.55 | 6/1/2052 | 45000 | 37245 |
| Oglethorpe Power Corp., First Mortgage Bonds | 5.05 | 10/1/2048 | 200000 | 176637 |
| Oglethorpe Power Corp., First Mortgage Bonds | 5.38 | 11/1/2040 | 50000 | 48319 |
| Oklahoma Gas & Electric Co., Sr. Unscd. Notes | 3.80 | 8/15/2028 | 130000 | 127720 |
| Oklahoma Gas & Electric Co., Sr. Unscd. Notes | 5.60 | 4/1/2053 | 60000 | 58352 |
| Oncor Electric Delivery Co. LLC, Scd. Notes | 4.65 | 11/1/2029 | 400000 | 403507 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 3.10 | 9/15/2049 | 205000 | 134694 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 3.70 | 11/15/2028 | 100000 | 97888 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 3.80 | 9/30/2047 | 50000 | 37666 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 4.30 | 5/15/2028 | 10000 | 9982 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 4.95 | 9/15/2052 | 140000 | 124762 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes<sup>(c)</sup> <br>| 5.35 | 4/1/2035 | 200000 | 203881 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 5.65 | 11/15/2033 | 50000 | 52532 |
| One Gas, Inc., Sr. Unscd. Notes | 4.50 | 11/1/2048 | 45000 | 37358 |

---

**77**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| Pacific Gas & Electric Co., First Mortgage Bonds | 2.50 | 2/1/2031 | 430000 | 375625 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 3.30 | 8/1/2040 | 110000 | 80355 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 3.50 | 8/1/2050 | 225000 | 147281 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 3.75 | 7/1/2028 | 205400 | 199330 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 4.00 | 12/1/2046 | 50000 | 35771 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 4.50 | 7/1/2040 | 100000 | 84519 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 4.95 | 7/1/2050 | 530000 | 438271 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 5.25 | 3/1/2052 | 66000 | 55527 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 6.75 | 1/15/2053 | 247000 | 256443 |
| Pacific Gas & Electric Co., First Mortgage Notes | 3.95 | 12/1/2047 | 50000 | 35611 |
| Pacific Gas & Electric Co., First Mortgage Notes | 4.60 | 6/15/2043 | 100000 | 80331 |
| Pacific Gas & Electric Co., First Mortgage Notes | 4.65 | 8/1/2028 | 100000 | 99265 |
| Pacific Gas & Electric Co., Sr. Scd. Bonds | 3.25 | 6/1/2031 | 70000 | 63128 |
| Pacific Gas & Electric Co., Sr. Scd. Bonds | 4.20 | 6/1/2041 | 75000 | 58457 |
| PacifiCorp, First Mortgage Bonds | 2.90 | 6/15/2052 | 205000 | 121147 |
| PacifiCorp, First Mortgage Bonds | 4.10 | 2/1/2042 | 35000 | 28015 |
| PacifiCorp, First Mortgage Bonds | 4.13 | 1/15/2049 | 100000 | 75907 |
| PacifiCorp, First Mortgage Bonds | 5.35 | 12/1/2053 | 100000 | 89260 |
| PacifiCorp, First Mortgage Bonds | 6.00 | 1/15/2039 | 360000 | 370446 |
| PECO Energy Co., First Mortgage Bonds | 3.90 | 3/1/2048 | 300000 | 233967 |
| PECO Energy Co., First Mortgage Bonds | 4.90 | 6/15/2033 | 209000 | 211296 |
| PECO Energy Co., First Ref. Mortgage Bonds | 5.95 | 10/1/2036 | 350000 | 371058 |
| PG&E Energy Recovery Funding LLC, Sr. Scd. Bonds, Ser. A1 | 1.46 | 7/15/2031 | 30989 | 28336 |
| PG&E Energy Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2 | 2.28 | 1/15/2036 | 85000 | 68339 |
| PG&E Energy Recovery Funding LLC, Sr. Scd. Bonds, Ser. A3 | 2.82 | 7/15/2046 | 25000 | 17491 |
| PG&E Recovery Funding LLC, Sr. Scd. Notes, Ser. A2 | 5.23 | 6/1/2042 | 85000 | 83922 |
| PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A1 | 3.59 | 6/1/2030 | 44956 | 43933 |
| PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2 | 4.26 | 6/1/2036 | 140000 | 131670 |
| PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2 | 4.72 | 6/1/2037 | 250000 | 242175 |
| PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A4 | 5.21 | 12/1/2047 | 160000 | 152718 |
| Piedmont Natural Gas Co., Inc., Sr. Unscd. Notes | 2.50 | 3/15/2031 | 25000 | 22201 |
| Piedmont Natural Gas Co., Inc., Sr. Unscd. Notes | 3.35 | 6/1/2050 | 130000 | 86548 |
| PPL Electric Utilities Corp., First Mortgage Bonds | 5.25 | 5/15/2053 | 270000 | 257091 |
| PPL Electric Utilities Corp., First Mortgage Bonds | 6.25 | 5/15/2039 | 50000 | 54610 |
| Public Service Co. of Colorado, First Mortgage Bonds | 4.05 | 9/15/2049 | 42000 | 32125 |
| Public Service Co. of Colorado, First Mortgage Bonds | 5.25 | 4/1/2053 | 600000 | 550413 |
| Public Service Co. of Colorado, First Mortgage Bonds, Ser. 34 | 3.20 | 3/1/2050 | 77000 | 50918 |
| Public Service Co. of Colorado, First Mortgage Notes | 3.60 | 9/15/2042 | 25000 | 19156 |
| Public Service Co. of New Hampshire, First Mortgage Bonds | 5.15 | 1/15/2053 | 100000 | 92148 |
| Public Service Co. of Oklahoma, Sr. Unscd. Notes | 5.25 | 1/15/2033 | 100000 | 101265 |
| Public Service Electric & Gas Co., First Mortgage Bonds | 5.20 | 8/1/2033 | 10000 | 10268 |
| Public Service Electric & Gas Co., First Mortgage Bonds | 5.45 | 8/1/2053 | 119000 | 115925 |
| Public Service Electric & Gas Co., First Mortgage Notes | 1.90 | 8/15/2031 | 385000 | 331147 |
| Public Service Electric & Gas Co., First Mortgage Notes | 3.80 | 3/1/2046 | 225000 | 174472 |
| Public Service Electric & Gas Co., First Mortgage Notes | 4.90 | 12/15/2032 | 100000 | 101234 |
| Public Service Electric & Gas Co., Sr. Scd. Notes | 3.65 | 9/1/2042 | 25000 | 19618 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes | 1.60 | 8/15/2030 | 60000 | 51762 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes | 5.88 | 10/15/2028 | 15000 | 15604 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes | 6.13 | 10/15/2033 | 338000 | 360608 |
| Puget Energy, Inc., Sr. Scd. Notes | 2.38 | 6/15/2028 | 168000 | 157875 |

---

**78**

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---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| Puget Energy, Inc., Sr. Scd. Notes | 4.10 | 6/15/2030 | 75000 | 72214 |
| Puget Energy, Inc., Sr. Scd. Notes | 4.22 | 3/15/2032 | 130000 | 122422 |
| Puget Energy, Inc., Sr. Scd. Notes | 5.73 | 3/15/2035 | 400000 | 401206 |
| Puget Sound Energy, Inc., Sr. Scd. Bonds | 5.33 | 6/15/2034 | 300000 | 306111 |
| Puget Sound Energy, Inc., Sr. Scd. Bonds | 5.80 | 3/15/2040 | 85000 | 87042 |
| Puget Sound Energy, Inc., Sr. Scd. Notes | 3.25 | 9/15/2049 | 69000 | 45856 |
| San Diego Gas & Electric Co., First Mortgage Bonds | 4.95 | 8/15/2028 | 55000 | 55977 |
| San Diego Gas & Electric Co., First Mortgage Bonds, Ser. RRR | 3.75 | 6/1/2047 | 368000 | 272693 |
| San Diego Gas & Electric Co., First Mortgage Bonds, Ser. UUU | 3.32 | 4/15/2050 | 105000 | 70787 |
| San Diego Gas & Electric Co., First Mortgage Bonds, Ser. XXX | 3.00 | 3/15/2032 | 100000 | 90206 |
| Sempra, Sr. Unscd. Notes | 3.25 | 6/15/2027 | 128000 | 124974 |
| Sempra, Sr. Unscd. Notes | 3.80 | 2/1/2038 | 160000 | 132715 |
| Sempra, Sr. Unscd. Notes | 5.40 | 8/1/2026 | 75000 | 75495 |
| Sempra, Sr. Unscd. Notes | 6.00 | 10/15/2039 | 425000 | 429634 |
| Sierra Pacific Power Co., General Ref. Mortgage Notes | 5.90 | 3/15/2054 | 90000 | 89624 |
| Southern California Edison Co., First Mortgage Bonds | 2.85 | 8/1/2029 | 120000 | 111316 |
| Southern California Edison Co., First Mortgage Bonds | 3.65 | 2/1/2050 | 105000 | 71437 |
| Southern California Edison Co., First Mortgage Bonds | 5.85 | 11/1/2027 | 103000 | 105284 |
| Southern California Edison Co., First Mortgage Bonds | 5.88 | 12/1/2053 | 10000 | 9295 |
| Southern California Edison Co., First Mortgage Bonds | 5.95 | 11/1/2032 | 215000 | 222529 |
| Southern California Edison Co., First Mortgage Bonds, Ser. B | 4.88 | 3/1/2049 | 60000 | 48996 |
| Southern California Edison Co., First Mortgage Bonds, Ser. G | 2.50 | 6/1/2031 | 275000 | 238897 |
| Southern California Edison Co., First Ref. Mortgage Bonds | 4.00 | 4/1/2047 | 602000 | 438213 |
| Southern California Edison Co., First Ref. Mortgage Bonds | 4.65 | 10/1/2043 | 260000 | 214481 |
| Southern California Edison Co., First Ref. Mortgage Bonds | 6.00 | 1/15/2034 | 50000 | 51268 |
| Southern California Edison Co., First Ref. Mortgage Bonds | 6.05 | 3/15/2039 | 85000 | 86288 |
| Southern California Edison Co., First Ref. Mortgage Bonds, Ser. 13-A | 3.90 | 3/15/2043 | 50000 | 37556 |
| Southern California Gas Co., First Mortgage Bonds | 3.75 | 9/15/2042 | 45000 | 34953 |
| Southern California Gas Co., First Mortgage Bonds | 5.05 | 9/1/2034 | 227000 | 227181 |
| Southern California Gas Co., First Mortgage Bonds | 5.20 | 6/1/2033 | 10000 | 10142 |
| Southern California Gas Co., First Mortgage Bonds | 6.35 | 11/15/2052 | 60000 | 64155 |
| Southern California Gas Co., First Mortgage Bonds, Ser. VV | 4.30 | 1/15/2049 | 65000 | 51985 |
| Southern California Gas Co., First Mortgage Bonds, Ser. WW | 3.95 | 2/15/2050 | 20000 | 14963 |
| Southern California Gas Co., Sr. Unscd. Notes | 2.95 | 4/15/2027 | 158000 | 154315 |
| Southern Co. Gas Capital Corp., Gtd. Notes | 4.40 | 5/30/2047 | 45000 | 36685 |
| Southern Co. Gas Capital Corp., Gtd. Notes, Ser. 21A | 3.15 | 9/30/2051 | 139000 | 88416 |
| Southern Power Co., Sr. Unscd. Notes | 5.15 | 9/15/2041 | 100000 | 94086 |
| Southern Power Co., Sr. Unscd. Notes | 5.25 | 7/15/2043 | 45000 | 42171 |
| Southwest Gas Corp., Sr. Unscd. Notes | 2.20 | 6/15/2030 | 130000 | 116401 |
| Southwestern Electric Power Co., Sr. Unscd. Notes, Ser. K | 2.75 | 10/1/2026 | 91000 | 88950 |
| Spire Missouri, Inc., First Mortgage Bonds | 4.80 | 2/15/2033 | 50000 | 49691 |
| Spire Missouri, Inc., First Mortgage Bonds, Ser. 2034 | 5.15 | 8/15/2034 | 65000 | 65955 |
| Tampa Electric Co., Sr. Unscd. Notes | 2.40 | 3/15/2031 | 60000 | 53645 |
| Tampa Electric Co., Sr. Unscd. Notes | 3.63 | 6/15/2050 | 115000 | 81741 |
| The AES Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.45 | 1/15/2031 | 50000 | 44188 |
| The AES Corp., Sr. Unscd. Notes | 5.45 | 6/1/2028 | 320000 | 325010 |
| The Cleveland Electric Illuminating Company, Sr. Unscd. Notes | 5.95 | 12/15/2036 | 30000 | 30897 |
| The Connecticut Light & Power Company, First Mortgage Bonds | 5.25 | 1/15/2053 | 42000 | 39158 |
| The Connecticut Light & Power Company, First Mortgage Bonds, Ser. A | 2.05 | 7/1/2031 | 110000 | 95686 |
| The Connecticut Light & Power Company, First Ref. Mortgage Bonds | 4.30 | 4/15/2044 | 200000 | 169172 |

---

**79**

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*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** | **Bonds and Notes — 99.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| The Connecticut Light & Power Company, First Ref. Mortgage Bonds, Ser. A | 3.20 | 3/15/2027 | 175000 | 171774 |
| The Southern Company, Sr. Unscd. Notes | 4.40 | 7/1/2046 | 205000 | 170290 |
| The Southern Company, Sr. Unscd. Notes | 4.85 | 6/15/2028 | 57000 | 57737 |
| The Southern Company, Sr. Unscd. Notes | 5.50 | 3/15/2029 | 173000 | 179265 |
| The Southern Company, Sr. Unscd. Notes | 5.70 | 3/15/2034 | 15000 | 15617 |
| The Toledo Edison Company, Sr. Scd. Notes | 6.15 | 5/15/2037 | 25000 | 26740 |
| Tucson Electric Power Co., Sr. Unscd. Notes | 1.50 | 8/1/2030 | 50000 | 43036 |
| Tucson Electric Power Co., Sr. Unscd. Notes | 4.00 | 6/15/2050 | 60000 | 44910 |
| Tucson Electric Power Co., Sr. Unscd. Notes | 5.50 | 4/15/2053 | 50000 | 46912 |
| Union Electric Co., First Mortgage Bonds | 2.95 | 3/15/2030 | 50000 | 46908 |
| Union Electric Co., First Mortgage Bonds | 3.25 | 10/1/2049 | 122000 | 82266 |
| Union Electric Co., First Mortgage Bonds | 4.00 | 4/1/2048 | 46000 | 36021 |
| Union Electric Co., First Mortgage Bonds | 5.13 | 3/15/2055 | 200000 | 183356 |
| Union Electric Co., First Mortgage Bonds | 5.45 | 3/15/2053 | 50000 | 47971 |
| Union Electric Co., Sr. Scd. Notes | 3.90 | 9/15/2042 | 50000 | 40439 |
| Union Electric Co., Sr. Scd. Notes | 8.45 | 3/15/2039 | 50000 | 63613 |
| Virginia Electric & Power Co., Sr. Unscd. Notes | 2.45 | 12/15/2050 | 235000 | 132223 |
| Virginia Electric & Power Co., Sr. Unscd. Notes | 4.45 | 2/15/2044 | 115000 | 97950 |
| Virginia Electric & Power Co., Sr. Unscd. Notes | 5.15 | 3/15/2035 | 200000 | 200904 |
| Virginia Electric & Power Co., Sr. Unscd. Notes | 5.30 | 8/15/2033 | 10000 | 10232 |
| Virginia Electric & Power Co., Sr. Unscd. Notes | 5.70 | 8/15/2053 | 90000 | 89081 |
| Virginia Electric & Power Co., Sr. Unscd. Notes, Ser. A | 3.80 | 4/1/2028 | 100000 | 98955 |
| Virginia Electric & Power Co., Sr. Unscd. Notes, Ser. B | 2.95 | 11/15/2026 | 30000 | 29434 |
| Virginia Electric & Power Co., Sr. Unscd. Notes, Ser. B | 3.75 | 5/15/2027 | 80000 | 79191 |
| Virginia Electric & Power Co., Sr. Unscd. Notes, Ser. B | 3.80 | 9/15/2047 | 520000 | 390000 |
| Washington Gas Light Co., Sr. Unscd. Notes | 3.65 | 9/15/2049 | 144000 | 102364 |
| WEC Energy Group, Inc., Sr. Unscd. Notes | 2.20 | 12/15/2028 | 65000 | 60440 |
| WEC Energy Group, Inc., Sr. Unscd. Notes | 4.75 | 1/15/2028 | 200000 | 201509 |
| WEC Energy Group, Inc., Sr. Unscd. Notes | 5.15 | 10/1/2027 | 200000 | 202702 |
| WEC Energy Group, Inc., Sr. Unscd. Notes | 5.60 | 9/12/2026 | 5000 | 5052 |
| Wisconsin Electric Power Co., Sr. Unscd. Debs. | 5.63 | 5/15/2033 | 65000 | 68730 |
| Wisconsin Power & Light Co., Sr. Unscd. Debs. | 1.95 | 9/16/2031 | 50000 | 42794 |
| Wisconsin Power & Light Co., Sr. Unscd. Notes | 4.95 | 4/1/2033 | 50000 | 49961 |
| Wisconsin Public Service Corp., Sr. Unscd. Notes | 3.30 | 9/1/2049 | 270000 | 184233 |
| Xcel Energy, Inc., Sr. Unscd. Notes | 1.75 | 3/15/2027 | 70000 | 66974 |
| Xcel Energy, Inc., Sr. Unscd. Notes | 3.50 | 12/1/2049 | 125000 | 85894 |
| Xcel Energy, Inc., Sr. Unscd. Notes | 4.00 | 6/15/2028 | 75000 | 74251 |
| Xcel Energy, Inc., Sr. Unscd. Notes | 4.60 | 6/1/2032 | 100000 | 97605 |
|  |  |  |  | **46101972** |
| &nbsp;&nbsp;&nbsp; **Total Bonds and Notes** <br>(cost $1,987,889,232)<br>|  |  |  | **1950149323** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>| Shares |
| **Investment Companies — 3.1%** | **Investment Companies — 3.1%** | **Investment Companies — 3.1%** |
| **Registered Investment Companies — 3.1%** | **Registered Investment Companies — 3.1%** | **Registered Investment Companies — 3.1%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Money Market Fund, Institutional Shares<sup>(g)</sup> <br>(cost $60,823,845)<br>| 4.29 | 60823845 |

---

**80**

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---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day<br> Yield (%)<br>| Shares | Value ($) |
| **Investment of Cash Collateral for Securities Loaned — .5%** |  |  |  |
| **Registered Investment Companies — .5%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Money Market Fund, Institutional Shares<sup>(g)</sup> <br>(cost $9,302,382)<br>| 4.29 | 9302382 | **9302382** |
| **Total Investments** (cost $2,058,015,459) | **Total Investments** (cost $2,058,015,459) | **102.7%** | **2020275550** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(2.7%)** | **(52795612)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **1967479938** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| *ACES—Alterntaive Credit Enhancement Securities* |
| *GO—Government Obligation* |
| *REIT—Real Estate Investment Trust* |
| *TBA—To Be Announced* |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *Security, or portion thereof, on loan. At July 31, 2025, the value of the fund's securities on loan was $116,522,544 and the value of the collateral was* *$120,360,559, consisting of cash collateral of $9,302,382 and U.S. Government & Agency securities valued at $111,058,177. In addition, the value of* *collateral may include pending sales that are also on loan.* 

<sup>(b)</sup> *Security issued with a zero coupon. Income is recognized through the accretion of discount.*

<sup>(c)</sup> *Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from* *registration, normally to qualified institutional buyers. At July 31, 2025, these securities amounted to $3,673,629 or 0.2% of net assets.* 

<sup>(d)</sup> *Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.*

<sup>(e)</sup> *The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into* *conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.* 

<sup>(f)</sup> *Purchased on a forward commitment basis.*

<sup>(g)</sup> *Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's* *prospectus.* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**TBA Sale Commitments**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| Description | Principal <br>Amount ($)<br>| Value ($) |
| **U.S. Government Agencies Mortgage-Backed — .0%** | **U.S. Government Agencies Mortgage-Backed — .0%** | **U.S. Government Agencies Mortgage-Backed — .0%** |
| **Federal National Mortgage Association:** | **Federal National Mortgage Association:** | **Federal National Mortgage Association:** |
| 1.50%<sup>(a),(b)</sup> <br>| (200000)<br>| (148456)<br>|
| 3.00%<sup>(a),(b)</sup> <br>| (300000)<br>| (284165)<br>|
| 3.50%<sup>(a),(b)</sup> <br>| (50000)<br>| (47909)<br>|
| **Total Sale Commitments** (Proceeds $482,524) |  | **(480530)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into* *conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.* 

<sup>(b)</sup> *Sold on a delayed delivery basis.*

*See notes to statement of investments.*

**81**

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Statement of Investments

BNY Mellon Core Bond ETF

July 31, 2025 (Unaudited)

The following is a summary of the inputs used as of July 31, 2025 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7714333 | &nbsp;&nbsp; — | &nbsp;&nbsp; **7714333** |
| Commercial Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14374366 | &nbsp;&nbsp; — | &nbsp;&nbsp; **14374366** |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 499676568 | &nbsp;&nbsp; — | &nbsp;&nbsp; **499676568** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31037957 | &nbsp;&nbsp; — | &nbsp;&nbsp; **31037957** |
| Municipal Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6527753 | &nbsp;&nbsp; — | &nbsp;&nbsp; **6527753** |
| &nbsp;&nbsp;&nbsp; U.S. Government Agencies Collateralized Municipal-Backed <br> Securities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14607155 | &nbsp;&nbsp; — | &nbsp;&nbsp; **14607155** |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 478388830 | &nbsp;&nbsp; — | &nbsp;&nbsp; **478388830** |
| U.S. Government Agencies Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12663536 | &nbsp;&nbsp; — | &nbsp;&nbsp; **12663536** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 885158825 | &nbsp;&nbsp; — | &nbsp;&nbsp; **885158825** |
| Investment Companies | &nbsp;&nbsp; 70126227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **70126227** |
|  | &nbsp;&nbsp; **70126227** | &nbsp;&nbsp; **1950149323** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **2020275550** |
| **Liabilities ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (480530) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(480530)** |
|  | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(480530)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(480530)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>†</sup> *See Statement of Investments for additional detailed categorizations, if any.*

**82**

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The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission ("SEC") under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

BNY Mellon ETF Trust's (the "Trust") Board of Trustees (the "Board") has designated the Adviser as the fund's valuation designee to make all fair value determinations with respect to the fund's portfolio of investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

Investments in debt securities, excluding short-term investments (other than U.S. Treasury Bills) are valued each business day by one or more independent pricing services (each, a "Service") approved by the Board. Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of a Service are valued at the quoted bid prices (as obtained by the Service from dealers in such securities). Securities are valued as determined by a Service, based on methods which include consideration of the following: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. Each Service and independent valuation firm is engaged under the general oversight of the Board. These securities are generally categorized within Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to reflect fair value accurately, they are valued at fair value as determined in good faith based on procedures approved by the Board. Fair value of investments may be determined by valuation designee using such information as it deems appropriate under the circumstances. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and are generally categorized within Level 3 of the fair value hierarchy.

Pursuant to a securities lending agreement with BNY, the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by the Adviser, or U.S. Government

**83**

------

and Agency securities. The securities on loan, if any, are also disclosed in the fund's Statement of Investments. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, BNY is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

**TBA Securities:** During the period ended July 31, 2025, the fund transacted in TBA securities that involved buying or selling mortgage-backed securities on a forward commitment basis. A TBA transaction typically does not designate the actual security to be delivered and only includes an approximate principal amount; however, delivered securities must meet specified terms defined by industry guidelines, including issuer, rate and current principal amount outstanding on underlying mortgage pools. TBA securities subject to a forward commitment to sell at period end are included at the end of the fund's Statement of Investments. The proceeds and value of these commitments are reflected in the fund's Statement of Assets and Liabilities as Receivable for TBA sale commitments (included in receivable securities sold) and TBA sale commitments, at value, respectively.

At July 31, 2025, accumulated net unrealized depreciation on investments was $37,737,915, consisting of $9,016,368 gross unrealized appreciation and $46,754,283 gross unrealized depreciation.

At July 31, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

**84**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon ETF Trust

- **b. Investment Company Act file number:** 811-23477

- **c. CIK number of Registrant:** 0001493580

- **d. LEI of Registrant:** 549300E2C8EQYJ7B0H81

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212-922-6400

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

- **a. Name of Series:** BNY Mellon Core Bond ETF

- **b. EDGAR series identifier (if any):** S000067265

- **c. LEI of Series:** 549300K7DCWTGO8Z1C21

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2056466919.23

**Total Liabilities:** $88986980.85

**Net Assets:** $1967479938.38

**Stand-by Commitments:** $55040653.80

**Cash Not Reported:** $29030.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 75.15528000 | **1-Year:** 43163.84786000 | **5-Year:** 317378.93931000 | **10-Year:** 260299.91039000 | **30-Year:** 31188.14157000

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

- **3-Month:** 0.00000000 | **1-Year:** 20.57548000 | **5-Year:** 55.00020000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000216367 | -0.72%               | 1.53%                | -0.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-316238.24              | $-19815249.56                              |
| Month 2  | $-477669.98              | $22702806.21                               |
| Month 3  | $-242037.35              | $-11671321.15                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COPT DEFENSE PROP LP                                         | COPT Defense Properties LP                                                       | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47500.90     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                   | Hasbro Inc                                                                       | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51784.19     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                            | International Finance Corp                                                       | CUSIP: 45950KCX6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    864000 | PA      | $830493.07    | 0.04%             | 2026-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                            | Tractor Supply Co                                                                | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15222.18     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J7N50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166383 | PA      | $152420.50    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    590000 | PA      | $568092.56    | 0.03%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260530 | PA      | $254311.10    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27066 | PA      | $23811.68     | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    125000 | PA      | $122278.96    | 0.01%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201259.95    | 0.01%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5420000 | PA      | $5399886.71   | 0.27%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55270 | PA      | $45554.06     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $162197.79    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                    | Nokia Oyj                                                                        | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    210000 | PA      | $213940.38    | 0.01%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    606292 | PA      | $489930.74    | 0.02%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145485.88    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35230.36     | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                     | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34117.45     | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228137.83    | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                       | Rockefeller Foundation/The                                                       | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29708.57     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    205000 | PA      | $134693.86    | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                       | Mondelez International Inc                                                       | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323574.02    | 0.02%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPTJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113059 | PA      | $104554.13    | 0.01%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130797 | PA      | $114383.42    | 0.01%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99265.36     | 0.01%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J7W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7039 | PA      | $6782.60      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $127145.51    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                             | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    743000 | PA      | $525368.67    | 0.03%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $199432.59    | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9210.78      | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83567.13     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                     | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8110.73      | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277582 | PA      | $1002925.18   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90796.97     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    204000 | PA      | $207660.85    | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $34329.54     | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82106.33     | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152722 | PA      | $133631.34    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EL99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69684 | PA      | $69596.38     | 0.00%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000800 | PA      | $972496.13    | 0.05%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49851.80     | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                             | Markel Group Inc                                                                 | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59738.99     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179ME22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16602 | PA      | $14996.67     | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $67646.84     | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJGE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251277 | PA      | $209671.46    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148528.13    | 0.01%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                        | Dominion Energy South Carolina Inc                                               | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64523.70     | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65484 | PA      | $60775.10     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    176000 | PA      | $179487.91    | 0.01%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59233.35     | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21499.63     | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224059 | PA      | $208475.07    | 0.01%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75033.19     | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKQJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049695 | PA      | $980018.83    | 0.05%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5C78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16352 | PA      | $15514.72     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75000 | PA      | $69036.75     | 0.00%             | 2054-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                           | Voya Financial Inc                                                               | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43390.96     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                     | Brookfield Finance LLC / Brookfield Finance Inc                                  | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $190285.42    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61359 | PA      | $61106.49     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJKG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20283 | PA      | $17766.79     | 0.00%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81251 | PA      | $72177.94     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052482<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475000 | PA      | $483013.25    | 0.02%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $255258.09    | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                             | Kilroy Realty LP                                                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200709.87    | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $853171.88    | 0.04%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401652.41    | 0.02%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| PILGRIM'S PRIDE CORP                                         | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65587.93     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                     | Fox Corp                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50254.98     | 0.00%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118201.93    | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    212000 | PA      | $197243.55    | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153068 | PA      | $136854.02    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                      | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24937.01     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    520000 | PA      | $466371.26    | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   2555000 | PA      | $2201988.14   | 0.11%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJ5Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130571 | PA      | $125472.40    | 0.01%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $161496.79    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    370000 | PA      | $229872.02    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                        | Seattle Children's Hospital                                                      | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15316.10     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31615.54     | 0.00%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    138000 | PA      | $151297.24    | 0.01%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     85000 | PA      | $51919.49     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114786.69    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21662.30     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                 | Assurant Inc                                                                     | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30191.35     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    433000 | PA      | $318955.45    | 0.02%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                            | Healthpeak OP LLC                                                                | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101428.83    | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                          | University of Michigan                                                           | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     54000 | PA      | $39320.13     | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127422.49    | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182156 | PA      | $161275.89    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5225000 | PA      | $4901703.13   | 0.25%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    352000 | PA      | $348879.62    | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272237 | PA      | $252691.11    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                          | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $42286.12     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1192249 | PA      | $1153976.70   | 0.06%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H74N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173646 | PA      | $168014.51    | 0.01%             | 2028-09-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                     | Constellation Brands Inc                                                         | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50200.84     | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114900 | PA      | $112137.79    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43847.78     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPUJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1420952 | PA      | $1386842.32   | 0.07%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3527998 | PA      | $2850754.31   | 0.14%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63041.05     | 0.00%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144664.76    | 0.01%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    900000 | PA      | $761892.57    | 0.04%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNH48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1926623 | PA      | $1586285.40   | 0.08%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46092.66     | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                          | Avery Dennison Corp                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131251.50    | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101793 | PA      | $95366.70     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8RN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49937 | PA      | $48326.62     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130795.77    | 0.01%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10267.55     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDCT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94173 | PA      | $74695.86     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    215000 | PA      | $125546.19    | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281683.89    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180417 | PA      | $180777.27    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3075000 | PA      | $2246191.41   | 0.11%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442546 | PA      | $413307.47    | 0.02%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196344.52    | 0.01%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    357000 | PA      | $356586.99    | 0.02%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44187.57     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | PA      | $262294.35    | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138559.81    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                 | Assurant Inc                                                                     | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147580.56    | 0.01%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10347.92     | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                      | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    930000 | PA      | $869035.73    | 0.04%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42722.28     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CFM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104027 | PA      | $100633.76    | 0.01%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146896.76    | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                     | NIKE Inc                                                                         | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341639.02    | 0.02%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184140.50    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $402228.69    | 0.02%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $187367.26    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17587 | PA      | $17797.83     | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177553.27    | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    307000 | PA      | $341194.69    | 0.02%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239778.78    | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $640781.10    | 0.03%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDU95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117579 | PA      | $104128.14    | 0.01%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225706 | PA      | $179338.83    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57416 | PA      | $47034.78     | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                        | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $142332.48    | 0.01%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3040000 | PA      | $3062087.48   | 0.16%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2652055 | PA      | $2189964.26   | 0.11%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326792 | PA      | $287860.39    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MAXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17243 | PA      | $15649.62     | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYS83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5659 | PA      | $5037.17      | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287389 | PA      | $226207.10    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45250 | PA      | $45106.06     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1335000 | PA      | $1272004.69   | 0.06%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99889.46     | 0.01%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58732.12     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $113137.08    | 0.01%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221505 | PA      | $185600.19    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75554.82     | 0.00%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                        | Fomento Economico Mexicano SAB de CV                                             | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    140000 | PA      | $99297.84     | 0.01%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                     | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109135.28    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250561.53    | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    323000 | PA      | $314009.76    | 0.02%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QBSS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398989 | PA      | $346502.00    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2160652.34   | 0.11%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346314 | PA      | $285436.63    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    646651 | PA      | $561453.61    | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274859.66    | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                     | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $34706.85     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $95994.19     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38828.47     | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    117000 | PA      | $103178.76    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7081400 | PA      | $6528718.82   | 0.33%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    455000 | PA      | $391174.70    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                        | NYU Langone Hospitals                                                            | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $66518.94     | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XABP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114380 | PA      | $104603.18    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WKUK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32940 | PA      | $31029.60     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201229.88    | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $166367.44    | 0.01%             | 2062-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                      | CarMax Auto Owner Trust 2024-2                                                   | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $217552.31    | 0.01%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                         | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $282040.01    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    164000 | PA      | $150694.43    | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117967 | PA      | $98954.70     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403506.62    | 0.02%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                         | Southern Copper Corp                                                             | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115569.41    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63621.74     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                           | Ameren Illinois Co                                                               | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90302.30     | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206817.75    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130A3DU5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $295079.86    | 0.01%             | 2027-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8675000 | PA      | $8434404.25   | 0.43%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4940000 | PA      | $4348743.75   | 0.22%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54021.21     | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84519.32     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183133 | PA      | $184508.54    | 0.01%             | 2044-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416701 | PA      | $344095.82    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9045800 | PA      | $8368071.66   | 0.43%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99915.14     | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406999.79    | 0.02%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XTA92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445035 | PA      | $367779.11    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                        | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $207904.23    | 0.01%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59004.98     | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $186133.47    | 0.01%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22972 | PA      | $22557.36     | 0.00%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut                               | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $39076.06     | 0.00%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933636 | PA      | $730717.75    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197368.88    | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    860000 | PA      | $612642.99    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    285000 | PA      | $248960.26    | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EHGD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23171 | PA      | $24244.89     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20380 | PA      | $19532.81     | 0.00%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W0BJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94482 | PA      | $80476.25     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                      | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99245.95     | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328596 | PA      | $296212.41    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73683 | PA      | $61148.69     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPMF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160296 | PA      | $153609.42    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173413 | PA      | $173050.07    | 0.01%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96045 | PA      | $84100.51     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48993.70     | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                | Allstate Corp/The                                                                | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510604.94    | 0.03%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470878 | PA      | $428420.60    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                      | Corewell Health Obligated Group                                                  | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $97618.57     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSG22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476198 | PA      | $374155.76    | 0.02%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1308616 | PA      | $1150846.61   | 0.06%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238050 | PA      | $195835.07    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H4CD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $110267.61    | 0.01%             | 2031-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                              | DTE Electric Co                                                                  | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203222.55    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    370000 | PA      | $331206.15    | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                        | Lincoln National Corp                                                            | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204789.29    | 0.01%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                  | Nutrien Ltd                                                                      | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $72498.98     | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329KQ64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27484 | PA      | $26454.96     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                               | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $53584.60     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                  | Lennar Corp                                                                      | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135587.16    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112485 | PA      | $96412.33     | 0.00%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                         | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47722.06     | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9DB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22740 | PA      | $20820.58     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    199000 | PA      | $169428.60    | 0.01%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                     | National Australia Bank Ltd/New York                                             | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $330669.54    | 0.02%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEAP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45459 | PA      | $39621.51     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152109 | PA      | $113807.29    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                               | Phillips 66 Co                                                                   | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99914.86     | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118333.74    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254844.83    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $575471.45    | 0.03%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                    | Xylem Inc/NY                                                                     | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65960.44     | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    193000 | PA      | $180551.14    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                     | EIDP Inc                                                                         | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28750.77     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                         | Western Union Co/The                                                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61161.87     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4085000 | PA      | $4080851.15   | 0.21%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                           | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429633.96    | 0.02%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560938 | PA      | $475617.38    | 0.02%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                     | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4765.26      | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367944 | PA      | $371185.43    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2019-BNK21                                                                  | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46291.23     | 0.00%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                     | Barrick PD Australia Finance Pty Ltd                                             | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    157000 | PA      | $161183.54    | 0.01%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                      | Manulife Financial Corp                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $142984.73    | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN                                | Texas Natural Gas Securitization Finance Corp                                    | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |     50000 | PA      | $50653.23     | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                  | Avista Corp                                                                      | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40700.16     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97358.08     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116008.42    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106864.40    | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49171.10     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100516 | PA      | $93665.17     | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNWX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44550 | PA      | $43701.40     | 0.00%             | 2026-07-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258432.12    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                          | Leggett & Platt Inc                                                              | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121014.68    | 0.01%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                      | BPCE SA                                                                          | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $247039.07    | 0.01%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    345000 | PA      | $198067.08    | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    567000 | PA      | $531704.03    | 0.03%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44642.29     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215495.69    | 0.01%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89017.52     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47777.37     | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81101.88     | 0.00%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    123000 | PA      | $121001.16    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                         | M&T Bank Corp                                                                    | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349004.93    | 0.02%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                   | Unum Group                                                                       | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11857.79     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                     | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236872.02    | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                      | NOV Inc                                                                          | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91046.48     | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $273922.22    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2611800 | PA      | $1991089.41   | 0.10%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4795000 | PA      | $4792377.71   | 0.24%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                   | VMware LLC                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46991.95     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                      | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49195.15     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8996.26      | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411846 | PA      | $324212.65    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $172490.18    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357587.71    | 0.02%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                  | Lennar Corp                                                                      | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652059.58    | 0.03%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3482000 | PA      | $3422969.20   | 0.17%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A4Q84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35796 | PA      | $33999.70     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                  | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134HA6A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $399355.71    | 0.02%             | 2028-02-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161597 | PA      | $151426.06    | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113949.42    | 0.01%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    427000 | PA      | $359084.14    | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $245715.51    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                     | Willis North America Inc                                                         | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    177000 | PA      | $156403.83    | 0.01%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58238 | PA      | $53247.42     | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21352.43     | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                     | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $126314.47    | 0.01%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                 | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72213.71     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CORP                                             | Eaton Vance Corp                                                                 | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    197000 | PA      | $194168.12    | 0.01%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                              | Nevada Power Co                                                                  | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248315.68    | 0.01%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QS4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193196 | PA      | $201242.86    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    603000 | PA      | $602234.22    | 0.03%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271373 | PA      | $277570.86    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29765.34     | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    105000 | PA      | $76125.01     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1385000 | PA      | $1027713.28   | 0.05%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31164.36     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30451.28     | 0.00%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EFB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38140 | PA      | $35454.98     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                      | AEP Transmission Co LLC                                                          | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68202.18     | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    328000 | PA      | $283797.65    | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1274855 | PA      | $1314714.17   | 0.07%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45145 | PA      | $42734.73     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636955 | PA      | $562317.59    | 0.03%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMYF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423022 | PA      | $365663.56    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    131000 | PA      | $121561.39    | 0.01%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34881 | PA      | $34124.13     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145000 | PA      | $140213.79    | 0.01%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    215000 | PA      | $159398.22    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $219188.47    | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $175577.74    | 0.01%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                               | EPR Properties                                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49602.04     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                     | African Development Bank                                                         | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    460000 | PA      | $454410.92    | 0.02%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50213.64     | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                      | Illinois Tool Works Inc                                                          | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    215000 | PA      | $177140.14    | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5JJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    983899 | PA      | $903581.95    | 0.05%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                        | Georgetown University/The                                                        | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62631.26     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    168000 | PA      | $163243.35    | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    197000 | PA      | $202496.89    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     95000 | PA      | $83039.77     | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128441.61    | 0.01%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                               | Santander Drive Auto Receivables Trust 2023-1                                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200785.00    | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183998 | PA      | $167209.31    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215519 | PA      | $160296.37    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6973 | PA      | $6205.09      | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $455402.09    | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $115452.26    | 0.01%             | 2049-07-10      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    197000 | PA      | $122105.73    | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                            | Hyatt Hotels Corp                                                                | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23383.13     | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                      | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     85000 | PA      | $84526.73     | 0.00%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                     | Stanley Black & Decker Inc                                                       | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160934.22    | 0.01%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4TF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30851 | PA      | $27882.53     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XS98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40441 | PA      | $36713.92     | 0.00%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14029.64     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                      | Principal Financial Group Inc                                                    | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    189000 | PA      | $185565.01    | 0.01%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30154.23     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1374474 | PA      | $1123409.66   | 0.06%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QCYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372654 | PA      | $325667.11    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91016.19     | 0.00%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $153944.68    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                      | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151709.89    | 0.01%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417B6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13719 | PA      | $12773.64     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211533.60    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28062.57     | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    386000 | PA      | $246357.37    | 0.01%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    166000 | PA      | $133457.80    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                     | Blue Owl Technology Finance Corp                                                 | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48028.66     | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                       | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47331.09     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QCQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32348 | PA      | $29322.14     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGN39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72747 | PA      | $68145.43     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                      | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $170739.92    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                     | PG&E Energy Recovery Funding LLC                                                 | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $68339.20     | 0.00%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204196 | PA      | $161891.98    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249861.54    | 0.01%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $104918.76    | 0.01%             | 2031-11-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                       | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52117.87     | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46673 | PA      | $44011.80     | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $389999.90    | 0.02%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33424.56     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9444.62      | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $31618.19     | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33150.60     | 0.00%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130846 | PA      | $134933.75    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                      | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85103.65     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $757535.94    | 0.04%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                          | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $189090.44    | 0.01%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                          | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    241000 | PA      | $235950.95    | 0.01%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62968.73     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                     | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193609.10    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                    | Kellanova                                                                        | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22351.06     | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                                             | Bank of Montreal                                                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207583.54    | 0.01%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3095000 | PA      | $3045431.63   | 0.15%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179452 | PA      | $142348.11    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                  | Ameren Corp                                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46676.09     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                         | Chase Issuance Trust                                                             | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $658751.83    | 0.03%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                       | Equitable Holdings Inc                                                           | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    148000 | PA      | $130387.84    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    185000 | PA      | $152024.19    | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252335.85    | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599342.51    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226463 | PA      | $188057.29    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348558 | PA      | $281695.76    | 0.01%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    481000 | PA      | $435271.90    | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    490000 | PA      | $426714.35    | 0.02%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200163.98    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8EP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24898 | PA      | $22818.97     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55843.97     | 0.00%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AQPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95238 | PA      | $79502.87     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBHE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28512 | PA      | $25314.95     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38997.28     | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9831.79      | 0.00%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                     | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    141000 | PA      | $87977.68     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                              | Chevron USA Inc                                                                  | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158747.11    | 0.01%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $65269.93     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163251 | PA      | $147256.93    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    284000 | PA      | $260068.40    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X44M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47721 | PA      | $47414.80     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    368000 | PA      | $272693.10    | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MM5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223734 | PA      | $213212.37    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    474100 | PA      | $481551.53    | 0.02%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYUB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12580 | PA      | $11178.08     | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                     | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199428.39    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81051 | PA      | $77252.41     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93941.58     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368396.23    | 0.02%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31032 | PA      | $29339.03     | 0.00%             | 2029-10-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FEBP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46410 | PA      | $45719.40     | 0.00%             | 2027-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137024.98    | 0.01%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                            | Mount Sinai Hospital/The                                                         | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22285.03     | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23779.33     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40438.98     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    178000 | PA      | $135545.70    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    155000 | PA      | $155053.85    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101006.61    | 0.01%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45574.93     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                       | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257091.01    | 0.01%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                               | Mercedes-Benz Auto Lease Trust 2025-A                                            | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151435.94    | 0.01%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                             | Zions Bancorp NA                                                                 | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    335000 | PA      | $351136.87    | 0.02%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7550000 | PA      | $7777089.81   | 0.40%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4588742.16   | 0.23%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253496.09    | 0.01%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    307000 | PA      | $296457.69    | 0.02%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P                               | City of San Francisco CA Public Utilities Commission Water Revenue               | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $123269.32    | 0.01%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                     | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149130.15    | 0.01%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105710.38    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    145000 | PA      | $141665.52    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195436 | PA      | $164570.28    | 0.01%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                      | DCP Midstream Operating LP                                                       | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122145.08    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                 | Newmont Corp                                                                     | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32857.43     | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                            | Novant Health Inc                                                                | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     92000 | PA      | $71458.35     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                      | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28113.35     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    275000 | PA      | $234641.29    | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                      | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    186000 | PA      | $181451.37    | 0.01%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74980.30     | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30569.94     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77263 | PA      | $79674.64     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $121267.36    | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6PH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13856 | PA      | $12748.80     | 0.00%             | 2038-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                                  | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29703.08     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    267000 | PA      | $321752.09    | 0.02%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2018-BNK12                                                                  | CUSIP: 06541KAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $78423.42     | 0.00%             | 2061-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124527.39    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39451.61     | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                       | Arizona Public Service Co                                                        | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44094.05     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100831.56    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                        | Lincoln National Corp                                                            | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76955.03     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87016.52     | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $86433.53     | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2204479 | PA      | $1739094.86   | 0.09%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88266.32     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                      | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60970.99     | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                         | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420469.07    | 0.02%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   1315000 | PA      | $1352813.07   | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111127.49    | 0.01%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM2U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482474 | PA      | $439692.39    | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DN5C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167602 | PA      | $155816.80    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QFCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260414 | PA      | $213825.78    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152588.24    | 0.01%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $81384.54     | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608385.32    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ETCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76911 | PA      | $70809.14     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $303594.60    | 0.02%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QS4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86227 | PA      | $87773.09     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28273.32     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $450062.50    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    600000 | PA      | $589290.46    | 0.03%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                    | Aflac Inc                                                                        | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    111000 | PA      | $95945.57     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41420 | PA      | $41067.83     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329KT53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5545 | PA      | $5344.04      | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4860000 | PA      | $4859430.46   | 0.25%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    870258 | PA      | $683471.35    | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127265.70    | 0.01%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    310000 | PA      | $272693.23    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $87492.89     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    725000 | PA      | $698502.08    | 0.04%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104459 | PA      | $82552.83     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315899.37    | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110556 | PA      | $107201.37    | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6650000 | PA      | $6601943.31   | 0.34%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                              | Hershey Co/The                                                                   | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202894.87    | 0.01%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    263000 | PA      | $235634.52    | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    217000 | PA      | $144578.31    | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49091.44     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25650.75     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                                        | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203066.68    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206036.57    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14740.06     | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $194034.16    | 0.01%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13636 | PA      | $12931.98     | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16903 | PA      | $14227.06     | 0.00%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                 | Chevron Corp                                                                     | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $116658.03    | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31982.53     | 0.00%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $205331.19    | 0.01%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    433000 | PA      | $346006.37    | 0.02%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                       | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $152718.39    | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $113881.10    | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                                              | Tyson Foods Inc                                                                  | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30746.27     | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160070 | PA      | $153641.32    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510973 | PA      | $402727.02    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q75P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42384 | PA      | $38772.21     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                              | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    165000 | PA      | $121086.31    | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138743.71    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                            | Flowers Foods Inc                                                                | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56641.02     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                        | AvalonBay Communities Inc                                                        | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9089.19      | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33345 | PA      | $28958.79     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31419GB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115561 | PA      | $111233.77    | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                 | Oshkosh Corp                                                                     | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98056.22     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    495061 | PA      | $400365.72    | 0.02%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $124169.92    | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMK62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420607 | PA      | $380201.92    | 0.02%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                                       | Brookfield Capital Finance LLC                                                   | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10598.79     | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $141452.70    | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $17201.67     | 0.00%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                            | Suncor Energy Inc                                                                | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $41940.71     | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2210000 | PA      | $2232790.63   | 0.11%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                       | Chubb INA Holdings LLC                                                           | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108007.95    | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $369032.06    | 0.02%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46198.77     | 0.00%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPAX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56297 | PA      | $55235.04     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    575000 | PA      | $489802.84    | 0.02%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    148000 | PA      | $144279.51    | 0.01%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309385 | PA      | $283761.82    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                                | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    225000 | PA      | $224853.71    | 0.01%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15401.41     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255499.98    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPQ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460030 | PA      | $438536.01    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                     | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     41000 | PA      | $42248.94     | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34314 | PA      | $30721.20     | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    769955 | PA      | $751931.43    | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                      | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60859.19     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31292L4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34950 | PA      | $31590.55     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123362.01    | 0.01%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                        | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212617.01    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123017 | PA      | $112578.11    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGBQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118313 | PA      | $117824.41    | 0.01%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204162.27    | 0.01%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519318 | PA      | $428188.97    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59260.23     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49583.30     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199255.29    | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103700 | PA      | $92875.75     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                        | Flowserve Corp                                                                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $362060.96    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4953900 | PA      | $4741037.11   | 0.24%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261821 | PA      | $245292.70    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                        | Applied Materials Inc                                                            | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337751.91    | 0.02%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                      | UDR Inc                                                                          | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20831.69     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131405 | PA      | $128358.50    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                     | FMC Corp                                                                         | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49213.35     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2017800 | PA      | $2101822.44   | 0.11%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124928.60    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48533.96     | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                               | New Jersey Turnpike Authority                                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    345000 | PA      | $393612.20    | 0.02%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                      | Travelers Property Casualty Corp                                                 | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $222207.97    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JWBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96996 | PA      | $87058.79     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    194000 | PA      | $154175.15    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1536706 | PA      | $1363752.87   | 0.07%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    120000 | PA      | $72895.99     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    354000 | PA      | $351102.29    | 0.02%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                        | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44581.43     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                         | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40945.95     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5811609.38   | 0.30%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302516 | PA      | $249243.59    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                             | Bank of Montreal                                                                 | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199985.12    | 0.01%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172905 | PA      | $144480.03    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4143000 | PA      | $4139763.28   | 0.21%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2018-BNK10                                                                  | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     93000 | PA      | $91009.80     | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                               | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    207000 | PA      | $184714.20    | 0.01%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8H34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354589 | PA      | $344474.59    | 0.02%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    126000 | PA      | $121514.12    | 0.01%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    209000 | PA      | $161750.90    | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BBN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $434033.84    | 0.02%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98522.47     | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300799.56    | 0.02%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145505 | PA      | $142089.64    | 0.01%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116518.78    | 0.01%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329PBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49622 | PA      | $45211.12     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58282.32     | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82553.41     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119708.05    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPYX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268646 | PA      | $249866.90    | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89080.65     | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215987 | PA      | $171254.19    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112982.67    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                          | Fortive Corp                                                                     | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     53000 | PA      | $43227.68     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                     | Wisconsin Public Service Corp                                                    | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $184233.02    | 0.01%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202367.34    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                      | Fidelity National Financial Inc                                                  | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121455.56    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                              | Tyson Foods Inc                                                                  | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270193.79    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21412.81     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27883.89     | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83003.98     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389964 | PA      | $348491.15    | 0.02%             | 2055-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCN20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68061 | PA      | $64429.34     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    257000 | PA      | $250482.92    | 0.01%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                       | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302528.51    | 0.02%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54826 | PA      | $41027.04     | 0.00%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES                                | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     93855 | PA      | $103150.94    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    260000 | PA      | $258858.79    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134639 | PA      | $128020.47    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                     | NIKE Inc                                                                         | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $59907.97     | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WMXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22773 | PA      | $20470.88     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                         | Targa Resources Corp                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52351.21     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    124000 | PA      | $117138.82    | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                        | Evergy Kansas Central Inc                                                        | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73420.69     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $9339.34      | 0.00%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25667.99     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                           | Cenovus Energy Inc                                                               | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $98103.04     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                          | Abbott Laboratories                                                              | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    454000 | PA      | $423147.95    | 0.02%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     62000 | PA      | $42342.19     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAAA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88744 | PA      | $91142.04     | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23101.44     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                       | Arizona Public Service Co                                                        | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697536.25    | 0.04%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32729 | PA      | $31451.17     | 0.00%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                         | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44909.62     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                   | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205232.98    | 0.01%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35329.58     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314170.20    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $394200.52    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                              | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243163.84    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68142.59     | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                             | Alabama Power Co                                                                 | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104846.81    | 0.01%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56072.71     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94621.55     | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                 | Ford Credit Auto Owner Trust 2024-A                                              | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124000 | PA      | $124980.96    | 0.01%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                       | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62042.34     | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                          | Highwoods Realty LP                                                              | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54032.81     | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7M48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133566 | PA      | $124663.87    | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $3192757.80   | 0.16%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                     | Brighthouse Financial Inc                                                        | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $58268.86     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                    | Hess Corp                                                                        | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22950.26     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    862239 | PA      | $859787.13    | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                               | AutoNation Inc                                                                   | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41738.90     | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                     | African Development Bank                                                         | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $100591.93    | 0.01%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJM25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135707 | PA      | $113195.04    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467131 | PA      | $370841.45    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37127 | PA      | $36004.66     | 0.00%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                | Owens Corning                                                                    | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    199000 | PA      | $196772.51    | 0.01%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                         | JetBlue 2020-1 Class A Pass Through Trust                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28221 | PA      | $26325.37     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $265651.42    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28015.26     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042699<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23709.00     | 0.00%             | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                       | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10289.31     | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216234 | PA      | $196636.92    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    844000 | PA      | $573575.18    | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439516.41    | 0.02%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                            | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102532.65    | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2958000 | PA      | $2238374.06   | 0.11%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230629 | PA      | $189873.11    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XCR5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     59000 | PA      | $51793.77     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2020-BNK25                                                                  | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $109233.30    | 0.01%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    555054 | PA      | $532375.56    | 0.03%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40506.74     | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130654 | PA      | $108536.68    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                       | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302360.28    | 0.02%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54701 | PA      | $44776.68     | 0.00%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                       | Arch Capital Group Ltd                                                           | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $114800.73    | 0.01%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                     | British Telecommunications PLC                                                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101705.51    | 0.01%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                        | Oglethorpe Power Corp                                                            | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48319.07     | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                  | Avista Corp                                                                      | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22254.56     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56953.10     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQVF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154171 | PA      | $154300.95    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                     | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $72461.49     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                             | Ascension Health                                                                 | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22369.36     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    286000 | PA      | $273763.29    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                         | Woodside Finance Ltd                                                             | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $181726.47    | 0.01%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                        | Svensk Exportkredit AB                                                           | CUSIP: 00254ECJ9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     30000 | PA      | $16511.53     | 0.00%             | 2037-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200964.53    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WJT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75286 | PA      | $68347.65     | 0.00%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                     | Northern States Power Co/MN                                                      | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32141.14     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                     | Agilent Technologies Inc                                                         | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93365.00     | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418B2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49317 | PA      | $46560.53     | 0.00%             | 2036-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BML55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138848 | PA      | $135226.97    | 0.01%             | 2027-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    953566 | PA      | $834977.51    | 0.04%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    520000 | PA      | $490888.38    | 0.02%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28701.55     | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5EC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89488 | PA      | $84710.64     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                     | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94938.95     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634096 | PA      | $665793.58    | 0.03%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    231000 | PA      | $231503.17    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XRDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92916 | PA      | $74028.48     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                           | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    355000 | PA      | $331456.63    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4760000 | PA      | $4768925.00   | 0.24%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7295000 | PA      | $7231168.75   | 0.37%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                          | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $184421.28    | 0.01%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    353727 | PA      | $318984.87    | 0.02%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                      | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153230.54    | 0.01%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EL73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189041 | PA      | $187157.25    | 0.01%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                     | Willis North America Inc                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15297.67     | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                           | Ameren Illinois Co                                                               | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $68480.57     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     46000 | PA      | $36021.38     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140LNHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492290 | PA      | $386971.31    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                            | Toyota Motor Corp                                                                | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $282385.79    | 0.01%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550151.76    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2427565 | PA      | $1963031.08   | 0.10%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1515000 | PA      | $946401.56    | 0.05%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                         | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108735.89    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    285000 | PA      | $176000.47    | 0.01%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21760.51     | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171916 | PA      | $160482.58    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $289465.78    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTFY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $399027.88    | 0.02%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52170.31     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    244000 | PA      | $221757.33    | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100090.79    | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XA5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9794 | PA      | $9270.87      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14962.86     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136446.68    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    269000 | PA      | $240002.60    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97950.35     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     85000 | PA      | $56788.96     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    291400 | PA      | $244525.03    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2020-IG1 Mortgage Trust                                                | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $40725.98     | 0.00%             | 2043-09-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1188573 | PA      | $1080804.78   | 0.05%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                     | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39881.01     | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4044000 | PA      | $2662721.25   | 0.14%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    286000 | PA      | $269012.39    | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QUZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    993891 | PA      | $1017031.04   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                        | BANK5 2023-5YR1                                                                  | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $113825.60    | 0.01%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6112700 | PA      | $5501430.00   | 0.28%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70777.14     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130AXU63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $503108.49    | 0.03%             | 2026-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                        | Jackson Financial Inc                                                            | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    120000 | PA      | $81055.37     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69694.54     | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                            | Store Capital LLC                                                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113253.44    | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMYZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224599 | PA      | $186523.85    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137045.18    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                          | FS KKR Capital Corp                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201739.41    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                 | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    411000 | PA      | $433423.49    | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                       | IPALCO Enterprises Inc                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100191.76    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9NG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358986 | PA      | $348664.49    | 0.02%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                          | Moody's Corp                                                                     | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146518.54    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194644.78    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53747 | PA      | $48809.15     | 0.00%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400523 | PA      | $355669.58    | 0.02%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                                  | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $176324.32    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                 | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252361.70    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H032688<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $673813.50    | 0.03%             | 2055-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $115036.19    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306837 | PA      | $271818.44    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26323 | PA      | $24640.82     | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4739600 | PA      | $4362283.38   | 0.22%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247042.76    | 0.01%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120806 | PA      | $118321.01    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179S5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56295 | PA      | $49837.33     | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                      | Sierra Pacific Power Co                                                          | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89623.55     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224566.89    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                        | General Dynamics Corp                                                            | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    221000 | PA      | $218880.10    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                        | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24760.50     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                        | Waste Connections Inc                                                            | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201200.35    | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1281514.11   | 0.07%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                             | Georgia Power Co                                                                 | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135432.15    | 0.01%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    350000 | PA      | $373927.30    | 0.02%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101386.86    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                       | BP Capital Markets PLC                                                           | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $225499.37    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171695 | PA      | $136183.65    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177023.89    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    310000 | PA      | $326043.62    | 0.02%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418BG34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21044 | PA      | $19965.83     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5330000 | PA      | $5397041.38   | 0.27%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                  | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3128X74S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $128618.85    | 0.01%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPDL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196754 | PA      | $172411.45    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                      | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $524311.29    | 0.03%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    102000 | PA      | $88700.65     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                        | The Campbell's Company                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407788.80    | 0.02%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QSPY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21622 | PA      | $21137.67     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQA89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128282 | PA      | $122269.47    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49218.43     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97110.41     | 0.00%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134820.22    | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134088.63    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                       | Choice Hotels International Inc                                                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50987.66     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $712857.53    | 0.04%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110885 | PA      | $101676.31    | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                        | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251651.07    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135955.29    | 0.01%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H022689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325000 | PA      | $273145.60    | 0.01%             | 2055-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133ANK78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1505860 | PA      | $1241615.56   | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225452 | PA      | $189869.37    | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148233 | PA      | $139373.94    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    325000 | PA      | $244518.64    | 0.01%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                              | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    153000 | PA      | $115361.59    | 0.01%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23819.02     | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133L8CR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54919 | PA      | $48784.08     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052698<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025000 | PA      | $1018772.10   | 0.05%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    613000 | PA      | $623896.14    | 0.03%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                  | Phillips 66 Co                                                                   | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8508.06      | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3345000 | PA      | $3354669.12   | 0.17%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                      | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55977.46     | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HCKV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102703.82    | 0.01%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417ARG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2512 | PA      | $2481.32      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51983.67     | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                            | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501949.27    | 0.03%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5302700 | PA      | $5112962.77   | 0.26%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8533 | PA      | $8266.58      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                        | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $150237.70    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31236.31     | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12735000 | PA      | $12655406.25  | 0.64%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                     | Willis North America Inc                                                         | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189793.66    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DM2Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116286 | PA      | $92048.56     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140HGAT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29155 | PA      | $26692.58     | 0.00%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210914.51    | 0.01%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52620.73     | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                        | Haleon US Capital LLC                                                            | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    278000 | PA      | $268562.49    | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EPK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12969 | PA      | $12675.88     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9JE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68709 | PA      | $66329.21     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                             | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23981.16     | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677542 | PA      | $615928.70    | 0.03%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                     | FMC Corp                                                                         | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88395.44     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147908.98    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSA85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    904330 | PA      | $745360.15    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393309.99    | 0.02%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17428 | PA      | $15847.93     | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                         | Howmet Aerospace Inc                                                             | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37215.18     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64024.47     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                     | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155298.18    | 0.01%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $35376.06     | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272988 | PA      | $215833.47    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510609.03    | 0.03%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1660000 | PA      | $1547171.88   | 0.08%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AK2Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634160 | PA      | $471694.09    | 0.02%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                          | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    285000 | PA      | $270499.17    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69118.74     | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $93134.91     | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2281700 | PA      | $2137935.06   | 0.11%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87942.17     | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                 | ING Groep NV                                                                     | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $220422.40    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                       | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250425.78    | 0.01%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                              | Weyerhaeuser Co                                                                  | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367027.28    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $351725.94    | 0.02%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248328.88    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11614 | PA      | $10497.84     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                  | Mayo Clinic                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    270000 | PA      | $214298.79    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                | AEP Texas Inc                                                                    | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79930.12     | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    601670 | PA      | $590072.67    | 0.03%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132398.29    | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47727.31     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                        | Southwest Airlines Co                                                            | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68214.87     | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23615.98     | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50265.98     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                           | Ingersoll Rand Inc                                                               | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103020.97    | 0.01%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                           | Bank of America NA                                                               | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318409.81    | 0.02%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                              | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $513615.10    | 0.03%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130A8XY4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    340000 | PA      | $331397.01    | 0.02%             | 2026-09-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                       | Korea Development Bank/The                                                       | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199191.06    | 0.01%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ES76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18216 | PA      | $17747.15     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                      | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    265000 | PA      | $234575.86    | 0.01%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102716.03    | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250141 | PA      | $208786.44    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175541.86    | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226862 | PA      | $189783.36    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3755000 | PA      | $2322819.53   | 0.12%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $179444.60    | 0.01%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                             | ArcelorMittal SA                                                                 | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     92000 | PA      | $95624.34     | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMKK7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    116000 | PA      | $110624.12    | 0.01%             | 2026-12-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     68000 | PA      | $58060.69     | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154204 | PA      | $140167.84    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                                       | Jones Lang LaSalle Inc                                                           | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53430.52     | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $155595.36    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042681<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $711440.25    | 0.04%             | 2055-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $243875.00    | 0.01%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75907.05     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199027.68    | 0.01%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92200.01     | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QUUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141551 | PA      | $142157.96    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    535000 | PA      | $493249.16    | 0.03%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QBPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165292 | PA      | $149831.96    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    295000 | PA      | $313204.04    | 0.02%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                         | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113094.58    | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                     | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30897.22     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379472 | PA      | $319364.45    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57298 | PA      | $46831.56     | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JANB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70011 | PA      | $64295.74     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270480.02    | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    305000 | PA      | $285536.99    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QUG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67822 | PA      | $68220.35     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4625000 | PA      | $4660048.81   | 0.24%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PFIZER INVESTMENT ENTER                                      | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     70000 | PA      | $64017.88     | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508620.31    | 0.03%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153116 | PA      | $134134.41    | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $43080.18     | 0.00%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248902.03    | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H040681<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350000 | PA      | $322213.50    | 0.02%             | 2055-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                | Primerica Inc                                                                    | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44590.61     | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22715.94     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                  | Ovintiv Inc                                                                      | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54342.78     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    317898 | PA      | $290922.43    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $572343.33    | 0.03%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                        | Quest Diagnostics Inc                                                            | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17869.80     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202678.30    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEDW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48917 | PA      | $42669.65     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                           | Essex Portfolio LP                                                               | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    310000 | PA      | $273567.33    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    161000 | PA      | $146478.19    | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3940000 | PA      | $3939384.38   | 0.20%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| INTERPUBLIC GROUP COS                                        | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20011.72     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    735000 | PA      | $754168.18    | 0.04%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                   | Mattel Inc                                                                       | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22507.82     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                 | World Omni Select Auto Trust 2024-A                                              | CUSIP: 98164LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80648.38     | 0.00%             | 2030-06-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UUH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2653105 | PA      | $2348758.26   | 0.12%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                               | Morgan Stanley Capital I Trust 2020-L4                                           | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92196.00     | 0.00%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    535000 | PA      | $521433.07    | 0.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    210000 | PA      | $210099.15    | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    338000 | PA      | $220353.85    | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5210000 | PA      | $5151794.51   | 0.26%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    502124 | PA      | $500217.77    | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    451858 | PA      | $465986.12    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                                   | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17082.68     | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                       | TotalEnergies Capital International SA                                           | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $65963.68     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90608.25     | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10350.37     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAST4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210000 | PA      | $213118.86    | 0.01%             | 2028-09-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    759000 | PA      | $772399.08    | 0.04%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104005.73    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $353980.76    | 0.02%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                            | Store Capital LLC                                                                | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     78000 | PA      | $66377.24     | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2425000 | PA      | $1661125.00   | 0.08%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175586.30    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35611.14     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    277000 | PA      | $251476.98    | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5YJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214956 | PA      | $199348.65    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $645321.47    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                        | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71828.86     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQNY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62913 | PA      | $58489.61     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    112000 | PA      | $126494.76    | 0.01%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6370000 | PA      | $6463061.69   | 0.33%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030686<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $427954.50    | 0.02%             | 2055-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    111000 | PA      | $116670.98    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138E0SD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1999 | PA      | $1974.31      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259242 | PA      | $248465.65    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139702 | PA      | $123655.83    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3238182 | PA      | $2992574.89   | 0.15%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                            | National Grid USA                                                                | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127093.75    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31292SAU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13511 | PA      | $12212.07     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162209 | PA      | $145933.48    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    323047 | PA      | $307954.74    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109486.38    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                       | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44956 | PA      | $43933.03     | 0.00%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2391760 | PA      | $2050848.31   | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119561.31    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL3L6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    136000 | PA      | $120305.55    | 0.01%             | 2029-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    786700 | PA      | $786208.31    | 0.04%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                               | Dignity Health                                                                   | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146706.88    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                 | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15378.87     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377005.50    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203246.52    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56823.67     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197404 | PA      | $193583.67    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1544796 | PA      | $1284152.89   | 0.07%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                       | Orlando Health Obligated Group                                                   | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $139026.96    | 0.01%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    235000 | PA      | $132222.59    | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    329000 | PA      | $337042.79    | 0.02%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    940755 | PA      | $779847.73    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23891.39     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $976918.42    | 0.05%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3062934 | PA      | $2404458.02   | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                     | Bank OZK                                                                         | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76743.79     | 0.00%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    311000 | PA      | $287819.35    | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $128182.84    | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19630.31     | 0.00%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444214.89    | 0.02%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1345000 | PA      | $830117.19    | 0.04%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201843.41    | 0.01%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4WV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    861723 | PA      | $807881.17    | 0.04%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46126.29     | 0.00%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                          | Abbott Laboratories                                                              | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119309.61    | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27339.56     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                              | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58352.21     | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                 | Linde Inc/CT                                                                     | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    230000 | PA      | $197433.53    | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204189.31    | 0.01%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242594.06    | 0.01%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100060.97    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AEGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       601 | PA      | $597.53       | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                       | Commonwealth Edison Co                                                           | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $252172.28    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $121385.11    | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21683.20     | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118363.85    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                      | Northwest Natural Holding Co                                                     | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50815.14     | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78061.72     | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99649.76     | 0.01%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                   | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200312.37    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144767 | PA      | $134466.41    | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                              | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $18023.83     | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594269 | PA      | $543162.82    | 0.03%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210116.62    | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69967.53     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    102000 | PA      | $70353.43     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35829 | PA      | $32537.64     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $54645.73     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268786.73    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    197000 | PA      | $178894.02    | 0.01%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KVXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410301 | PA      | $323682.93    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                       | Puget Sound Energy Inc                                                           | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87042.45     | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262311 | PA      | $235709.60    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MAVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21109 | PA      | $18903.76     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $97964.01     | 0.00%             | 2027-01-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                               | Honda Auto Receivables 2023-4 Owner Trust                                        | CUSIP: 438123AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $117205.81    | 0.01%             | 2030-02-21      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1320000 | PA      | $1134993.75   | 0.06%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPYZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497520 | PA      | $474493.29    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175552 | PA      | $168058.92    | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    764000 | PA      | $709073.90    | 0.04%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                     | Agilent Technologies Inc                                                         | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142654.22    | 0.01%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                     | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    325000 | PA      | $339177.30    | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $684414.49    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    154000 | PA      | $136302.79    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $981682.03    | 0.05%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                            | International Finance Corp                                                       | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    210000 | PA      | $210850.26    | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57948.93     | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98998 | PA      | $99219.74     | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1595255 | PA      | $1289214.83   | 0.07%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                         | Juniper Networks Inc                                                             | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95209.56     | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $362628.93    | 0.02%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67228.36     | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6FE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171085 | PA      | $171610.77    | 0.01%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    295000 | PA      | $257536.74    | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273944.28    | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    461000 | PA      | $454144.66    | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110013.55    | 0.01%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     85000 | PA      | $52639.60     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    135000 | PA      | $146187.13    | 0.01%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                      | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $244219.65    | 0.01%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                      | Jefferies Financial Group Inc                                                    | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84857.89     | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL2C7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     26000 | PA      | $22438.05     | 0.00%             | 2030-07-29      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74354.31     | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                         | Juniper Networks Inc                                                             | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38708.19     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376005 | PA      | $381852.14    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    205000 | PA      | $162096.69    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    800000 | PA      | $796707.94    | 0.04%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31519 | PA      | $29371.36     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138AW4V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3485 | PA      | $3443.72      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5023 | PA      | $4789.89      | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3312700 | PA      | $3086763.49   | 0.16%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6CM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25193 | PA      | $23866.07     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146892.77    | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                                     | Australia & New Zealand Banking Group Ltd/New York NY                            | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $506075.70    | 0.03%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50619.17     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                      | Cboe Global Markets Inc                                                          | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82363.90     | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CW4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17576 | PA      | $16789.40     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199571.76    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35266 | PA      | $32746.92     | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51104.44     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329KR48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56921 | PA      | $54270.72     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    207000 | PA      | $187929.00    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259370 | PA      | $215544.01    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                             | Ryder System Inc                                                                 | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46339.99     | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229455 | PA      | $232694.53    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                          | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    325000 | PA      | $283631.81    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7S83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67911 | PA      | $56651.95     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362095 | PA      | $302717.49    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                   | Amdocs Ltd                                                                       | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    140000 | PA      | $126358.26    | 0.01%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $78756.92     | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164495.97    | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                      | Marathon Petroleum Corp                                                          | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69686.59     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                               | BorgWarner Inc                                                                   | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41033.83     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $56850.74     | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165044.57    | 0.01%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    190000 | PA      | $220340.75    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2405000 | PA      | $2236462.10   | 0.11%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62827.39     | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    278000 | PA      | $272061.58    | 0.01%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284340.54    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXDM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92171 | PA      | $89798.75     | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    800000 | PA      | $704569.46    | 0.04%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $241007.88    | 0.01%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7656 | PA      | $6786.13      | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $109990.45    | 0.01%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                  | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134HBQK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    800000 | PA      | $798041.68    | 0.04%             | 2030-05-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                     | Interstate Power and Light Co                                                    | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13508.03     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46915.62     | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL5K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122573 | PA      | $113916.03    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $98970.56     | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    194000 | PA      | $138299.05    | 0.01%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41072.12     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                         | Woodside Finance Ltd                                                             | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $101435.30    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $217868.22    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86734.14     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642244 | PA      | $651472.06    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                               | CSAIL 2017-C8 Commercial Mortgage Trust                                          | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $970395.53    | 0.05%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148515.76    | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49229 | PA      | $47891.18     | 0.00%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                       | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447330.83    | 0.02%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3460064 | PA      | $2910929.19   | 0.15%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                      | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203269.27    | 0.01%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114244 | PA      | $106937.76    | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $399735.06    | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| PROV ST JOSEPH HLTH OBL                                      | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78355.47     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410305.70    | 0.02%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                           | Athene Holding Ltd                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226915.02    | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042491<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24686.25     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $337707.76    | 0.02%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNM                               | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | ABS-O            | MUN               | US        |    100000 | PA      | $91545.52     | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21513 | PA      | $19912.88     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XRUC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404491 | PA      | $369954.52    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L0M20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64096 | PA      | $58296.70     | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66543.59     | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                              | DR Horton Inc                                                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507015.99    | 0.03%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399606 | PA      | $329855.16    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                       | Bunge Ltd Finance Corp                                                           | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107649.73    | 0.01%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKAC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105137 | PA      | $87715.22     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    443399 | PA      | $411707.07    | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    262000 | PA      | $263598.46    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252190.08    | 0.01%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $204231.99    | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                     | United Airlines 2018-1 Class AA Pass Through Trust                               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68029 | PA      | $64257.21     | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $48342.74     | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $78052.41     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77621.05     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546419 | PA      | $406452.65    | 0.02%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57223.62     | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101374 | PA      | $91127.76     | 0.00%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    285000 | PA      | $292149.12    | 0.01%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                      | Spectra Energy Partners LP                                                       | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    145000 | PA      | $120083.89    | 0.01%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                          | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23737.73     | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258254.37    | 0.01%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                  | Snap-on Inc                                                                      | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28024.62     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240082.37    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94982.26     | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                  | Textron Inc                                                                      | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81715.30     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100300.28    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192653.97    | 0.01%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87830 | PA      | $73182.50     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                   | STERIS Irish FinCo UnLtd Co                                                      | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $21096.93     | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229947 | PA      | $201091.13    | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65133 | PA      | $57589.55     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050494<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100207.00    | 0.01%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    161000 | PA      | $158473.62    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5KX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41450 | PA      | $37462.28     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                       | Darden Restaurants Inc                                                           | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257126.37    | 0.01%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                     | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    207000 | PA      | $207955.48    | 0.01%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $289733.70    | 0.01%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35745 | PA      | $31556.47     | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49694.95     | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                     | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51762.31     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                            | Entergy Texas Inc                                                                | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78619.06     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $24764.02     | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118754.41    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32857 | PA      | $29124.49     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183803.84    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                    | Mosaic Co/The                                                                    | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8847.59      | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                       | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47437.68     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217063 | PA      | $216479.96    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263946.40    | 0.01%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245879.08    | 0.01%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                  | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253951.18    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92602.92     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30051.45     | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XQFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465695 | PA      | $365669.21    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375099 | PA      | $358467.14    | 0.02%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203881.25    | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    122000 | PA      | $108068.61    | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9UT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14852 | PA      | $12371.58     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    227000 | PA      | $227181.34    | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                               | Dallas Fort Worth International Airport                                          | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $33974.93     | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9Z38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77960 | PA      | $73173.10     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                         | Colgate-Palmolive Co                                                             | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460520.78    | 0.02%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    166000 | PA      | $160701.84    | 0.01%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738183 | PA      | $608419.41    | 0.03%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110822.40    | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                       | Baker Hughes Holdings LLC                                                        | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32408.45     | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMWU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274863 | PA      | $238878.48    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     28000 | PA      | $20685.25     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    574000 | PA      | $629344.84    | 0.03%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65557 | PA      | $62163.34     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    757857 | PA      | $700844.67    | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160676.56    | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                           | Republic of Poland Government International Bond                                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $373293.62    | 0.02%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    336103 | PA      | $341654.98    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                               | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875877 | PA      | $858972.03    | 0.04%             | 2049-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18389 | PA      | $17146.54     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                                        | American Airlines 2014-1 Class A Pass Through Trust                              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4606 | PA      | $4516.46      | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                 | Stryker Corp                                                                     | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48590.81     | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133ARSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19568 | PA      | $15388.47     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     59000 | PA      | $52985.23     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    179000 | PA      | $152384.26    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3622A2E40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51302 | PA      | $46229.17     | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50347.61     | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2363400 | PA      | $2276526.57   | 0.12%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| CUBESMART LP                                                 | CubeSmart LP                                                                     | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98332.69     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $112651.41    | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276470.71    | 0.01%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                               | Albemarle Corp                                                                   | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21104.16     | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BQSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $496639.62    | 0.03%             | 2033-03-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23741.14     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $199410.47    | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104926.06    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KGTR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33419 | PA      | $29114.07     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHLZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458997 | PA      | $415008.41    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QSQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402423 | PA      | $411020.56    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    102000 | PA      | $87458.71     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                      | Public Service Co of Colorado                                                    | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     42000 | PA      | $32124.66     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                             | Alabama Power Co                                                                 | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $59736.20     | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5144904 | PA      | $4237307.85   | 0.22%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179QGD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1273552 | PA      | $1202764.58   | 0.06%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    294000 | PA      | $280771.64    | 0.01%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    765000 | PA      | $830136.22    | 0.04%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    916902 | PA      | $724082.40    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9VA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74074 | PA      | $71352.15     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1246139 | PA      | $1265514.54   | 0.06%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                  | Phillips 66                                                                      | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48250.78     | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    170000 | PA      | $149310.30    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPKX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229997 | PA      | $213302.90    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13740.58     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                       | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49880.39     | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                      | Public Service Co of Oklahoma                                                    | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101265.06    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                      | Shell International Finance BV                                                   | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    214000 | PA      | $212108.81    | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2606093.75   | 0.13%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    746000 | PA      | $591242.46    | 0.03%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                          | Leland Stanford Junior University/The                                            | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38401.45     | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39639.23     | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1121054 | PA      | $880264.11    | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ6D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19439 | PA      | $18805.89     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74176.34     | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                      | Wisconsin Power and Light Co                                                     | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49961.37     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                              | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $86316.51     | 0.00%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392090 | PA      | $360468.80    | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $106179.07    | 0.01%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                              | AstraZeneca PLC                                                                  | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    118000 | PA      | $115750.89    | 0.01%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPKS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1933913 | PA      | $1438536.81   | 0.07%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50517.21     | 0.00%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25804.47     | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24998.62     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31166 | PA      | $30562.58     | 0.00%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3144126 | PA      | $2729882.25   | 0.14%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36545.85     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                       | Commonwealth Edison Co                                                           | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53026.36     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365466 | PA      | $364578.48    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    750000 | PA      | $687590.54    | 0.03%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5JW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13597 | PA      | $12359.48     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQEP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412113 | PA      | $356998.83    | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328695.62    | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279907 | PA      | $229555.36    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    375000 | PA      | $337619.10    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                           | Diageo Capital PLC                                                               | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209769.66    | 0.01%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    208000 | PA      | $158017.79    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QSFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42537 | PA      | $42449.53     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    289000 | PA      | $361549.66    | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5811800 | PA      | $5851302.05   | 0.30%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $434121.09    | 0.02%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                               | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $334258.59    | 0.02%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37867.79     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JQQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8524 | PA      | $7978.98      | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                      | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33861.48     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                         | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60339.12     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                     | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $7541.15      | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJKC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36086 | PA      | $32815.18     | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                              | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $351367.58    | 0.02%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMVA7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $440294.47    | 0.02%             | 2031-04-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGHW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158965 | PA      | $137646.47    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179U4E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61925 | PA      | $59937.16     | 0.00%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574242 | PA      | $583140.33    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28360.63     | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $307707.43    | 0.02%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFH61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137952 | PA      | $123685.98    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209174.89    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29159.22     | 0.00%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104681.54    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    236000 | PA      | $231913.59    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352328 | PA      | $299391.81    | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $319060.40    | 0.02%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                             | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261003.68    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64307 | PA      | $62831.55     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14950.89     | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                     | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $58634.13     | 0.00%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160229.20    | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84058 | PA      | $72086.08     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    149000 | PA      | $129814.26    | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730936 | PA      | $742181.96    | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                  | Polaris Inc                                                                      | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52710.56     | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                      | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29537.28     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    227000 | PA      | $229559.00    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    550000 | PA      | $510820.98    | 0.03%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060493<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $76989.75     | 0.00%             | 2039-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260950 | PA      | $238776.01    | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                        | Universal Health Services Inc                                                    | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128489.76    | 0.01%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101664.64    | 0.01%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126292.22    | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5HS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49617 | PA      | $47898.56     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5240000 | PA      | $4728281.25   | 0.24%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                     | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52022.97     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5115000 | PA      | $4110382.03   | 0.21%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181773 | PA      | $149232.59    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                             | Welltower OP LLC                                                                 | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49129.92     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180964 | PA      | $173896.87    | 0.01%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4031250.00   | 0.20%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38900.40     | 0.00%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                        | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $55721.04     | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503007.64    | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64753.69     | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    450000 | PA      | $367107.44    | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67023 | PA      | $59429.63     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                   | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100805.42    | 0.01%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                         | Stanford Health Care                                                             | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $171209.45    | 0.01%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $104643.35    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                     | Devon Energy Corp                                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62890.13     | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3570700 | PA      | $3441122.62   | 0.17%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29146 | PA      | $24228.05     | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H062685<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2075000 | PA      | $2129842.25   | 0.11%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3515000 | PA      | $3080567.97   | 0.16%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1489210 | PA      | $1107853.03   | 0.06%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                       | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54610.47     | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                           | Grupo Televisa SAB                                                               | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     71000 | PA      | $65821.53     | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122216.45    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $43233.16     | 0.00%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                           | Essex Portfolio LP                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436776.31    | 0.02%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9VU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25102 | PA      | $23496.52     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $194004.59    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90504.91     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                 | Nordson Corp                                                                     | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10558.50     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254420.70    | 0.01%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178703.67    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50823.00     | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                        | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202904.54    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                       | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $273640.10    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $107858.72    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260986 | PA      | $219726.77    | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247840 | PA      | $194499.32    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98785.69     | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                     | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101738.21    | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125638 | PA      | $111885.19    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1721942 | PA      | $1540445.27   | 0.08%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    107000 | PA      | $77560.77     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                       | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     25000 | PA      | $18354.49     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469224 | PA      | $388686.76    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                        | Louisville Gas and Electric Co                                                   | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    165000 | PA      | $132180.83    | 0.01%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A9RT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14439 | PA      | $14011.93     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105283.50    | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22449 | PA      | $22006.54     | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ETFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19658 | PA      | $19279.02     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $86626.55     | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    213000 | PA      | $174429.89    | 0.01%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62516.80     | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                               | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $969377.03    | 0.05%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10318 | PA      | $10117.81     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                        | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $427934.31    | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150593.70    | 0.01%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                 | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401205.70    | 0.02%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    566000 | PA      | $550253.41    | 0.03%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140682.71    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492092.98    | 0.03%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    529145 | PA      | $480781.76    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    260000 | PA      | $222239.63    | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180406.77    | 0.01%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561474 | PA      | $463707.44    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                       | Mid-America Apartments LP                                                        | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49345.33     | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                               | Dallas Fort Worth International Airport                                          | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $124768.96    | 0.01%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                     | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35559.37     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                  | Rayonier LP                                                                      | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57586.34     | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                     | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194811.15    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252471.36    | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    161000 | PA      | $159971.14    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D9NY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69345 | PA      | $67807.95     | 0.00%             | 2043-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135627 | PA      | $112066.81    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     23000 | PA      | $14994.69     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210325 | PA      | $196827.42    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                      | Shell International Finance BV                                                   | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $150752.44    | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                                | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223982.54    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $128019.92    | 0.01%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17450 | PA      | $16432.15     | 0.00%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $616151.67    | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                              | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54023.94     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4655000 | PA      | $3177764.84   | 0.16%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101642.35    | 0.01%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLHC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70097 | PA      | $58278.50     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7630000 | PA      | $6475366.37   | 0.33%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    515000 | PA      | $496057.41    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                   | Nucor Corp                                                                       | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30383.99     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42499 | PA      | $35535.40     | 0.00%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                | Enel Chile SA                                                                    | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $100578.49    | 0.01%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3740000 | PA      | $3687990.63   | 0.19%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                       | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34913.85     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2667929.69   | 0.14%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66581 | PA      | $60464.86     | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                   | Xilinx Inc                                                                       | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36541.90     | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203192.80    | 0.01%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    865000 | PA      | $760101.55    | 0.04%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1339600 | PA      | $1219873.25   | 0.06%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QCYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70165 | PA      | $61222.79     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042483<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $419968.43    | 0.02%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    548756 | PA      | $473787.39    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52741.67     | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                  | Eni USA Inc                                                                      | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10583.15     | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63128.89     | 0.00%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    271000 | PA      | $152512.97    | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191330 | PA      | $177063.78    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                     | Mass General Brigham Inc                                                         | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $95226.55     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A8ZF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10168 | PA      | $9807.06      | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VT26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12361 | PA      | $11964.12     | 0.00%             | 2050-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22179.61     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0A85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86827 | PA      | $74440.77     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XC7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142626 | PA      | $130073.71    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1260000 | PA      | $1278309.38   | 0.06%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHPR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195317 | PA      | $177462.10    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F032682<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $446760.50    | 0.02%             | 2055-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                         | Colgate-Palmolive Co                                                             | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96444.43     | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23971.23     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WEJ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12075 | PA      | $11125.93     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                         | Woodside Finance Ltd                                                             | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $125910.12    | 0.01%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $109476.80    | 0.01%             | 2054-11-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133GEYN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    824309 | PA      | $730390.98    | 0.04%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194946.71    | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                  | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $59594.66     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                     | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147091.08    | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    208000 | PA      | $206388.10    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                       | Marriott International Inc/MD                                                    | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50201.11     | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443232 | PA      | $442357.48    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                   | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232249.45    | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44705 | PA      | $38806.27     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $197567.28    | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XF4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7078 | PA      | $6894.49      | 0.00%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                     | American Airlines 2017-1 Class AA Pass Through Trust                             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30750 | PA      | $29538.72     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNL68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275325 | PA      | $216134.84    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                      | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    387000 | PA      | $378664.81    | 0.02%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                              | OhioHealth Corp                                                                  | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20232.89     | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1645000 | PA      | $1196480.47   | 0.06%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                  | Snap-on Inc                                                                      | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24573.09     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181454.38    | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                     | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517607.82    | 0.03%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23564.15     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                        | Camden Property Trust                                                            | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39755.55     | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152895.44    | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $506247.89    | 0.03%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                            | Kirby Corp                                                                       | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64263.27     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                | Sutter Health                                                                    | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    190000 | PA      | $150067.76    | 0.01%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    213000 | PA      | $214673.74    | 0.01%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3929700 | PA      | $3662910.19   | 0.19%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202417 | PA      | $187158.06    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113559.52    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWGG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12023 | PA      | $11760.74     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022485<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23202.18     | 0.00%             | 2040-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79690 | PA      | $75300.58     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                          | Highwoods Realty LP                                                              | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    629000 | PA      | $708625.74    | 0.04%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                        | PACCAR Financial Corp                                                            | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404031.39    | 0.02%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                     | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70146.98     | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $610150.46    | 0.03%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2023-C20                                                    | CUSIP: 07336DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015421.59   | 0.05%             | 2056-07-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140125.43    | 0.01%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127696.87    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A9UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3374 | PA      | $3247.06      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $39025.32     | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51950.11     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                              | AstraZeneca PLC                                                                  | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $42211.39     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104347.27    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                    | Aetna Inc                                                                        | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29424.02     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173880.90    | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $319019.14    | 0.02%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                           | Regency Centers LP                                                               | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122562.86    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                              | Tyson Foods Inc                                                                  | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93649.61     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73218.35     | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KTUG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320022 | PA      | $284004.44    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                 | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    168000 | PA      | $157875.05    | 0.01%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                      | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $52350.42     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $308584.43    | 0.02%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1339922 | PA      | $1082733.30   | 0.06%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    410628 | PA      | $371581.49    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100588.80    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                       | Korea Development Bank/The                                                       | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    285000 | PA      | $294356.00    | 0.01%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3905900 | PA      | $3321235.59   | 0.17%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190559 | PA      | $174738.08    | 0.01%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                            | L3Harris Technologies Inc                                                        | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195096.30    | 0.01%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $597771.33    | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FGZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322000 | PA      | $319068.78    | 0.02%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19444 | PA      | $18787.34     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4680000 | PA      | $4670676.55   | 0.24%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89194.34     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206736.07    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1113305 | PA      | $874179.87    | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115952 | PA      | $119066.22    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4222900 | PA      | $3320789.35   | 0.17%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154DJ5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     90000 | PA      | $86063.69     | 0.00%             | 2026-12-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117475.16    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17655 | PA      | $16505.14     | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7050000 | PA      | $5995253.87   | 0.30%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890667 | PA      | $772587.28    | 0.04%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                      | Magna International Inc                                                          | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $308405.10    | 0.02%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                            | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    189000 | PA      | $174752.49    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                      | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $63655.09     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315418 | PA      | $300438.14    | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D55K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27594 | PA      | $26359.43     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                     | Devon Energy Corp                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224152.11    | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47476 | PA      | $43388.18     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QVQS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23627 | PA      | $23198.35     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55709 | PA      | $52477.58     | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DS3E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21752 | PA      | $22271.72     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                              | Yale University                                                                  | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29589.15     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3335000 | PA      | $3339559.55   | 0.17%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189463 | PA      | $158008.80    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4271000 | PA      | $4218947.19   | 0.21%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                    | Kellanova                                                                        | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25637.26     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51978.90     | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                         | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42080.50     | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $242460.94    | 0.01%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDBL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51241 | PA      | $48094.73     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                         | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $278253.95    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68406 | PA      | $62265.72     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EER7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204408 | PA      | $183927.29    | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    832005 | PA      | $700346.43    | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400535 | PA      | $331701.59    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYXK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18483 | PA      | $17675.80     | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    585000 | PA      | $616067.27    | 0.03%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37502 | PA      | $30675.29     | 0.00%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62218 | PA      | $60848.06     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                     | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40082.08     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164907.77    | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XX35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85453 | PA      | $79413.18     | 0.00%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                          | Abbott Laboratories                                                              | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    123000 | PA      | $114700.07    | 0.01%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106562.53    | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35307.62     | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                | Nissan Auto Receivables 2024-A Owner Trust                                       | CUSIP: 65479UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403795.31    | 0.02%             | 2028-12-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2021-BNK37                                                                  | CUSIP: 06540LBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86321.93     | 0.00%             | 2064-11-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93237.12     | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320474 | PA      | $255127.87    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364583 | PA      | $302457.60    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1435000 | PA      | $877367.97    | 0.04%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48890.72     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21387 | PA      | $16793.17     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9041.66      | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $248293.25    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15081 | PA      | $13389.63     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                               | BankUnited Inc                                                                   | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84029.83     | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYUH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159969 | PA      | $131913.10    | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6636375.00   | 0.34%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CSC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31488 | PA      | $29397.26     | 0.00%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                      | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    480000 | PA      | $447561.84    | 0.02%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226471 | PA      | $202831.15    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     40000 | PA      | $38665.27     | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    233000 | PA      | $230976.51    | 0.01%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7816000 | PA      | $7837982.50   | 0.40%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119706.12    | 0.01%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158488 | PA      | $125140.30    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59547.78     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308941 | PA      | $283624.67    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48277.32     | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66464.92     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    317000 | PA      | $328529.36    | 0.02%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305332.55    | 0.02%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4712843.75   | 0.24%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190084 | PA      | $168353.27    | 0.01%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $392252.03    | 0.02%             | 2051-08-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                               | Salesforce Inc                                                                   | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65082.88     | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QL6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158879 | PA      | $124906.03    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                     | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134436.90    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                  | Netflix Inc                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    580000 | PA      | $589157.49    | 0.03%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219712.22    | 0.01%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                              | Nevada Power Co                                                                  | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    157000 | PA      | $158095.55    | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179182 | PA      | $163025.45    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $404207.31    | 0.02%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                          | Province of Alberta Canada                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    665000 | PA      | $652390.70    | 0.03%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46645.81     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32309.16     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                     | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    420000 | PA      | $419649.17    | 0.02%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81570 | PA      | $60663.03     | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50695 | PA      | $53229.51     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0T69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304988 | PA      | $311115.64    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728027.98    | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                      | Essential Utilities Inc                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193038.93    | 0.01%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    160000 | PA      | $164149.49    | 0.01%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    120000 | PA      | $132564.32    | 0.01%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $78179.83     | 0.00%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H042687<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3275000 | PA      | $3107735.93   | 0.16%             | 2055-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162643 | PA      | $153602.43    | 0.01%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN                               | University of Virginia                                                           | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $59700.36     | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120300 | PA      | $114605.51    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    676000 | PA      | $692618.91    | 0.04%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256046.07    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $113489.30    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128467 | PA      | $113162.74    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62444 | PA      | $58168.10     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32296 | PA      | $30350.65     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                        | Blue Owl Capital Corp                                                            | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226718.42    | 0.01%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                              | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     67000 | PA      | $49134.59     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62958.52     | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                        | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $207794.84    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                             | RELX Capital Inc                                                                 | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143423.48    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030488<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -300000 | PA      | $-284165.10   | -0.01%            | 2040-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                      | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17102.54     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20401 | PA      | $20016.77     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200628 | PA      | $203824.48    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194181 | PA      | $162338.04    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8213.81      | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55371 | PA      | $54838.48     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YKT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1750165 | PA      | $1784308.94   | 0.09%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    331000 | PA      | $286431.03    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516987.83    | 0.03%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    227000 | PA      | $207142.42    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5ZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115871 | PA      | $108453.54    | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39625 | PA      | $35794.34     | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    371000 | PA      | $381469.02    | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    553000 | PA      | $609405.83    | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                   | California State University                                                      | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $30915.27     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                                    | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122481.23    | 0.01%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                              | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55045.22     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116185 | PA      | $100955.19    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     50000 | PA      | $41110.98     | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                                  | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51355.39     | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                     | Apollo Global Management Inc                                                     | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54461.51     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98001.69     | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                       | ConocoPhillips Co                                                                | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    178000 | PA      | $169349.34    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSNS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44128 | PA      | $44053.24     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                   | Masco Corp                                                                       | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    345000 | PA      | $302212.19    | 0.02%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20639 | PA      | $20251.73     | 0.00%             | 2028-09-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                  | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    458000 | PA      | $514685.41    | 0.03%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                                 | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151038.96    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QBJL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34634 | PA      | $31301.80     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QHKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213794 | PA      | $175335.13    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                 | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165485.26    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                            | Korea International Bond                                                         | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    425000 | PA      | $368657.16    | 0.02%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                     | Export Development Canada                                                        | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $205085.64    | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D9NJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17942 | PA      | $17899.35     | 0.00%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128527.24    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                       | Massachusetts Institute of Technology                                            | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22666.83     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38724.76     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273464 | PA      | $236318.39    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1805000 | PA      | $1806410.16   | 0.09%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69504 | PA      | $64513.84     | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $310210.94    | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                          | Moody's Corp                                                                     | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66287.97     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                    | Mylan Inc                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59274.12     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243867.23    | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    219000 | PA      | $204464.33    | 0.01%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    726195 | PA      | $611636.79    | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388683 | PA      | $289030.78    | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    525000 | PA      | $353757.32    | 0.02%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                     | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $124156.65    | 0.01%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4087071 | PA      | $3225680.70   | 0.16%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                     | Constellation Brands Inc                                                         | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164039.39    | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39469.38     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204549.55    | 0.01%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    138000 | PA      | $119529.34    | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     75000 | PA      | $46560.58     | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24920.59     | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052680<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5475000 | PA      | $5446026.30   | 0.28%             | 2055-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    211000 | PA      | $216379.84    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250002 | PA      | $226043.09    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                               | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $375180.80    | 0.02%             | 2052-06-13      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $98515.37     | 0.01%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                     | Public Service Enterprise Group Inc                                              | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15604.47     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2285700 | PA      | $2190343.45   | 0.11%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305530.50    | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5GM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2332850 | PA      | $2131991.13   | 0.11%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3290900 | PA      | $3202199.94   | 0.16%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33571 | PA      | $29746.32     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FBJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51019 | PA      | $51631.37     | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QK5U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342246 | PA      | $293152.51    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46199.99     | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                     | Pioneer Natural Resources Co                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    101000 | PA      | $89365.36     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186498.39    | 0.01%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86789.38     | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AEEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91313 | PA      | $82527.88     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78622.43     | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                       | Extra Space Storage LP                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110007.39    | 0.01%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34265.96     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9R80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26861 | PA      | $25659.60     | 0.00%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    257000 | PA      | $260102.30    | 0.01%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299674.08    | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70486.75     | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                        | Oglethorpe Power Corp                                                            | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176637.16    | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    480000 | PA      | $433568.71    | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1258260 | PA      | $1064915.67   | 0.05%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                      | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34575.97     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26593.49     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    296000 | PA      | $232865.54    | 0.01%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $287426.12    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                        | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    149800 | PA      | $161785.18    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130ANED8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    875000 | PA      | $847944.41    | 0.04%             | 2026-07-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                       | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20044.95     | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    325000 | PA      | $290578.69    | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203100 | PA      | $169982.22    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    433000 | PA      | $440834.05    | 0.02%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BFB74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83846 | PA      | $77564.17     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPVV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39668 | PA      | $38880.27     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68081 | PA      | $62295.56     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25181.18     | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156575.54    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92720.42     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21698 | PA      | $20850.78     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55206.58     | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                     | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50978.33     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $134002.14    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569009 | PA      | $487380.53    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2797087.50   | 0.14%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405394.54    | 0.02%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60477.45     | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55950 | PA      | $52514.45     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                       | Brookfield Finance Inc                                                           | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $195579.23    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                | Owens Corning                                                                    | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67498.11     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                               | Honda Auto Receivables 2024-2 Owner Trust                                        | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146465.97    | 0.01%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                       | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     80000 | PA      | $51468.32     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324288 | PA      | $294318.89    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23611.13     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6RR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415931 | PA      | $387771.35    | 0.02%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                     | Interstate Power and Light Co                                                    | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340053.93    | 0.02%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37555.73     | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                      | Northwestern University                                                          | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60509.46     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $91141.12     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280000 | PA      | $244217.41    | 0.01%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $63612.97     | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418BH90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33998 | PA      | $33312.27     | 0.00%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50905.17     | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                      | Japan International Cooperation Agency                                           | CUSIP: 47109LAA2<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    450000 | PA      | $438002.90    | 0.02%             | 2026-10-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                      | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37741.66     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $19654.42     | 0.00%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170238.69    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    658000 | PA      | $639026.84    | 0.03%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    152000 | PA      | $92341.25     | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                              | Dollar Tree Inc                                                                  | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99047.54     | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    605000 | PA      | $628088.09    | 0.03%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    315000 | PA      | $304324.48    | 0.02%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                      | Shell International Finance BV                                                   | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $73386.62     | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1649282 | PA      | $1506431.73   | 0.08%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                       | ConocoPhillips Co                                                                | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283798.35    | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    289000 | PA      | $181743.49    | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43625.73     | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381110 | PA      | $338338.67    | 0.02%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                   | Kenvue Inc                                                                       | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90674.01     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    102000 | PA      | $107265.73    | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101538 | PA      | $84942.90     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                     | Northern States Power Co/MN                                                      | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    282000 | PA      | $261213.81    | 0.01%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $72826.71     | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    270000 | PA      | $219014.00    | 0.01%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244079.77    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82166 | PA      | $75194.16     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKYZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87766 | PA      | $65274.15     | 0.00%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96457.43     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                             | Commonwealth of Massachusetts                                                    | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    320000 | PA      | $322025.68    | 0.02%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNJU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111612 | PA      | $97138.86     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X67E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10731 | PA      | $10368.43     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    286000 | PA      | $309100.17    | 0.02%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206772.12    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WFX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20906 | PA      | $19199.66     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80667 | PA      | $81869.16     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    468000 | PA      | $419653.87    | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $45330.01     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    341000 | PA      | $319199.95    | 0.02%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133L8W43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163505 | PA      | $149202.69    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQ6M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339284 | PA      | $294093.38    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49588.98     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                       | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50998.76     | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                            | Bon Secours Mercy Health Inc                                                     | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114929.72    | 0.01%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    202000 | PA      | $162850.84    | 0.01%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                      | Fidelity National Information Services Inc                                       | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36671.94     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52874.20     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320000 | PA      | $278842.77    | 0.01%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49107.45     | 0.00%             | 2051-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                        | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60637.75     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $81380.52     | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                           | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2137.64      | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A9UL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14848 | PA      | $14482.19     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                  | Nutrien Ltd                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19762.77     | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    493000 | PA      | $330615.89    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147063.66    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $191097.65    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    236000 | PA      | $163932.06    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VSL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15301 | PA      | $14810.16     | 0.00%             | 2050-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                            | Omnicom Group Inc                                                                | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $167966.39    | 0.01%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                          | Emerson Electric Co                                                              | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76940.65     | 0.00%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5061 | PA      | $4873.34      | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                     | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36420 | PA      | $34822.35     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6A59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85689 | PA      | $77896.46     | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    363259 | PA      | $356256.81    | 0.02%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216701.97    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103264.10    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488290 | PA      | $456541.14    | 0.02%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1360342 | PA      | $1348778.89   | 0.07%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                         | Targa Resources Corp                                                             | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199372.94    | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107521.36    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43298.74     | 0.00%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                 | Newmont Corp                                                                     | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $328294.27    | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EDX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73309 | PA      | $65963.75     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                 | Stryker Corp                                                                     | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    185000 | PA      | $158459.42    | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55567.31     | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205906.24    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                         | Federal Realty OP LP                                                             | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94988.25     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMMH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142084 | PA      | $129026.41    | 0.01%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1845000 | PA      | $1499350.78   | 0.08%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                              | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110267.73    | 0.01%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F032484<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -50000 | PA      | $-47908.90    | -0.00%            | 2040-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    865000 | PA      | $791819.38    | 0.04%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207058 | PA      | $162584.66    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126697.09    | 0.01%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    173000 | PA      | $133569.83    | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    454628 | PA      | $410010.82    | 0.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119719.84    | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2583800 | PA      | $2425142.44   | 0.12%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $241174.76    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    700000 | PA      | $680998.72    | 0.03%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    213000 | PA      | $142490.54    | 0.01%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181183.41    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29434.30     | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209815.07    | 0.01%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3950000 | PA      | $3403789.06   | 0.17%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23596 | PA      | $22699.67     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    445000 | PA      | $410330.90    | 0.02%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $391383.87    | 0.02%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64392.48     | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143946 | PA      | $127177.77    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                         | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52529.14     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148258.37    | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                          | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45439.28     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XACJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68091 | PA      | $67607.17     | 0.00%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248371.59    | 0.01%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                             | Progressive Corp/The                                                             | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127273.66    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    333681 | PA      | $319810.73    | 0.02%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    128000 | PA      | $120331.59    | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                           | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $402736.14    | 0.02%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                        | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228047.63    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49188.10     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46801.52     | 0.00%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKAF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168818 | PA      | $134351.38    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $2100906.25   | 0.11%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VSK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66860 | PA      | $62415.33     | 0.00%             | 2050-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4ZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18258 | PA      | $17885.91     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG6W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14343 | PA      | $14193.17     | 0.00%             | 2028-03-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $545562.50    | 0.03%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                            | Cisco Systems Inc                                                                | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127926.13    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271428.01    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                            | Southern Power Co                                                                | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94086.04     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XQYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518130 | PA      | $444802.94    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69727.56     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33245.25     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2020-BNK30                                                                  | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $51553.75     | 0.00%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70638.16     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215954.35    | 0.01%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49285 | PA      | $40682.07     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114922.85    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3291579 | PA      | $2996138.60   | 0.15%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104432.48    | 0.01%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    424000 | PA      | $334060.26    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                             | Markel Group Inc                                                                 | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26704.33     | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                           | BMO 2023-C4 Mortgage Trust                                                       | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50268.62     | 0.00%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL5K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    550000 | PA      | $472738.18    | 0.02%             | 2030-09-03      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $155114.97    | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    170000 | PA      | $120222.48    | 0.01%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                        | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87875.72     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    530000 | PA      | $534052.81    | 0.03%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                | ArcelorMittal SA                                                                 | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    148000 | PA      | $156120.97    | 0.01%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82117 | PA      | $75976.70     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QDKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191077 | PA      | $159901.82    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQLX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249664 | PA      | $250093.66    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329NF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325161 | PA      | $297367.95    | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    707543 | PA      | $726544.95    | 0.04%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                           | Smith & Nephew PLC                                                               | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $39385.89     | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $192134.58    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1240237 | PA      | $1235221.71   | 0.06%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XA4L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122058 | PA      | $118276.20    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49442.00     | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2562000 | PA      | $1746963.75   | 0.09%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                  | Cencora Inc                                                                      | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69407.11     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596594.41    | 0.03%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                      | Raymond James Financial Inc                                                      | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    342000 | PA      | $345414.23    | 0.02%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2021-BNK31                                                                  | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $129802.27    | 0.01%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1126428 | PA      | $1022948.99   | 0.05%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45177.05     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10232.46     | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    159000 | PA      | $164838.62    | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319938.21    | 0.02%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H020683<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350000 | PA      | $282528.40    | 0.01%             | 2055-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39322.02     | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                 | Ford Credit Auto Owner Trust 2024-C                                              | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198717.28    | 0.01%             | 2030-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82288.67     | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHGT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345850 | PA      | $300425.02    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                  | Kemper Corp                                                                      | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21927.72     | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YRF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259790 | PA      | $248278.68    | 0.01%             | 2054-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                              | WW Grainger Inc                                                                  | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73433.33     | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| HF SINCLAIR CORP                                             | HF Sinclair Corp                                                                 | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51156.75     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34189 | PA      | $31228.54     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418AES3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11462 | PA      | $10346.41     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $121703.02    | 0.01%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5955000 | PA      | $5514888.28   | 0.28%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66448.86     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $246586.45    | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1220100 | PA      | $1180399.08   | 0.06%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMNY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3162800 | PA      | $2603881.15   | 0.13%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    173000 | PA      | $169578.68    | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199772 | PA      | $190377.80    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                     | President and Fellows of Harvard College                                         | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $35948.09     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    639311 | PA      | $558080.11    | 0.03%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110283.77    | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                               | PECO Energy Co                                                                   | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    350000 | PA      | $371057.56    | 0.02%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    610000 | PA      | $622406.27    | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203967.44    | 0.01%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    390451 | PA      | $374221.15    | 0.02%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106395.39    | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202336.69    | 0.01%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    189900 | PA      | $166252.78    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199909.60    | 0.01%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                           | CNA Financial Corp                                                               | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43874.26     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $149999.22    | 0.01%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                      | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $47263.06     | 0.00%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6450000 | PA      | $6325031.25   | 0.32%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155662 | PA      | $136128.08    | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XQYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65961 | PA      | $62864.36     | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                              | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    195000 | PA      | $157988.65    | 0.01%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299421 | PA      | $252882.63    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249198.57    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                             | Black Hills Corp                                                                 | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    126000 | PA      | $132686.12    | 0.01%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                        | LyondellBasell Industries NV                                                     | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     21000 | PA      | $16204.46     | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242527 | PA      | $207159.65    | 0.01%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0K27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383578 | PA      | $384241.06    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    428000 | PA      | $344510.51    | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE CORP                                              | SouthState Corp                                                                  | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87277.66     | 0.00%             | 2035-06-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                     | Huntington National Bank/The                                                     | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270115.87    | 0.01%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128057 | PA      | $119476.23    | 0.01%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QP3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149859 | PA      | $142846.12    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                          | Emerson Electric Co                                                              | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50139.10     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $276857.98    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                      | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177820.50    | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199569.51    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                            | Hyatt Hotels Corp                                                                | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101038.54    | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1114315.71   | 0.06%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131695 | PA      | $135341.66    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112212.55    | 0.01%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72494.75     | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                     | NIKE Inc                                                                         | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198208.97    | 0.01%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                  | Equifax Inc                                                                      | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    434000 | PA      | $440623.93    | 0.02%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50764 | PA      | $46366.40     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $161366.54    | 0.01%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    128000 | PA      | $106284.87    | 0.01%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $132496.88    | 0.01%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39892.74     | 0.00%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761013 | PA      | $632894.69    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98954.59     | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                | Blackrock Inc                                                                    | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166612.56    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                        | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    567000 | PA      | $534153.09    | 0.03%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    172000 | PA      | $134133.56    | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1067805 | PA      | $862889.58    | 0.04%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                              | Xcel Energy Inc                                                                  | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85893.85     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1358905 | PA      | $1353565.03   | 0.07%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4L95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39912 | PA      | $35878.08     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6CP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47065 | PA      | $45878.57     | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194630.02    | 0.01%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    146000 | PA      | $141405.89    | 0.01%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                     | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59976.24     | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39240.66     | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75781.98     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ERQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154900 | PA      | $148877.14    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                       | TotalEnergies Capital International SA                                           | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $73836.16     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102547 | PA      | $100280.83    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84945 | PA      | $81046.96     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                      | Washington Gas Light Co                                                          | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    144000 | PA      | $102364.33    | 0.01%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $527695.14    | 0.03%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89610.39     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQND4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327317 | PA      | $257634.33    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                          | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146412.83    | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160247 | PA      | $131273.53    | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $131727.72    | 0.01%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                    | Jabil Inc                                                                        | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49695.92     | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                      | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42166.53     | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    265000 | PA      | $223232.99    | 0.01%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                     | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247282.35    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $215880.00    | 0.01%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471115 | PA      | $486076.18    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98779.34     | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44011.19     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23336.28     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140LNFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548523 | PA      | $431365.47    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    413000 | PA      | $398349.78    | 0.02%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118928 | PA      | $104759.60    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                              | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $106671.39    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58456.63     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58904.67     | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    332000 | PA      | $337325.22    | 0.02%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    187000 | PA      | $186124.54    | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    495000 | PA      | $496345.56    | 0.03%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWN58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340526 | PA      | $314100.86    | 0.02%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    154000 | PA      | $160547.89    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3548125.00   | 0.18%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $483943.74    | 0.02%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2380000 | PA      | $2358431.25   | 0.12%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $57477.16     | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97540.93     | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249615 | PA      | $205813.19    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240000 | PA      | $213242.65    | 0.01%             | 2032-06-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                                 | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39579.24     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CW2T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131135 | PA      | $116254.90    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPEC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94471 | PA      | $85319.77     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4005000 | PA      | $4022521.88   | 0.20%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496509 | PA      | $484563.48    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                         | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37320.34     | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77046.40     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                             | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200805.07    | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184801.16    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                          | Emera US Finance LP                                                              | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $201509.66    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                                   | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21399.25     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    390000 | PA      | $389245.78    | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71003.67     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25293 | PA      | $24525.39     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202704.52    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                               | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $292952.23    | 0.01%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJ5Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19049 | PA      | $18045.05     | 0.00%             | 2038-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204154 | PA      | $194075.93    | 0.01%             | 2053-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                            | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100011.43    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179QYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20141 | PA      | $19635.33     | 0.00%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427NWU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    745765 | PA      | $743116.24    | 0.04%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                       | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362019.16    | 0.02%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                              | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311836.06    | 0.02%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98745 | PA      | $81273.97     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    880041 | PA      | $863078.11    | 0.04%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138259.54    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                | Allstate Corp/The                                                                | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43113.13     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKLN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182569 | PA      | $171986.44    | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     33000 | PA      | $35875.03     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                      | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $70787.20     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                    | Nokia Oyj                                                                        | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     85000 | PA      | $84233.80     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8R82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150151 | PA      | $145076.98    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHVW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251922 | PA      | $237319.49    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133USKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251814 | PA      | $219867.07    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102966 | PA      | $100973.04    | 0.01%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46670.03     | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47777.74     | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                      | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    220000 | PA      | $188341.94    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109864 | PA      | $108724.65    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308583 | PA      | $313181.18    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120733.81    | 0.01%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $267291.01    | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                         | Las Vegas Sands Corp                                                             | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138400.62    | 0.01%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QFA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435913 | PA      | $346915.47    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162791.24    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                       | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50034.35     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83179.40     | 0.00%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88723.74     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                      | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175723.49    | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115925.07    | 0.01%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7210 | PA      | $6187.19      | 0.00%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJJU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320614 | PA      | $268105.24    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                      | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52676.75     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                | BGC Group Inc                                                                    | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258621.44    | 0.01%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160763.52    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                           | Conagra Brands Inc                                                               | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110105.52    | 0.01%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    150000 | PA      | $108740.16    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                      | KeyCorp                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29373.46     | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5769600 | PA      | $4154112.00   | 0.21%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491247.58    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    194000 | PA      | $161939.18    | 0.01%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368846 | PA      | $326534.27    | 0.02%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                               | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $51660.87     | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JAT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14507 | PA      | $14061.47     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                               | NewMarket Corp                                                                   | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22302.63     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                     | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100503.72    | 0.01%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                         | Woodside Finance Ltd                                                             | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $204262.33    | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                | DTE Energy Co                                                                    | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40237.36     | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    220000 | PA      | $158875.87    | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628796 | PA      | $516432.97    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    154200 | PA      | $136707.94    | 0.01%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                     | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    254000 | PA      | $251637.65    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QE3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46398 | PA      | $39729.90     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                     | Export Development Canada                                                        | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $100536.85    | 0.01%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                      | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385847.45    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22564.65     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                     | Northwell Healthcare Inc                                                         | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36246.30     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91713.68     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $346663.70    | 0.02%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| DREY INST PREF GOV MM-M                                      | DREY INST PREF GOV MM-M                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   9302383 | NS      | $9302382.83   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27891.52     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69460.65     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHWZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238088 | PA      | $205797.71    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $197133.07    | 0.01%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                     | Fox Corp                                                                         | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79507.42     | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    447000 | PA      | $390995.80    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96048.97     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $290782.65    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110896.89    | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35033.54     | 0.00%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                         | Edison International                                                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101817.15    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWC69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9378 | PA      | $8965.21      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $263500.08    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72071.23     | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                | UBS Commercial Mortgage Trust 2019-C16                                           | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $72026.34     | 0.00%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764638.31    | 0.04%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                     | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $154096.60    | 0.01%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82805.81     | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394821 | PA      | $394105.13    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29384 | PA      | $28236.25     | 0.00%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    188000 | PA      | $180340.70    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $154222.78    | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4640000 | PA      | $4622962.48   | 0.23%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211997.29    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    143000 | PA      | $157270.67    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    122000 | PA      | $103340.96    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57067.06     | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    202000 | PA      | $189457.77    | 0.01%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    293000 | PA      | $193477.27    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218052.96    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    521000 | PA      | $538123.31    | 0.03%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133369.45    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78593 | PA      | $71458.03     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88949.40     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $26711.66     | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172836 | PA      | $143064.40    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                     | Affiliated Managers Group Inc                                                    | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62780.18     | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2019-C54                                   | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $562092.52    | 0.03%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                       | Equitable Holdings Inc                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134422.55    | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69255 | PA      | $71179.63     | 0.00%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432462 | PA      | $395587.31    | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31416RRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14928 | PA      | $14756.84     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    631745 | PA      | $518855.46    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1123718.75   | 0.06%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                    | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22291.44     | 0.00%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                       | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $93844.95     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88155.32     | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241789 | PA      | $251430.90    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8E25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37294 | PA      | $36545.73     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                               | Solventum Corp                                                                   | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100758.73    | 0.01%             | 2064-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43213 | PA      | $38185.56     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                              | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79214.51     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    595000 | PA      | $601678.98    | 0.03%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27599 | PA      | $24144.68     | 0.00%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17672 | PA      | $15600.80     | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273873.59    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $220005.24    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                        | The Campbell's Company                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151501.97    | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217836.90    | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGG60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229982 | PA      | $199151.26    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $51995.50     | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                      | Wisconsin Power and Light Co                                                     | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42794.36     | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYTD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131085 | PA      | $116642.91    | 0.01%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                               | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $47369.28     | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255509 | PA      | $236168.55    | 0.01%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KME92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104485 | PA      | $86775.41     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KSF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21902 | PA      | $19411.50     | 0.00%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5505000 | PA      | $4504638.28   | 0.23%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133423 | PA      | $109421.66    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117355.57    | 0.01%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                        | Costco Wholesale Corp                                                            | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66645.68     | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $118581.25    | 0.01%             | 2054-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    295000 | PA      | $310872.17    | 0.02%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1322000 | PA      | $1109614.42   | 0.06%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    802424 | PA      | $699633.63    | 0.04%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                     | Fox Corp                                                                         | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109849.07    | 0.01%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                      | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $401892.34    | 0.02%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206174.48    | 0.01%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7293.71      | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $128783.09    | 0.01%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                             | ERP Operating LP                                                                 | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19468.66     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    295000 | PA      | $277271.93    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    168000 | PA      | $156263.12    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                        | Cottage Health Obligated Group                                                   | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $189918.22    | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83093.66     | 0.00%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                       | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208274.41    | 0.01%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448306 | PA      | $454932.70    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    319000 | PA      | $331031.87    | 0.02%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17825.91     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                            | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248714.04    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2712679 | PA      | $2193167.10   | 0.11%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198270.73    | 0.01%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                               | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100285.12    | 0.01%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146174 | PA      | $136928.64    | 0.01%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    342000 | PA      | $381917.18    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4515890.63   | 0.23%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC                                      | Duke Energy Progress NC Storm Funding LLC                                        | CUSIP: 26444BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $187654.07    | 0.01%             | 2041-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMBN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5333992 | PA      | $4209801.20   | 0.21%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                            | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39434.19     | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133GGSJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446571 | PA      | $395277.71    | 0.02%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUZANO INTL FINANCE BV                                       | Suzano International Finance BV                                                  | CUSIP: 000000000<br>LEI: 5493000KMIB6J1KMKL84 | Long             | DBT              | CORP              | NL        |    185000 | PA      | $187101.28    | 0.01%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                            | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $154294.74    | 0.01%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5JV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53752 | PA      | $46901.19     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MMT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393235 | PA      | $308970.58    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247857.32    | 0.01%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35770.75     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5NB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43021 | PA      | $41869.61     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101868.70    | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                      | KeyCorp                                                                          | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38488.77     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                           | Analog Devices Inc                                                               | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    202000 | PA      | $199225.12    | 0.01%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8CX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63307 | PA      | $50449.87     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $321563.51    | 0.02%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                            | Flowers Foods Inc                                                                | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195309.61    | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EFA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38472 | PA      | $34617.37     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51773.94     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    473486 | PA      | $398975.93    | 0.02%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31251 | PA      | $30413.54     | 0.00%             | 2027-12-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84540.90     | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                | Synchrony Card Funding LLC                                                       | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151527.42    | 0.01%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                  | Ovintiv Inc                                                                      | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    310000 | PA      | $320557.77    | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                     | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44375.57     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381573 | PA      | $333689.53    | 0.02%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418BG42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14773 | PA      | $14248.55     | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22044.65     | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45212.03     | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XCH7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113095.38    | 0.01%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                       | Children's Hospital/DC                                                           | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31697.41     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411821 | PA      | $342999.80    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    270000 | PA      | $206446.53    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231296 | PA      | $234783.59    | 0.01%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    137000 | PA      | $115551.43    | 0.01%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    365000 | PA      | $304978.26    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358234 | PA      | $349838.96    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60142 | PA      | $54107.17     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88319.37     | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                     | Stanley Black & Decker Inc                                                       | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    385000 | PA      | $344009.61    | 0.02%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    363000 | PA      | $317443.29    | 0.02%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     50000 | PA      | $49156.92     | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20435.85     | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63042.39     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                               | Port Authority of New York & New Jersey                                          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $93150.53     | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                        | Helmerich & Payne Inc                                                            | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193238.79    | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                                     | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $112173.50    | 0.01%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                            | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $232939.94    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                 | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122422.16    | 0.01%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                      | Fidelity National Financial Inc                                                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    137000 | PA      | $127957.84    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $972828.13    | 0.05%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148108 | PA      | $128540.23    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66445 | PA      | $66678.00     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8089.58      | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                              | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59767.40     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $117300.57    | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $27240.89     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                  | PNC Bank NA                                                                      | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69707.74     | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                             | HF Sinclair Corp                                                                 | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199649.27    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| IDAHO POWER CO                                               | Idaho Power Co                                                                   | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20103.62     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204236.70    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534867 | PA      | $486475.08    | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                          | Eastman Chemical Co                                                              | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101668.04    | 0.01%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464546.16    | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                      | America Movil SAB de CV                                                          | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    305000 | PA      | $256348.37    | 0.01%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    245000 | PA      | $177308.75    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $240781.07    | 0.01%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQZS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118983 | PA      | $116377.11    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83094 | PA      | $73357.26     | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GPHG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8706 | PA      | $8514.18      | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753019 | PA      | $666414.25    | 0.03%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                   | Nucor Corp                                                                       | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83229.83     | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67648.18     | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2018-C2                                                     | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $83575.37     | 0.00%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72999.40     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25569 | PA      | $23370.14     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VMH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22355 | PA      | $22339.05     | 0.00%             | 2050-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4390000 | PA      | $4341641.38   | 0.22%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                         | Allina Health System                                                             | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37191.53     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41405.54     | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118586.03    | 0.01%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295301.74    | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                          | Trinity Health Corp                                                              | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $109944.03    | 0.01%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308941 | PA      | $244828.33    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QFA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25445 | PA      | $20250.35     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    521562 | PA      | $412182.97    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112902 | PA      | $116040.12    | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47971.45     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44661.91     | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    802000 | PA      | $626437.19    | 0.03%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XEA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191999 | PA      | $152368.34    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $228776.56    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116099.33    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                       | Webster Financial Corp                                                           | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82598.31     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103402.69    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140601 | PA      | $115841.47    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4F84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41762 | PA      | $39222.53     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3849097.68   | 0.20%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYS34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70167 | PA      | $64713.27     | 0.00%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46117.69     | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                           | Spire Missouri Inc                                                               | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49690.57     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101762.75    | 0.01%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $743445.47    | 0.04%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    215000 | PA      | $157765.30    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040693<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $46096.00     | 0.00%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                 | WP Carey Inc                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24314.61     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YKN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63631 | PA      | $57766.78     | 0.00%             | 2053-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                               | GM Financial Automobile Leasing Trust 2024-2                                     | CUSIP: 36269WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101048.98    | 0.01%             | 2028-05-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KGPZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28640 | PA      | $24950.73     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667617 | PA      | $651934.51    | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260189.29    | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    450000 | PA      | $456490.68    | 0.02%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    967091 | PA      | $984537.42    | 0.05%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                      | Connecticut Light and Power Co/The                                               | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169172.27    | 0.01%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230921 | PA      | $210721.00    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75356 | PA      | $67941.58     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    150000 | PA      | $165687.89    | 0.01%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                              | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57409.80     | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2145000 | PA      | $2100675.57   | 0.11%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16941 | PA      | $15862.54     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90746.69     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362430.45    | 0.02%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q8KD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201119 | PA      | $183067.43    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $86031.47     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198681.06    | 0.01%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                             | Progressive Corp/The                                                             | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    235000 | PA      | $192131.12    | 0.01%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    205000 | PA      | $176333.73    | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133L7X36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128916 | PA      | $118238.87    | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5175000 | PA      | $5246518.50   | 0.27%             | 2055-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                          | Emera US Finance LP                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41333.24     | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64209 | PA      | $56684.66     | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100893.92    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2018-BNK11                                                                  | CUSIP: 06540TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188258 | PA      | $183708.83    | 0.01%             | 2061-03-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118452 | PA      | $113272.22    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99892.62     | 0.01%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $327208.35    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                               | Salesforce Inc                                                                   | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47668.23     | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99224.95     | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    265000 | PA      | $237163.04    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                          | Rio Tinto Alcan Inc                                                              | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $107954.68    | 0.01%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F1G51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $117768.22    | 0.01%             | 2027-05-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                   | VMware LLC                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41579.41     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27382 | PA      | $26856.26     | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                            | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24898.89     | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                            | Tampa Electric Co                                                                | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $81740.64     | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                     | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119856.37    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    105000 | PA      | $72686.80     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                             | Ascension Health                                                                 | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $52213.42     | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QDLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135562 | PA      | $123292.61    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8YL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102707 | PA      | $81860.30     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    510000 | PA      | $507580.42    | 0.03%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3585400 | PA      | $3498846.19   | 0.18%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7939.18      | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179QPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142172 | PA      | $130832.11    | 0.01%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JWQJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88364 | PA      | $76982.18     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                                   | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26038.23     | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XG6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66161 | PA      | $64013.12     | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                          | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132701.87    | 0.01%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6XR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5523 | PA      | $5376.23      | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    205000 | PA      | $121147.35    | 0.01%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181084 | PA      | $168199.11    | 0.01%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                     | California Endowment/The                                                         | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $56975.21     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                 | VeriSign Inc                                                                     | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    236000 | PA      | $235854.56    | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXSA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232833 | PA      | $211350.73    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XQJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208247 | PA      | $186187.90    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $135581.27    | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100160.83    | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $156170.06    | 0.01%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142GTE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244078 | PA      | $239446.10    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                          | CNH Equipment Trust 2023-A                                                       | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100640.93    | 0.01%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                    | Orange SA                                                                        | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $355803.54    | 0.02%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3930000 | PA      | $3959475.00   | 0.20%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10459.41     | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19910 | PA      | $19617.68     | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5LM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5435 | PA      | $5353.15      | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    127000 | PA      | $105208.35    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V7C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67599 | PA      | $52388.61     | 0.00%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    370000 | PA      | $366147.11    | 0.02%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D55A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20580 | PA      | $19659.58     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76744.77     | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    310000 | PA      | $235097.96    | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL5U4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $45553.77     | 0.00%             | 2028-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YW34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33787 | PA      | $32113.67     | 0.00%             | 2054-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                         | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    675000 | PA      | $649475.87    | 0.03%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                         | Public Storage Operating Co                                                      | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464324.10    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KEJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80660 | PA      | $71673.54     | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                               | Bay Area Toll Authority                                                          | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11332.18     | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                           | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136316.16    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    885320 | PA      | $736848.16    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                       | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    370000 | PA      | $378310.70    | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                     | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    260000 | PA      | $186951.53    | 0.01%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                     | Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308084 | PA      | $291106.74    | 0.01%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                       | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147874.83    | 0.01%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                      | Connecticut Light and Power Co/The                                               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171773.91    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175903.40    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $420809.54    | 0.02%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNNS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130557 | PA      | $108456.25    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44358.98     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255233.47    | 0.01%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                         | Verisk Analytics Inc                                                             | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31842.84     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183157.30    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                         | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27874.72     | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19592.07     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40000 | PA      | $37533.68     | 0.00%             | 2029-09-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10060000 | PA      | $10121303.13  | 0.51%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                               | Bay Area Toll Authority                                                          | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    380000 | PA      | $426891.84    | 0.02%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427MHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47824 | PA      | $42827.94     | 0.00%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                   | DOC DR LLC                                                                       | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24697.04     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33790 | PA      | $31488.24     | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    113000 | PA      | $123240.70    | 0.01%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43311.28     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                     | Martin Marietta Materials Inc                                                    | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52383.03     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    510000 | PA      | $401326.40    | 0.02%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                          | Rio Tinto Alcan Inc                                                              | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $200477.37    | 0.01%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100928.12    | 0.01%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253460.00    | 0.01%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                     | KLA Corp                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    221000 | PA      | $206625.00    | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2307900 | PA      | $2286263.44   | 0.12%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9RZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496141 | PA      | $469291.38    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                       | Boston Scientific Corp                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23043.89     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W1Q71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257897 | PA      | $261689.45    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $193045.10    | 0.01%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                      | Fidelity National Financial Inc                                                  | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73631.58     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0K35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245287 | PA      | $246914.66    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279959.31    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMGG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183110 | PA      | $162204.98    | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46131.42     | 0.00%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                     | Martin Marietta Materials Inc                                                    | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288113.05    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9294.97      | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10991.68     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                            | International Finance Corp                                                       | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50788.78     | 0.00%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159775.46    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125281 | PA      | $119369.80    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588463 | PA      | $483307.06    | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200199.17    | 0.01%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                      | Marathon Petroleum Corp                                                          | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41694.44     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206593.79    | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    271000 | PA      | $240442.21    | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51167.13     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    640000 | PA      | $645360.58    | 0.03%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98258.87     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31310.77     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57450 | PA      | $51200.95     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232916 | PA      | $209534.81    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68570 | PA      | $63975.00     | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                          | Leland Stanford Junior University/The                                            | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    125000 | PA      | $73821.30     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                         | Public Storage Operating Co                                                      | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46968.79     | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55741.22     | 0.00%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204593.19    | 0.01%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                            | TSMC Arizona Corp                                                                | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464200.82    | 0.02%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6378000 | PA      | $4128758.44   | 0.21%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                      | Southwestern Electric Power Co                                                   | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88949.90     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                     | Agree LP                                                                         | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $383200.41    | 0.02%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48569.09     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4212070 | PA      | $3710275.17   | 0.19%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                             | Radian Group Inc                                                                 | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49895.36     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1568772 | PA      | $1240325.50   | 0.06%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6EV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46133 | PA      | $46940.44     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14684 | PA      | $13757.04     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117470 | PA      | $97498.83     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200904.08    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                         | Federal Realty OP LP                                                             | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72115.18     | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77963 | PA      | $76769.01     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                      | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101488.30    | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                               | Dignity Health                                                                   | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61738.83     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655629 | PA      | $517906.17    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    172000 | PA      | $150223.51    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                            | Lam Research Corp                                                                | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    115000 | PA      | $71159.64     | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                             | MDC Holdings Inc                                                                 | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16935.60     | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                      | Public Service Co of Colorado                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $550412.76    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35323 | PA      | $28538.41     | 0.00%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $299959.82    | 0.02%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388072 | PA      | $305726.18    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                           | Conagra Brands Inc                                                               | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50326.44     | 0.00%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14685 | PA      | $13930.90     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                       | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369926.01    | 0.02%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                            | Tampa Electric Co                                                                | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53645.24     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169521.82    | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                             | Lazard Group LLC                                                                 | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98337.87     | 0.00%             | 2027-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31009.09     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93594.94     | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                       | Mondelez International Inc                                                       | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $335422.00    | 0.02%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                        | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4995 | PA      | $4854.06      | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212058.35    | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                    | Kellanova                                                                        | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61162.98     | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                     | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99854.56     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83876 | PA      | $68922.82     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    107000 | PA      | $72524.56     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                          | FS KKR Capital Corp                                                              | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100331.45    | 0.01%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    495000 | PA      | $497004.09    | 0.03%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27327 | PA      | $24905.40     | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                             | Markel Group Inc                                                                 | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57422.13     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                             | Lazard Group LLC                                                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9951.36      | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63127.70     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $361457.38    | 0.02%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                          | Trinity Health Corp                                                              | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36416.47     | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    227000 | PA      | $246530.02    | 0.01%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                      | Public Service Co of Colorado                                                    | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     77000 | PA      | $50918.42     | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59585.21     | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $83935.17     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20847.40     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                           | Ingersoll Rand Inc                                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    356000 | PA      | $364622.75    | 0.02%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                | Sutter Health                                                                    | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $58494.70     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79080 | PA      | $62162.23     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    362000 | PA      | $356477.72    | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234865.24    | 0.01%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240039 | PA      | $228786.61    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332363.77    | 0.02%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305033.69    | 0.02%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181165.81    | 0.01%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2016-C34                                   | CUSIP: 95000DBF7<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97212.41     | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    839000 | PA      | $852491.92    | 0.04%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167133.84    | 0.01%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                              | DTE Electric Co                                                                  | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206295.90    | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242334.26    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                            | Hormel Foods Corp                                                                | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35414.53     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     81000 | PA      | $70150.47     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                      | Northwestern University                                                          | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142597.90    | 0.01%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    614600 | PA      | $530572.66    | 0.03%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158342.02    | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82126 | PA      | $74028.32     | 0.00%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM2Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768140 | PA      | $699194.09    | 0.04%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    900000 | PA      | $885978.42    | 0.05%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137707 | PA      | $109660.92    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163132.68    | 0.01%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165178.66    | 0.01%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312521.86    | 0.02%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                               | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101244.02    | 0.01%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59878.33     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20878 | PA      | $17147.15     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200432 | PA      | $947010.92    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    343000 | PA      | $210908.14    | 0.01%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128502 | PA      | $115513.75    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBYK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369649 | PA      | $337971.03    | 0.02%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73275.71     | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                       | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $46440.32     | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59620.52     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41615 | PA      | $30944.25     | 0.00%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QSKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43691 | PA      | $42692.49     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                        | Kentucky Utilities Co                                                            | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25772.05     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19617.55     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                     | National Health Investors Inc                                                    | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84122.71     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X97K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38046 | PA      | $36741.46     | 0.00%             | 2036-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $103854.12    | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46105 | PA      | $44969.99     | 0.00%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115500.86    | 0.01%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KRM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12422 | PA      | $11074.88     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $268800.40    | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5815000 | PA      | $5228957.03   | 0.27%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                     | Oaktree Strategic Credit Fund                                                    | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53846.97     | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                     | Telefonica Emisiones SA                                                          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    120000 | PA      | $132726.63    | 0.01%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61963 | PA      | $54960.25     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YYV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191207 | PA      | $186719.25    | 0.01%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $331548.78    | 0.02%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                       | Old Republic International Corp                                                  | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69429.32     | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    189000 | PA      | $175492.77    | 0.01%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419848.20    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    564000 | PA      | $556470.68    | 0.03%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                      | Fidelity National Information Services Inc                                       | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97295.46     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    175000 | PA      | $101080.86    | 0.01%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                 | Chevron Corp                                                                     | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $265198.91    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    726336 | PA      | $729007.70    | 0.04%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278858 | PA      | $219686.40    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26978.20     | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147071.12    | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547644.31    | 0.03%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52013.86     | 0.00%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL3N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292004 | PA      | $293076.52    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269749.97    | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                     | Yale-New Haven Health Services Corp                                              | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $85688.56     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                     | Inter-American Investment Corp                                                   | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |    185000 | PA      | $183486.80    | 0.01%             | 2027-02-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    226000 | PA      | $220949.98    | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                     | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $85556.79     | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11425.05     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90412.55     | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119218.52    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                      | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $86547.74     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $75513.80     | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3425000 | PA      | $3412423.81   | 0.17%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                  | Cencora Inc                                                                      | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40097.86     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415096 | PA      | $424738.94    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $82597.65     | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $231353.38    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193358.27    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27624 | PA      | $25124.93     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171602.71    | 0.01%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    470000 | PA      | $317058.32    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                 | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211767.94    | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                      | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303780.20    | 0.02%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                              | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49286.22     | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                       | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $242175.12    | 0.01%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50343.52     | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $180726.25    | 0.01%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $502958.76    | 0.03%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    525000 | PA      | $510405.30    | 0.03%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPVM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30788 | PA      | $29595.06     | 0.00%             | 2030-05-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4325000 | PA      | $4293914.06   | 0.22%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $363237.30    | 0.02%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWLN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300737 | PA      | $310122.35    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B7FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707233 | PA      | $656649.73    | 0.03%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35578.54     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151596.91    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51267.77     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2024-V7 Mortgage Trust                                                 | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $345957.51    | 0.02%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27700 | PA      | $23993.24     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74866.77     | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6QE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46331 | PA      | $44529.15     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                      | Trustees of Princeton University/The                                             | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    285000 | PA      | $172629.70    | 0.01%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                        | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251104.37    | 0.01%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                     | Montefiore Obligated Group                                                       | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $67754.56     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    368000 | PA      | $372419.16    | 0.02%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $112611.67    | 0.01%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D55X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86411 | PA      | $80781.58     | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru                               | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $367247.20    | 0.02%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102020.10    | 0.01%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                      | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    728000 | PA      | $735817.93    | 0.04%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244560.36    | 0.01%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSHH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181911 | PA      | $173788.48    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86287.81     | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                                | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    790000 | PA      | $768476.43    | 0.04%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1205660 | PA      | $1243356.50   | 0.06%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                        | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567329.02    | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                      | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46713.05     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                         | Cincinnati Financial Corp                                                        | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117431.00    | 0.01%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                      | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90205.90     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85802 | PA      | $76116.72     | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15369 | PA      | $14799.12     | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142GQK68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201193 | PA      | $209319.46    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $204991.81    | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310759.95    | 0.02%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                      | GE Capital International Funding Co Unlimited Co                                 | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $431004.99    | 0.02%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7479.82      | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136360.35    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RUTGERS NJ ST UNIV                                           | Rutgers The State University of New Jersey                                       | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     60000 | PA      | $47277.34     | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418AJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16125 | PA      | $15528.78     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                     | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44713.83     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79190.76     | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XRFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89237 | PA      | $81211.93     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61960.64     | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    138000 | PA      | $135486.75    | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                     | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $73286.40     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                       | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100306.04    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 45906M5D9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     85000 | PA      | $84832.43     | 0.00%             | 2034-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704199 | PA      | $673552.95    | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20079.55     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16799.55     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                               | Dallas Fort Worth International Airport                                          | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $80506.36     | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89260.06     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BHGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62334 | PA      | $57654.67     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                        | Washington University/The                                                        | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18820.35     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122509.53    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                          | Abbott Laboratories                                                              | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27169.26     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89337.53     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QM6T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58157 | PA      | $52885.11     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51984.87     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60439.80     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3720000 | PA      | $3719709.36   | 0.19%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47299.29     | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                     | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130673.70    | 0.01%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                     | Memorial Health Services                                                         | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35076.30     | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    438000 | PA      | $464805.97    | 0.02%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223204.33    | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    253000 | PA      | $257142.41    | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                        | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135065.83    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4540000 | PA      | $4532196.88   | 0.23%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328408.50    | 0.02%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2362144.52   | 0.12%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80355.37     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                | Sales Tax Securitization Corp                                                    | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $134449.53    | 0.01%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5764 | PA      | $5572.38      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    115000 | PA      | $107210.14    | 0.01%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87985 | PA      | $85899.23     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45598.53     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    113000 | PA      | $110666.10    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WHWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56349 | PA      | $49907.12     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43398.85     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205856.61    | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92885.18     | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXD82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140842 | PA      | $134541.01    | 0.01%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142151.49    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39011.35     | 0.00%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4234000 | PA      | $4110949.38   | 0.21%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18053 | PA      | $14783.41     | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    306000 | PA      | $189727.14    | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                           | Voya Financial Inc                                                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48556.19     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                      | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36793.26     | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427N4V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371423 | PA      | $291597.35    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                 | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92148.88     | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    210000 | PA      | $216293.74    | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73117.07     | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194560.34    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226133 | PA      | $230212.52    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                       | Brookfield Finance Inc                                                           | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $230785.80    | 0.01%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46305.40     | 0.00%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WGQE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35302 | PA      | $32366.60     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                            | Expedia Group Inc                                                                | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30029.33     | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    426000 | PA      | $390778.16    | 0.02%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325000 | PA      | $266280.30    | 0.01%             | 2055-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72523.20     | 0.00%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $304136.06    | 0.02%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                               | Hyundai Auto Receivables Trust 2023-B                                            | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296000 | PA      | $300231.30    | 0.02%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19904.73     | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199957 | PA      | $194692.65    | 0.01%             | 2027-09-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    531000 | PA      | $530242.96    | 0.03%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                     | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10343.91     | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                              | AstraZeneca PLC                                                                  | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $65186.55     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    645000 | PA      | $635172.12    | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                 | Entergy Corp                                                                     | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70705.66     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18862.14     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BA5P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1169030 | PA      | $1002536.84   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    110000 | PA      | $93480.77     | 0.00%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20855 | PA      | $17882.79     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                        | Toledo Edison Co/The                                                             | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26739.76     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    605000 | PA      | $594576.27    | 0.03%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                  | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    187000 | PA      | $137187.80    | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247415.19    | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                       | Mid-America Apartments LP                                                        | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375706.28    | 0.02%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QVWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23886 | PA      | $23952.89     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $304949.61    | 0.02%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                     | Integris Baptist Medical Center Inc                                              | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17620.43     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNXE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104211 | PA      | $96403.01     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25073 | PA      | $22012.67     | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                | Sales Tax Securitization Corp                                                    | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $25194.20     | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                | McKesson Corp                                                                    | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10164.42     | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53310.90     | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                       | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136263.03    | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA REGL TRANSPR                               | San Diego County Regional Transportation Commission                              | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45226.86     | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YDH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    760484 | PA      | $727670.28    | 0.04%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37665.59     | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $61610.16     | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    585000 | PA      | $575267.48    | 0.03%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96199.42     | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5454900 | PA      | $3282315.61   | 0.17%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19825.63     | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194486.70    | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    456000 | PA      | $393408.35    | 0.02%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                            | NSTAR Electric Co                                                                | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37245.38     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    332000 | PA      | $332519.33    | 0.02%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37238.94     | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1487800 | PA      | $1472573.29   | 0.07%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120957.93    | 0.01%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176539.93    | 0.01%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                     | Interstate Power and Light Co                                                    | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95598.58     | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105211.15    | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6CN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59965 | PA      | $57623.80     | 0.00%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XNJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41894 | PA      | $43041.45     | 0.00%             | 2052-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53727.66     | 0.00%             | 2029-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    365000 | PA      | $292646.03    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $144431.82    | 0.01%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182287.52    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                            | Hyatt Hotels Corp                                                                | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77381.67     | 0.00%             | 2030-04-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                          | Rockwell Automation Inc                                                          | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42878.30     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3605500 | PA      | $3354523.38   | 0.17%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38126 | PA      | $37337.90     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F012486<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $88271.40     | 0.00%             | 2040-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213351 | PA      | $189091.80    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41106 | PA      | $41821.12     | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370446.42    | 0.02%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51067 | PA      | $45237.27     | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    292000 | PA      | $259134.55    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280701.65    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1542000 | PA      | $1548264.38   | 0.08%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83840 | PA      | $75009.79     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q9MQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21016 | PA      | $20360.07     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                    | Hess Corp                                                                        | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    300000 | PA      | $339267.50    | 0.02%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381772.75    | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283728 | PA      | $257795.61    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $293374.23    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                       | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146013.03    | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212542.90    | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $168267.79    | 0.01%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173729 | PA      | $143802.74    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11725.61     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                         | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16288.00     | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97896.53     | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                     | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $219520.92    | 0.01%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    665000 | PA      | $468201.56    | 0.02%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                     | Aon Corp                                                                         | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265560.15    | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170676 | PA      | $166802.54    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8785000 | PA      | $8941482.81   | 0.45%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3975000 | PA      | $4076859.38   | 0.21%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96858.73     | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171245 | PA      | $154454.37    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62450.92     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    105000 | PA      | $104384.40    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YPH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    663277 | PA      | $676216.72    | 0.03%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                             | Berry Global Inc                                                                 | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262325.70    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                     | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $169874.63    | 0.01%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2980000 | PA      | $2972782.80   | 0.15%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $214481.27    | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                 | NNN REIT Inc                                                                     | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     76000 | PA      | $46473.58     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34953.26     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4665000 | PA      | $4524685.52   | 0.23%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    382000 | PA      | $318597.16    | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168988.20    | 0.01%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    435000 | PA      | $269662.66    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60000 | PA      | $51778.08     | 0.00%             | 2030-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                     | Tyco Electronics Group SA                                                        | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    220000 | PA      | $214858.84    | 0.01%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500428 | PA      | $410407.67    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0AK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249477 | PA      | $217647.15    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19238.54     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                      | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    143000 | PA      | $157861.55    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2798687.50   | 0.14%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23728.75     | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCGW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616308 | PA      | $514753.37    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3995000 | PA      | $4055549.22   | 0.21%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                         | Mississippi Power Co                                                             | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25659.39     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61462 | PA      | $60522.80     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                              | Dollar Tree Inc                                                                  | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15913.38     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                               | Phillips 66 Co                                                                   | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19795.53     | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $497709.05    | 0.03%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130809 | PA      | $118948.46    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361304 | PA      | $366977.69    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                           | Regency Centers LP                                                               | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20751.91     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                      | Sun Communities Operating LP                                                     | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33274.47     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    991779 | PA      | $1006286.10   | 0.05%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $308643.38    | 0.02%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8598.50      | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $211272.70    | 0.01%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $172315.45    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                      | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207075.06    | 0.01%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                | Medtronic Inc                                                                    | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80431.98     | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $301974.85    | 0.02%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                         | Allina Health System                                                             | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60801.90     | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96455 | PA      | $91979.41     | 0.00%             | 2029-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75854.98     | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300952.80    | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                      | Connecticut Light and Power Co/The                                               | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95685.61     | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1505000 | PA      | $1510584.95   | 0.08%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                               | Hyundai Auto Receivables Trust 2022-C                                            | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404034.26    | 0.02%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    209000 | PA      | $178750.11    | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                      | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198513.19    | 0.01%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                   | California State University                                                      | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $9841.98      | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    347000 | PA      | $312153.83    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249927.35    | 0.01%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37563.96     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36430.75     | 0.00%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48364.51     | 0.00%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $211802.20    | 0.01%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329KWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15065 | PA      | $14131.10     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    585492 | PA      | $473589.33    | 0.02%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AARQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44675 | PA      | $41162.90     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10272.04     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                    | Wyeth LLC                                                                        | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238867.69    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCHV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52059 | PA      | $50051.82     | 0.00%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491770.78    | 0.02%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                     | KLA Corp                                                                         | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49705.15     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNS46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750503 | PA      | $594860.58    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCBW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226848 | PA      | $180497.85    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KY4G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71386 | PA      | $69290.71     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47945.40     | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                          | Eastman Chemical Co                                                              | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    195000 | PA      | $164011.86    | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81441.32     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                      | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $58450.58     | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203306 | PA      | $172382.07    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $277940.80    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465938.80    | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    174000 | PA      | $164417.32    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                 | Vontier Corp                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193287.75    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    565000 | PA      | $584381.21    | 0.03%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMTR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108871 | PA      | $107438.75    | 0.01%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587726 | PA      | $584773.89    | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    257000 | PA      | $205102.98    | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36180AB69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170887 | PA      | $153566.92    | 0.01%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    385000 | PA      | $331147.35    | 0.02%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                   | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10194.93     | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    590000 | PA      | $567499.33    | 0.03%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                             | Brown University                                                                 | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85298.21     | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                 | AutoZone Inc                                                                     | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19058.60     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198493 | PA      | $165575.02    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40400 | PA      | $41132.25     | 0.00%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122025.81    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4045937.48   | 0.21%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNZY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    564679 | PA      | $469980.23    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1845000 | PA      | $1456973.44   | 0.07%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101112.18    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                          | Eastman Chemical Co                                                              | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87098.26     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F062697<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $540949.50    | 0.03%             | 2054-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3640000 | PA      | $3272587.50   | 0.17%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                     | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $110194.52    | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    176000 | PA      | $188596.49    | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $183125.20    | 0.01%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114807.87    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                           | VICI Properties LP                                                               | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    208000 | PA      | $190439.30    | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                              | Tyson Foods Inc                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136917.82    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    585283 | PA      | $521825.94    | 0.03%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                              | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10171.96     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150402 | PA      | $119347.04    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49790.23     | 0.00%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261390.33    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNF58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601829 | PA      | $564380.46    | 0.03%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                  | Hexcel Corp                                                                      | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49478.22     | 0.00%             | 2027-02-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EQCN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23508 | PA      | $22448.50     | 0.00%             | 2030-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E03F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2893456 | PA      | $2284641.02   | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                      | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407307.24    | 0.02%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                                    | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150153.13    | 0.01%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3131WQYR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40490 | PA      | $38976.41     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    156000 | PA      | $146512.47    | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9693 | PA      | $9077.61      | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425489 | PA      | $374799.58    | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                     | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41192.97     | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101619 | PA      | $90495.37     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    181000 | PA      | $114494.43    | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36906 | PA      | $32013.02     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49730.30     | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    753000 | PA      | $745178.81    | 0.04%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    260000 | PA      | $283226.14    | 0.01%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3950000 | PA      | $3958640.63   | 0.20%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1548600 | PA      | $1544970.47   | 0.08%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $828680.52    | 0.04%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $202483.03    | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     50000 | PA      | $49310.12     | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                           | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252087.04    | 0.01%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    966754 | PA      | $941228.41    | 0.05%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                       | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353372.05    | 0.02%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49662.44     | 0.00%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                         | Western Digital Corp                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44352.11     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213645 | PA      | $187075.10    | 0.01%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191504.11    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1367423 | PA      | $1150298.52   | 0.06%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475975 | PA      | $374479.00    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53447.48     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MSU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20092 | PA      | $19153.56     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14386.79     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                | Blackrock Inc                                                                    | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387506.94    | 0.02%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19889.25     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                      | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91858.41     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115375 | PA      | $113412.19    | 0.01%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    694821 | PA      | $574203.32    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                      | CGI Inc                                                                          | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $111090.95    | 0.01%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147442.22    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                            | Hyatt Hotels Corp                                                                | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49599.36     | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138032 | PA      | $117736.61    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                              | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48399.55     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70908.44     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4296600 | PA      | $4280823.40   | 0.22%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    685477 | PA      | $545117.20    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59882.91     | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22242.61     | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                | Westlake Corp                                                                    | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    470000 | PA      | $366358.80    | 0.02%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    268000 | PA      | $267031.71    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                                       | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    157000 | PA      | $157926.21    | 0.01%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $205774.00    | 0.01%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121699 | PA      | $109141.01    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ELGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4709 | PA      | $4638.70      | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5530000 | PA      | $5477292.19   | 0.28%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304644.92    | 0.02%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3513937.50   | 0.18%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126088.10    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58497.28     | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                  | Southern Co/The                                                                  | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    205000 | PA      | $170290.09    | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    205400 | PA      | $199330.41    | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5195000 | PA      | $2524445.31   | 0.13%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                      | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75937.31     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| COUNCIL OF EUROPE                                            | Council Of Europe Development Bank                                               | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $48209.01     | 0.00%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                     | PG&E Energy Recovery Funding LLC                                                 | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $17491.15     | 0.00%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                               | AmeriCredit Automobile Receivables Trust 2023-2                                  | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152483.70    | 0.01%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                 | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143030.50    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     50000 | PA      | $33136.44     | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    391000 | PA      | $349276.87    | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                                 | Ohio State University/The                                                        | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8243.61      | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7480000 | PA      | $7067431.25   | 0.36%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                  | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    321000 | PA      | $336660.78    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSP97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1375622 | PA      | $1083246.46   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9280.06      | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                             | Eastern Gas Transmission & Storage Inc                                           | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34672.77     | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                  | Equifax Inc                                                                      | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86990.28     | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                              | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82727.09     | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6TY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145314 | PA      | $130626.28    | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210315.28    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                      | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $99334.73     | 0.01%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3131XVKA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42167 | PA      | $37143.29     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YDG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1694870 | PA      | $1574273.71   | 0.08%             | 2053-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119885 | PA      | $111402.65    | 0.01%             | 2029-09-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJ3H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440249 | PA      | $394349.94    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                       | International Paper Co                                                           | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    113000 | PA      | $98511.98     | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6ZN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20413 | PA      | $20138.58     | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $27258.32     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKX2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45270.94     | 0.00%             | 2026-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50548.64     | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                               | JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | CUSIP: 48128KAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97488.62     | 0.00%             | 2050-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    187000 | PA      | $217689.38    | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B75L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12116 | PA      | $11733.72     | 0.00%             | 2029-10-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                              | Weyerhaeuser Co                                                                  | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     41000 | PA      | $30923.18     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52869.68     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33157 | PA      | $32281.47     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     72000 | PA      | $80835.98     | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                         | Targa Resources Corp                                                             | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189173.67    | 0.01%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    150000 | PA      | $145719.81    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DS4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322959 | PA      | $298711.21    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101431.42    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    189000 | PA      | $177589.15    | 0.01%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136061.34    | 0.01%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                      | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152889.85    | 0.01%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52401.98     | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    390000 | PA      | $383768.60    | 0.02%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QED58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23685 | PA      | $20535.01     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060691<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1725000 | PA      | $1747183.50   | 0.09%             | 2055-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92119.04     | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349826.90    | 0.02%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XTBW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1744894 | PA      | $1389569.32   | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                     | Wisconsin Electric Power Co                                                      | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68729.74     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                               | American Express Credit Account Master Trust                                     | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $514200.80    | 0.03%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    402000 | PA      | $370636.62    | 0.02%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306062.53    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401460.82    | 0.02%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                        | Universal Health Services Inc                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    215000 | PA      | $182067.97    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1899024 | PA      | $1927828.78   | 0.10%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                              | Deere & Co                                                                       | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52078.30     | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48550.55     | 0.00%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                         | CUSIP: 03743QAH1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22571.19     | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                            | Suncor Energy Inc                                                                | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $132369.55    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101961.21    | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199344.59    | 0.01%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $6114773.41   | 0.31%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142GTE51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511401 | PA      | $501134.84    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    305000 | PA      | $264465.51    | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     25000 | PA      | $25669.49     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2265000 | PA      | $1975858.59   | 0.10%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    454000 | PA      | $451884.11    | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67988.69     | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8G49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23865 | PA      | $22385.15     | 0.00%             | 2038-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    588293 | PA      | $563839.75    | 0.03%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWWA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44245 | PA      | $42843.48     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL3J1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $129423.36    | 0.01%             | 2030-08-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                      | Digital Realty Trust LP                                                          | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95082.83     | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $238897.40    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152022 | PA      | $139612.41    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $123565.01    | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                        | Reynolds American Inc                                                            | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25152.10     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                          | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82060.12     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                     | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $116083.82    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22448.02     | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D9QN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499227 | PA      | $460426.58    | 0.02%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    612000 | PA      | $603935.57    | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                       | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14566.94     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $84786.97     | 0.00%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    127000 | PA      | $124614.88    | 0.01%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                | McKesson Corp                                                                    | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40636.11     | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78784.77     | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                               | Salesforce Inc                                                                   | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71424.69     | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                     | Martin Marietta Materials Inc                                                    | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $86060.88     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKRL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36360 | PA      | $34226.55     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205918 | PA      | $186107.39    | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ER6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80584 | PA      | $75063.07     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F070682<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2250000 | PA      | $2363985.00   | 0.12%             | 2055-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                     | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88984.65     | 0.00%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170811.91    | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    322000 | PA      | $313259.23    | 0.02%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YMK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42371 | PA      | $42435.01     | 0.00%             | 2053-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $70428.57     | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91756.05     | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55459.50     | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136062 | PA      | $125721.31    | 0.01%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    185000 | PA      | $113771.57    | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                   | TELUS Corp                                                                       | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $107124.18    | 0.01%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    452000 | PA      | $448852.97    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196031.89    | 0.01%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36889.75     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                        | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102848.91    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244391.75    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47465.72     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310092.55    | 0.02%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298266 | PA      | $269027.93    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133378.22    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    281000 | PA      | $277855.87    | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                | ArcelorMittal SA                                                                 | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     95000 | PA      | $93814.12     | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101233.74    | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QAVP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32673 | PA      | $29616.96     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255127.87    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146262 | PA      | $148310.43    | 0.01%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBDT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39309 | PA      | $38100.89     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3340599 | PA      | $3183500.93   | 0.16%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                 | Hydro-Quebec                                                                     | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $29121.15     | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138944.09    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                         | Verizon Master Trust                                                             | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $127052.16    | 0.01%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145514 | PA      | $141985.57    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $244829.41    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                            | EOG Resources Inc                                                                | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101510.64    | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2499800 | PA      | $2332039.97   | 0.12%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                     | KLA Corp                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34558.99     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    399000 | PA      | $259757.78    | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    245000 | PA      | $161762.38    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X73X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31953 | PA      | $29902.95     | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427MKF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144380 | PA      | $124888.53    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $518839.51    | 0.03%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                              | Hershey Co/The                                                                   | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201936.99    | 0.01%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $28337.19     | 0.00%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $521601.56    | 0.03%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118276 | PA      | $87979.15     | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     55000 | PA      | $61911.35     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                      | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351745.12    | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8MS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115800 | PA      | $92414.34     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16656.86     | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                         | Adventist Health System/West                                                     | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     92000 | PA      | $60770.47     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619957 | PA      | $509173.21    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12479.50     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34228.19     | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660036 | PA      | $522436.39    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141763.59    | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61765.87     | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70094.59     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGBA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213313 | PA      | $177180.65    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                         | Public Storage Operating Co                                                      | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101496.31    | 0.01%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    300000 | PA      | $290548.29    | 0.01%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15354 | PA      | $15842.03     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72037.81     | 0.00%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                        | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193474.57    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFBL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342399 | PA      | $302743.08    | 0.02%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $120869.51    | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPFJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88771 | PA      | $82124.49     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLAZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160996 | PA      | $120890.66    | 0.01%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38537.75     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                                      | Delmarva Power & Light Co                                                        | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81319.95     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73373 | PA      | $71017.25     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                              | William Marsh Rice University                                                    | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    215000 | PA      | $168834.85    | 0.01%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28730.19     | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71827.03     | 0.00%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                      | Indiana University Health Inc Obligated Group                                    | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $185945.32    | 0.01%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31410LXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4838 | PA      | $4772.52      | 0.00%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47827.15     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XK2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397212 | PA      | $373054.22    | 0.02%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125308 | PA      | $125768.52    | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126696 | PA      | $117805.11    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H060689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4025000 | PA      | $4079377.75   | 0.21%             | 2055-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49455.73     | 0.00%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241300 | PA      | $213639.65    | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                             | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    257000 | PA      | $240152.40    | 0.01%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30000 | PA      | $26488.18     | 0.00%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91532.02     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                       | Puget Sound Energy Inc                                                           | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     69000 | PA      | $45856.46     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $312644.28    | 0.02%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                    | Kellanova                                                                        | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77157.46     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44356.34     | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                 | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128320.57    | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                         | Tanger Properties LP                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78823.67     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    243000 | PA      | $234879.63    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1509000 | PA      | $1366352.34   | 0.07%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114656 | PA      | $107819.99    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5715000 | PA      | $3904059.38   | 0.20%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                           | Honda Motor Co Ltd                                                               | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $49206.45     | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49301.14     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                  | State of Illinois                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     17451 | PA      | $17517.16     | 0.00%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                                 | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8559.99      | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65890 | PA      | $62654.54     | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    319000 | PA      | $321526.18    | 0.02%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                           | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    128000 | PA      | $124973.92    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47527.24     | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLS57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230654 | PA      | $181816.74    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168491 | PA      | $152299.97    | 0.01%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430426 | PA      | $412534.90    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225512 | PA      | $186756.98    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $255322.16    | 0.01%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255066.25    | 0.01%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204399.58    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226338.48    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44189.48     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91347 | PA      | $86847.41     | 0.00%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    401282 | PA      | $338165.40    | 0.02%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    598407 | PA      | $597933.83    | 0.03%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81686 | PA      | $67556.00     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     50000 | PA      | $26407.97     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1058525 | PA      | $961940.14    | 0.05%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76011.43     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22415 | PA      | $21312.06     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114981 | PA      | $105224.10    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111316.10    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1071222 | PA      | $1065966.87   | 0.05%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     41000 | PA      | $30267.48     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                       | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148270.09    | 0.01%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49040.97     | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257197 | PA      | $202470.21    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    428140 | PA      | $358872.89    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3618484.38   | 0.18%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4310000 | PA      | $4232217.95   | 0.22%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                    | Lear Corp                                                                        | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38736.63     | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93355 | PA      | $80601.05     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                               | Alleghany Corp                                                                   | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55029.61     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500247.32    | 0.03%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| XL GROUP LTD                                                 | XL Group Ltd                                                                     | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $23889.85     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                           | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25643.55     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179Q3J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25299 | PA      | $23281.40     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108072.30    | 0.01%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63628 | PA      | $58221.64     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VXZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1514776 | PA      | $1329486.94   | 0.07%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                     | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    117000 | PA      | $105226.73    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                     | AXIS Specialty Finance PLC                                                       | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     15000 | PA      | $14773.70     | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73556 | PA      | $61485.25     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464798 | PA      | $381186.91    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $148891.37    | 0.01%             | 2096-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                       | Choice Hotels International Inc                                                  | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113905.06    | 0.01%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108653.66    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    148000 | PA      | $145702.31    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                          | Highwoods Realty LP                                                              | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45602.82     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWPH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251352 | PA      | $230640.39    | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    899275 | PA      | $900421.29    | 0.05%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    190000 | PA      | $138795.44    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                           | University of Notre Dame du Lac                                                  | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22918.00     | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                             | Sharp HealthCare                                                                 | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27183.00     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSG55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69010 | PA      | $51333.29     | 0.00%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    345000 | PA      | $217183.33    | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    350000 | PA      | $341464.79    | 0.02%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    313000 | PA      | $220979.71    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XCP9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    275000 | PA      | $208774.84    | 0.01%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    330000 | PA      | $294450.32    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $62530.76     | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    450000 | PA      | $422448.12    | 0.02%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                           | Diageo Capital PLC                                                               | CUSIP: 25243YBK4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202035.03    | 0.01%             | 2026-10-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DJ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9375 | PA      | $9036.87      | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580789 | PA      | $509430.31    | 0.03%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                        | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $344808.75    | 0.02%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                   | Hasbro Inc                                                                       | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127247.48    | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2408229 | PA      | $1991663.34   | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1885263 | PA      | $1479965.13   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3955000 | PA      | $3963188.08   | 0.20%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1321191 | PA      | $982962.68    | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                              | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14608.85     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                         | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43036.36     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                     | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34174.28     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    182000 | PA      | $197157.35    | 0.01%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    158000 | PA      | $154314.64    | 0.01%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    980555 | PA      | $792499.71    | 0.04%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLYS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471437 | PA      | $370795.48    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6KS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193206 | PA      | $182891.60    | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440849.92    | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6520000 | PA      | $5966818.75   | 0.30%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224001.36    | 0.01%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1304627 | PA      | $1023700.27   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                         | Verisk Analytics Inc                                                             | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47931.63     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181764.26    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31410LHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43860 | PA      | $43189.59     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1063423 | PA      | $923314.97    | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509852.32    | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $3106781.25   | 0.16%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7065000 | PA      | $4484067.19   | 0.23%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                               | Clorox Co/The                                                                    | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74819.22     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20470.34     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                       | Private Export Funding Corp                                                      | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46044.98     | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200637.99    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                             | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201509.39    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24301.84     | 0.00%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    307000 | PA      | $310804.93    | 0.02%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $53358.59     | 0.00%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5475000 | PA      | $5075923.80   | 0.26%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179595.75    | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                       | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24803.00     | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    241000 | PA      | $202159.67    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5381800 | PA      | $4981108.14   | 0.25%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441212 | PA      | $440193.09    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     85000 | PA      | $64176.57     | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20958 | PA      | $17213.31     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1622687 | PA      | $1343006.64   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38698 | PA      | $38658.60     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     28000 | PA      | $20177.04     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                     | George Washington University/The                                                 | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58704.14     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111727.25    | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    270000 | PA      | $218759.28    | 0.01%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19861 | PA      | $19846.97     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $403969.71    | 0.02%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459867.31    | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                      | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $75105.92     | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197217.29    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                               | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249325.20    | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359445 | PA      | $330734.75    | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                      | Public Service Co of Colorado                                                    | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19155.69     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2790000 | PA      | $2791307.81   | 0.14%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178857 | PA      | $141288.64    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                | McKesson Corp                                                                    | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280840.44    | 0.01%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    173000 | PA      | $168050.22    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9865000 | PA      | $8416078.13   | 0.43%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWKN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10469 | PA      | $9730.91      | 0.00%             | 2035-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                 | NNN REIT Inc                                                                     | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10317.74     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QCYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44120 | PA      | $38557.28     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                              | Nevada Power Co                                                                  | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59201.54     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $50070.31     | 0.00%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $725604.13    | 0.04%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33950 | PA      | $31131.26     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186157 | PA      | $188865.36    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244212.01    | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4821039 | PA      | $3991992.52   | 0.20%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50852.78     | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $206940.48    | 0.01%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                     | American Financial Group Inc/OH                                                  | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40361.67     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    727000 | PA      | $703907.32    | 0.04%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                            | Store Capital LLC                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17754.95     | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    252420 | PA      | $231462.57    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV4A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    803998 | PA      | $726648.62    | 0.04%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141088.24    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79325.79     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                             | Emory University                                                                 | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103385.48    | 0.01%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                             | Georgia Power Co                                                                 | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    317000 | PA      | $216521.67    | 0.01%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                               | American Express Credit Account Master Trust                                     | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100802.87    | 0.01%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9281000 | PA      | $8979367.50   | 0.46%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                     | Caterpillar Financial Services Corp                                              | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49420.32     | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AREZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189596 | PA      | $156267.47    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71436.81     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124734.32    | 0.01%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                             | Fifth Third Bank NA                                                              | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338638.04    | 0.02%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64550.17     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285423.70    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253786.19    | 0.01%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    120000 | PA      | $83493.78     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QTEU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201462 | PA      | $208840.81    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63170.17     | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    436000 | PA      | $459618.11    | 0.02%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9195468.75   | 0.47%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    306000 | PA      | $245358.85    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1086367.19   | 0.06%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    266000 | PA      | $153315.41    | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                         | Appalachian Power Co                                                             | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257185.26    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427NEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247326 | PA      | $228190.43    | 0.01%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DTLG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44991 | PA      | $38840.28     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303331.09    | 0.02%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    315000 | PA      | $309400.63    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1392532 | PA      | $1391586.19   | 0.07%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310350.08    | 0.02%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                                | Toyota Auto Receivables 2024-A Owner Trust                                       | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202008.06    | 0.01%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255508 | PA      | $209676.25    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5129300 | PA      | $4714547.98   | 0.24%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087231 | PA      | $868174.42    | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $97525.10     | 0.00%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                      | Manulife Financial Corp                                                          | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $83815.81     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13366.55     | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                          | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    310000 | PA      | $331409.03    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                        | Molson Coors Beverage Co                                                         | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95382.59     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                       | Massachusetts Institute of Technology                                            | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    400000 | PA      | $266713.91    | 0.01%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    675000 | PA      | $672603.75    | 0.03%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98534.34     | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $79381.82     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50744.52     | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    363000 | PA      | $352240.21    | 0.02%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11404 | PA      | $9445.81      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KRC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426517 | PA      | $425640.99    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203497.94    | 0.01%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBKY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122184 | PA      | $105773.45    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHVN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128355 | PA      | $116133.76    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54823.56     | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108369.24    | 0.01%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    267000 | PA      | $215523.85    | 0.01%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    625000 | PA      | $576089.19    | 0.03%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    596000 | PA      | $583108.16    | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $228641.93    | 0.01%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H030682<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $131075.40    | 0.01%             | 2055-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91084.79     | 0.00%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                   | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67255.73     | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133B3WS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96843 | PA      | $83915.31     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4525000 | PA      | $4417884.74   | 0.22%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193723.15    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                              | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94121.96     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    251000 | PA      | $216500.83    | 0.01%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    454626 | PA      | $411395.53    | 0.02%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65763.41     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1780127 | PA      | $1508701.48   | 0.08%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                        | AvalonBay Communities Inc                                                        | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48032.98     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171502.21    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                 | ING Groep NV                                                                     | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    295000 | PA      | $299493.17    | 0.02%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4615000 | PA      | $4525223.81   | 0.23%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    450000 | PA      | $455467.50    | 0.02%             | 2054-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                                 | Ohio State University/The                                                        | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48299.48     | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                      | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44042.90     | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $247553.79    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292942 | PA      | $240499.82    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180484.59    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273148 | PA      | $214807.47    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     81000 | PA      | $69686.28     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                          | Wells Fargo Bank NA                                                              | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429228.90    | 0.02%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140K0E79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182430 | PA      | $151649.95    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41347 | PA      | $40391.61     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHY50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211174 | PA      | $165775.01    | 0.01%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QWC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488253 | PA      | $499953.21    | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                       | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51077.39     | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YFH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220718 | PA      | $205116.44    | 0.01%             | 2053-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H050680<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4880435.00   | 0.25%             | 2055-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                      | Carlyle Secured Lending Inc                                                      | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514272.47    | 0.03%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55328.53     | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                      | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    223000 | PA      | $216250.31    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                           | Analog Devices Inc                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184751.30    | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24571.87     | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41613.87     | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    444000 | PA      | $434529.32    | 0.02%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2110000 | PA      | $2120962.10   | 0.11%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124558.33    | 0.01%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJCX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63441 | PA      | $55882.76     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     74000 | PA      | $53518.26     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63674.98     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $480766.95    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180852.01    | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XTCF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283049 | PA      | $233292.54    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $98749.38     | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101894.13    | 0.01%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $138169.06    | 0.01%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $178642.97    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $21839.81     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050684<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $2141290.80   | 0.11%             | 2055-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25335.18     | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    109000 | PA      | $95709.90     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    508000 | PA      | $382587.50    | 0.02%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    252000 | PA      | $210122.79    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    806000 | PA      | $657305.43    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                              | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $97499.00     | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199687.77    | 0.01%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    147000 | PA      | $141127.48    | 0.01%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                         | Verizon Master Trust                                                             | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508107.60    | 0.03%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                               | Honda Auto Receivables 2025-2 Owner Trust                                        | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99861.88     | 0.01%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QU2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42246 | PA      | $43703.54     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203222.04    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78156.86     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133APVR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277633 | PA      | $218431.24    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3955000 | PA      | $3937542.35   | 0.20%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                              | Xcel Energy Inc                                                                  | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66974.24     | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040487<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $266977.15    | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    374000 | PA      | $327270.96    | 0.02%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    485000 | PA      | $301085.01    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69081 | PA      | $59979.28     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302879.99    | 0.02%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                       | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50672.67     | 0.00%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201169.53    | 0.01%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5575000 | PA      | $4014000.00   | 0.20%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252146.04    | 0.01%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155694.64    | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                        | NYU Langone Hospitals                                                            | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $112025.26    | 0.01%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201725.22    | 0.01%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| INOVA HEALTH SYSTEMS FOU                                     | Inova Health System Foundation                                                   | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19602.66     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $229081.02    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31415VYB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9124 | PA      | $9392.14      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    134000 | PA      | $105322.63    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119217.15    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $156291.94    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4395000 | PA      | $4408390.99   | 0.22%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275060.43    | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                      | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153940 | PA      | $156495.00    | 0.01%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F070690<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $157387.50    | 0.01%             | 2054-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141000.94    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                               | McCormick & Co Inc/MD                                                            | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12942.63     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99916.37     | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249154.83    | 0.01%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                             | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    100000 | PA      | $75671.02     | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                  | Textron Inc                                                                      | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90457.05     | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335376.61    | 0.02%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81051.35     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                  | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    340000 | PA      | $284533.04    | 0.01%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                  | Kemper Corp                                                                      | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44531.75     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                     | International Flavors & Fragrances Inc                                           | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     69000 | PA      | $58930.53     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $244199.44    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DSK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243669 | PA      | $211138.91    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102487.13    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                 | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14688.49     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80391.19     | 0.00%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    700000 | PA      | $606198.63    | 0.03%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39989 | PA      | $38236.76     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25595.24     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                              | TC PipeLines LP                                                                  | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46460.33     | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                          | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88092.71     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                     | First American Financial Corp                                                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23798.12     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    457000 | PA      | $345820.47    | 0.02%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69902 | PA      | $63955.18     | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2540000 | PA      | $2507456.25   | 0.13%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152173 | PA      | $135011.34    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277812.44    | 0.01%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU                               | Texas Private Activity Bond Surface Transportation Corp                          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $7794.75      | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                                 | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92489.13     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21692.59     | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                           | First Horizon Bank                                                               | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61208.93     | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109523.52    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9KL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10344 | PA      | $10652.94     | 0.00%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9KD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22805 | PA      | $22337.46     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    449238 | PA      | $397704.57    | 0.02%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QF4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049665 | PA      | $829039.59    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                             | Welltower OP LLC                                                                 | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    237000 | PA      | $215906.99    | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202401.73    | 0.01%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197470 | PA      | $198038.71    | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                      | UDR Inc                                                                          | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39292.74     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                    | Adobe Inc                                                                        | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233113.25    | 0.01%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $180340.19    | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QML69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    795837 | PA      | $628108.31    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600200 | PA      | $3621013.66   | 0.18%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    104000 | PA      | $102348.96    | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRKF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123028 | PA      | $123521.53    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54779.63     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                          | Toledo Hospital/The                                                              | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199479.62    | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138MDV33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46688 | PA      | $40792.47     | 0.00%             | 2042-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLTK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85602 | PA      | $85256.96     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                   | Loews Corp                                                                       | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53930.35     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    387000 | PA      | $264500.10    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                      | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128490.50    | 0.01%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4580000 | PA      | $4574096.11   | 0.23%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59636 | PA      | $59628.15     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                     | Montefiore Obligated Group                                                       | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $361725.91    | 0.02%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427MKZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170860 | PA      | $162350.06    | 0.01%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    910000 | PA      | $825214.08    | 0.04%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6A91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16134 | PA      | $14664.78     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134633 | PA      | $107005.05    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                      | Connecticut Light and Power Co/The                                               | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39157.94     | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    150000 | PA      | $169796.62    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1152448 | PA      | $1124502.45   | 0.06%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1088153 | PA      | $916748.30    | 0.05%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24771.46     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23265.44     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667861 | PA      | $496835.41    | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                   | Weibo Corp                                                                       | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $209816.79    | 0.01%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                     | Aon Corp                                                                         | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53124.45     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $98621.36     | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205194.42    | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66469 | PA      | $56249.84     | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    162000 | PA      | $168700.57    | 0.01%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6E97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33685 | PA      | $33788.15     | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47165.55     | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8351 | PA      | $7392.65      | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                             | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322219.65    | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $4505375.00   | 0.23%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $131754.75    | 0.01%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EX88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14022 | PA      | $14403.82     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35683.45     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                        | Costco Wholesale Corp                                                            | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    323000 | PA      | $317105.30    | 0.02%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $57033.03     | 0.00%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                      | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    222000 | PA      | $207228.60    | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8AT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198937 | PA      | $182331.02    | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185878 | PA      | $181515.26    | 0.01%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                     | Baylor Scott & White Holdings                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31258.13     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                      | AEP Transmission Co LLC                                                          | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22295.08     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPF37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246708 | PA      | $220986.99    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020489<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $45377.40     | 0.00%             | 2040-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255739.94    | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81535.27     | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                             | Ascension Health                                                                 | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41704.45     | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    430000 | PA      | $378826.74    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46908.22     | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $336369.82    | 0.02%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                           | Baptist Healthcare System Obligated Group                                        | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $152238.75    | 0.01%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMYW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761830 | PA      | $660395.77    | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29658 | PA      | $27774.14     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                               | Globe Life Inc                                                                   | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43349.31     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    795000 | PA      | $709546.41    | 0.04%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                   | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49649.70     | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM7D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356300 | PA      | $284838.85    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    351000 | PA      | $210823.01    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261156 | PA      | $237715.81    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92478 | PA      | $84630.31     | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24514 | PA      | $22624.11     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65864 | PA      | $61680.29     | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31261 | PA      | $30949.16     | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     77000 | PA      | $65894.04     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                             | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $165405.83    | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                   | VMware LLC                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181793.59    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101995 | PA      | $93669.32     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14501.51     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMKC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380224 | PA      | $313311.97    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJNH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614950 | PA      | $510509.57    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X72N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10881 | PA      | $9979.11      | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216308.85    | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34007.44     | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                     | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    180000 | PA      | $106758.09    | 0.01%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101557.98    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                              | Nevada Power Co                                                                  | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     42000 | PA      | $26756.29     | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85189.88     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DTCV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90539 | PA      | $75026.99     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ER6F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48292 | PA      | $46721.10     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49373 | PA      | $46772.15     | 0.00%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3522503 | PA      | $2766456.54   | 0.14%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     38000 | PA      | $30073.79     | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17210.10     | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                         | Republic of Italy Government International Bond                                  | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    300000 | PA      | $215417.95    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $174472.08    | 0.01%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $134608.50    | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                      | AEP Transmission Co LLC                                                          | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72502.23     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104399 | PA      | $104728.36    | 0.01%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84232.53     | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354359 | PA      | $322553.43    | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REVENUE                                  | Indiana Finance Authority                                                        | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     65000 | PA      | $45789.27     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8708 | PA      | $8515.99      | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                   | STERIS Irish FinCo UnLtd Co                                                      | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $134258.98    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IDAHO ENERGY RESOURCES AUTH TR                               | Idaho Energy Resources Authority                                                 | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $30193.70     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104783.05    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                      | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $16497.88     | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGMU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36876 | PA      | $32968.52     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    381000 | PA      | $234818.26    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24614.72     | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                  | Hubbell Inc                                                                      | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150810.00    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                      | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49402.13     | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                         | Booking Holdings Inc                                                             | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24507.81     | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2560000 | PA      | $2501499.98   | 0.13%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2355700 | PA      | $2353675.56   | 0.12%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7XA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15100 | PA      | $14424.87     | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25553.60     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                              | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53955.11     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    836800 | PA      | $816729.87    | 0.04%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1331497 | PA      | $1350389.20   | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                   | Hasbro Inc                                                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    217000 | PA      | $224340.14    | 0.01%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93426.52     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71296.76     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2022-B35 Mortgage Trust                                                | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $230668.37    | 0.01%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $382716.40    | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    273000 | PA      | $266521.04    | 0.01%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97330 | PA      | $91684.56     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMNB4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $128189.87    | 0.01%             | 2031-01-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2915800 | PA      | $2705999.06   | 0.14%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                        | American Homes 4 Rent LP                                                         | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253276.27    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51078 | PA      | $43712.26     | 0.00%             | 2036-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                     | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50389.71     | 0.00%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133L74L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386661 | PA      | $353513.66    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Institutional Preferred Government Money Market Fund | Dreyfus Institutional Preferred Government Money Market Fund                     | CUSIP: 26200X100<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |  60823845 | NS      | $60823845.41  | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050486<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $651813.50    | 0.03%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28598.18     | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    129000 | PA      | $111996.19    | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88527 | PA      | $80010.40     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                      | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252084.97    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                              | Concentrix Corp                                                                  | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    310000 | PA      | $324632.52    | 0.02%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125612.81    | 0.01%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6895000 | PA      | $6861602.34   | 0.35%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55691 | PA      | $51793.77     | 0.00%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174083.87    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164647.71    | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $290333.47    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129879.43    | 0.01%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100022.96    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1032262 | PA      | $811784.33    | 0.04%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                         | Telefonica Europe BV                                                             | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     91000 | PA      | $104546.47    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204810.83    | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                | Wachovia Corp                                                                    | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $213347.10    | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115625 | PA      | $117417.10    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                         | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125596.87    | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                 | ING Groep NV                                                                     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $392544.84    | 0.02%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                                | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279839.27    | 0.01%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                      | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CK3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    650000 | PA      | $656205.71    | 0.03%             | 2026-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140HNKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1829028 | PA      | $1442904.39   | 0.07%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2470000 | PA      | $2489393.35   | 0.13%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $214301.90    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25158 | PA      | $22846.49     | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                     | Mead Johnson Nutrition Co                                                        | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20682.00     | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                         | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49322.39     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1078188 | PA      | $906956.01    | 0.05%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    208000 | PA      | $203863.05    | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    137000 | PA      | $119485.22    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    261000 | PA      | $250627.65    | 0.01%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55382 | PA      | $51698.46     | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201311.95    | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                               | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $87156.17     | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                         | Republic of Italy Government International Bond                                  | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    425000 | PA      | $292791.17    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    783330 | PA      | $782801.57    | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9ZW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $243412.80    | 0.01%             | 2033-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    316000 | PA      | $311932.26    | 0.02%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                              | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72919.98     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11972 | PA      | $11471.03     | 0.00%             | 2037-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200584.92    | 0.01%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                | BGC Group Inc                                                                    | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31966.59     | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391476 | PA      | $309247.22    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401257 | PA      | $407682.06    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EPS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33270 | PA      | $33428.79     | 0.00%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                     | Telefonica Emisiones SA                                                          | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $168347.44    | 0.01%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXDT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40495 | PA      | $35838.93     | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                         | Federal Realty OP LP                                                             | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33752.54     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                               | GINNIE MAE                                                                       | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $153718.50    | 0.01%             | 2055-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98266.95     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                      | Digital Realty Trust LP                                                          | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56840.26     | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221850.20    | 0.01%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                       | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     40000 | PA      | $41196.27     | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177890.35    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                     | Northern States Power Co/MN                                                      | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22731.14     | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99481.01     | 0.01%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                             | ERP Operating LP                                                                 | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103685.80    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2048500 | PA      | $2109794.95   | 0.11%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                              | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202203.38    | 0.01%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362758 | PA      | $303005.53    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    201000 | PA      | $149523.61    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     49000 | PA      | $43773.04     | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                         | MGIC Investment Corp                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349602.58    | 0.02%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                  | Revvity Inc                                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47252.45     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116009.68    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $468887.77    | 0.02%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    336818 | PA      | $296309.92    | 0.02%             | 2041-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                 | WP Carey Inc                                                                     | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40941.76     | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DTDB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34612 | PA      | $34481.07     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    609291 | PA      | $535498.15    | 0.03%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117317.88    | 0.01%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                     | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    185000 | PA      | $134611.45    | 0.01%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    159000 | PA      | $149195.57    | 0.01%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5FK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111165 | PA      | $96519.10     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115463.47    | 0.01%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                               | Brunswick Corp/DE                                                                | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92511.83     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396525 | PA      | $317852.38    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    120000 | PA      | $80911.36     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE                                    | North Texas Tollway Authority                                                    | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16402.41     | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59580 | PA      | $53610.75     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                                | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    755000 | PA      | $764433.04    | 0.04%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1391000 | PA      | $1341591.86   | 0.07%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13792.20     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                                | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24549.45     | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    355000 | PA      | $294986.43    | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X5E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65302 | PA      | $60655.70     | 0.00%             | 2053-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                     | Broadstone Net Lease LLC                                                         | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12793.54     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13585.43     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DN4Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603518 | PA      | $577677.60    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3225000 | PA      | $2284207.03   | 0.12%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111594.56    | 0.01%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $29870.88     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33912 | PA      | $29906.50     | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410000 | PA      | $325510.00    | 0.02%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3573900 | PA      | $3679720.93   | 0.19%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                            | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1174000 | PA      | $1176395.31   | 0.06%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65532.55     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101249.37    | 0.01%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1327287 | PA      | $1347111.16   | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $97108.85     | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     98000 | PA      | $93695.60     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101195.80    | 0.01%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69627.85     | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                     | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19922.99     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                            | AHS Hospital Corp                                                                | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $171477.37    | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                         | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53463.19     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92191.21     | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL7J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63249 | PA      | $62200.53     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                          | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66362.62     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9CT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1133703.27   | 0.06%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FDET5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555000 | PA      | $519145.02    | 0.03%             | 2032-11-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70554.90     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3344812 | PA      | $2817681.04   | 0.14%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                           | Athene Holding Ltd                                                               | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162460.89    | 0.01%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WFKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74260 | PA      | $68197.64     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175237.57    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    727137 | PA      | $611904.35    | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                              | Concentrix Corp                                                                  | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167694.34    | 0.01%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43908.82     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                          | Electronic Arts Inc                                                              | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21640.63     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                      | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22201.27     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465322 | PA      | $384544.58    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141012.31    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                       | Private Export Funding Corp                                                      | CUSIP: 74274TAL4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50109.25     | 0.00%             | 2027-02-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    405000 | PA      | $414917.99    | 0.02%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2019-BNK16                                                                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $82890.62     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                       | Puget Sound Energy Inc                                                           | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306111.30    | 0.02%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                     | Johnson Controls International plc                                               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $168105.23    | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    400000 | PA      | $321626.76    | 0.02%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                             | Bank of Montreal                                                                 | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $63732.45     | 0.00%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69913.59     | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135382 | PA      | $131273.54    | 0.01%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328068 | PA      | $304878.44    | 0.02%             | 2053-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BSP80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $88278.85     | 0.00%             | 2026-08-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                     | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49616.37     | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118637 | PA      | $88238.97     | 0.00%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    373172 | PA      | $301493.30    | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59812.86     | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    362000 | PA      | $343008.84    | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    176000 | PA      | $155190.61    | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0X49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    353517 | PA      | $355565.50    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71528.23     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                            | L3Harris Technologies Inc                                                        | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65444.25     | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111562.09    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                     | Pioneer Natural Resources Co                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88560.45     | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                    | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149894.30    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWBD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35204 | PA      | $34186.20     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                      | Ochsner LSU Health System of North Louisiana                                     | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $82199.63     | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121266.01    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                      | American Express Credit Corp                                                     | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49144.97     | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                             | Alabama Power Co                                                                 | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38746.17     | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $188273.29    | 0.01%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318378 | PA      | $302693.96    | 0.02%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                | J M Smucker Co/The                                                               | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     88000 | PA      | $80031.07     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL                                                   | Israel Government AID Bond                                                       | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     40000 | PA      | $42585.19     | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $31464.29     | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                              | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     80000 | PA      | $95903.67     | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    375000 | PA      | $328072.88    | 0.02%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    586000 | PA      | $535522.48    | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23433.72     | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6170000 | PA      | $5282098.44   | 0.27%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                     | Export Development Canada                                                        | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $600038.96    | 0.03%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $141117.19    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14277 | PA      | $12995.68     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21510 | PA      | $19884.88     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    114000 | PA      | $110201.15    | 0.01%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5330000 | PA      | $4425565.63   | 0.22%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68360 | PA      | $65385.32     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                | AEP Texas Inc                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362467.40    | 0.02%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                     | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131228.59    | 0.01%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81533.83     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSBT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634320 | PA      | $522028.96    | 0.03%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                        | AvalonBay Communities Inc                                                        | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50403.41     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88934.90     | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23828.73     | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202676.44    | 0.01%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5BD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134116 | PA      | $124378.18    | 0.01%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    403000 | PA      | $388498.74    | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                          | University of Michigan                                                           | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $38820.40     | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91441 | PA      | $80870.59     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22484.03     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $103567.72    | 0.01%             | 2054-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     73000 | PA      | $60853.68     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                         | Chase Issuance Trust                                                             | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176606.59    | 0.01%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                             | Enstar Group Ltd                                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $43987.44     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                        | University of Chicago/The                                                        | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38822.49     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                          | Kimberly-Clark Corp                                                              | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75087.01     | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125485 | PA      | $103061.36    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17225 | PA      | $17791.78     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                               | PECO Energy Co                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    209000 | PA      | $211296.30    | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26655 | PA      | $26389.09     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    735000 | PA      | $679146.18    | 0.03%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EGCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17567 | PA      | $17364.64     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505107 | PA      | $491770.62    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    153000 | PA      | $155707.65    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200695.69    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    418000 | PA      | $390109.29    | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38627 | PA      | $31547.65     | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                               | American Express Credit Account Master Trust                                     | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101513.87    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBYB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73168 | PA      | $64944.90     | 0.00%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613094 | PA      | $632564.47    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFN49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164961 | PA      | $148329.14    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620364.90    | 0.03%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $246214.23    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153986.48    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                         | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47090.90     | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499142 | PA      | $427536.60    | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPJ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243729 | PA      | $217910.98    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                           | Republic of Poland Government International Bond                                 | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    110000 | PA      | $113322.94    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L0PR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19880 | PA      | $15640.49     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516967 | PA      | $466111.51    | 0.02%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | Barclays Commercial Mortgage Trust 2019-C4                                       | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23363.34     | 0.00%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                       | TotalEnergies Capital International SA                                           | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $94461.26     | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47447.08     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A8XU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10447 | PA      | $10090.49     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    420000 | PA      | $393193.89    | 0.02%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    255000 | PA      | $239331.56    | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30326.37     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                    | ORIX Corp                                                                        | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $142475.41    | 0.01%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24054.75     | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301749.63    | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X5D4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215559 | PA      | $195693.52    | 0.01%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269818 | PA      | $245546.12    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153824.92    | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172882 | PA      | $146971.45    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334244 | PA      | $339866.62    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1819172 | PA      | $1353247.95   | 0.07%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                               | PECO Energy Co                                                                   | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233966.83    | 0.01%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64155.31     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1850000 | PA      | $1726865.78   | 0.09%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133ASJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314562 | PA      | $247266.08    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38545.98     | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817769 | PA      | $843740.13    | 0.04%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1796000 | PA      | $1318376.25   | 0.07%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $113160.66    | 0.01%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10056 | PA      | $9417.76      | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80053 | PA      | $82594.88     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3005000 | PA      | $3029885.16   | 0.15%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $45355.70     | 0.00%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104431.26    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    485000 | PA      | $498984.85    | 0.03%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191388.24    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77149 | PA      | $64162.91     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $102761.34    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20814 | PA      | $15474.26     | 0.00%             | 2052-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                | DTE Energy Co                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363861.42    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100086.72    | 0.01%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19766 | PA      | $16744.49     | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44468.85     | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152371.33    | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34666.59     | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AEE51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15766 | PA      | $15549.56     | 0.00%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                    | Lear Corp                                                                        | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    108000 | PA      | $101839.33    | 0.01%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24619 | PA      | $22708.91     | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WDT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81050 | PA      | $73580.56     | 0.00%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398753.46    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229926.31    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                     | Safehold GL Holdings LLC                                                         | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39284.16     | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250190.50    | 0.01%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                            | ONEOK Partners LP                                                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14980.59     | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132ABAR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40098 | PA      | $35546.01     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24708.78     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21840 | PA      | $20779.16     | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279985.26    | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     78000 | PA      | $65756.53     | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ETP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88346 | PA      | $90752.79     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89321 | PA      | $71263.61     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    223000 | PA      | $226170.05    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DRQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31544 | PA      | $28039.67     | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343454 | PA      | $352985.61    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    135000 | PA      | $80119.20     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264869 | PA      | $248046.39    | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                                | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18565.72     | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVENUES                                    | Michigan State University                                                        | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $72268.00     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444808.58    | 0.02%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| PNC BANK NA                                                  | PNC Bank NA                                                                      | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250065.98    | 0.01%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBC51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $153744.82    | 0.01%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1085000 | PA      | $1064946.32   | 0.05%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225544 | PA      | $199987.06    | 0.01%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                        | General Dynamics Corp                                                            | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    141000 | PA      | $117578.49    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1544244 | PA      | $1220394.65   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215168 | PA      | $206083.51    | 0.01%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243061 | PA      | $225349.72    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151222.59    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNC28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106460 | PA      | $108738.45    | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YHP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156886 | PA      | $146044.58    | 0.01%             | 2053-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                      | UDR Inc                                                                          | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45381.49     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     43000 | PA      | $33486.69     | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    283000 | PA      | $234080.06    | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133B03H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172715 | PA      | $143403.54    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4630000 | PA      | $4616254.69   | 0.23%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                              | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59384.24     | 0.00%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415226.12    | 0.02%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50411 | PA      | $49140.60     | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                    | Jabil Inc                                                                        | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9860.07      | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103030 | PA      | $102784.77    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193723.38    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                        | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62170.20     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51574 | PA      | $48407.19     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97752.80     | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2401894 | PA      | $2355410.53   | 0.12%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YDF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60296 | PA      | $54756.53     | 0.00%             | 2053-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    380000 | PA      | $410729.19    | 0.02%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    575000 | PA      | $537153.92    | 0.03%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                               | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116401.36    | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19395.95     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229421 | PA      | $218142.53    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EEE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19840 | PA      | $17852.43     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     59000 | PA      | $57964.57     | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                       | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     50000 | PA      | $47036.01     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XALZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118198 | PA      | $110939.93    | 0.01%             | 2049-06-01      | 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        |   4435000 | PA      | $2808602.34   | 0.14%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                      | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149774.04    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187522.12    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXDH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    778510 | PA      | $743681.39    | 0.04%             | 2038-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                     | Packaging Corp of America                                                        | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155904.61    | 0.01%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    150000 | PA      | $137373.66    | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    305000 | PA      | $252900.46    | 0.01%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5270000 | PA      | $5362636.69   | 0.27%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                     | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324547.55    | 0.02%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGLT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213651 | PA      | $193452.27    | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $77628.97     | 0.00%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                            | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33863.43     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                          | Kimberly-Clark Corp                                                              | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42304.67     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43888.56     | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $412475.93    | 0.02%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    155000 | PA      | $94632.56     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95787 | PA      | $87619.57     | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    180000 | PA      | $165685.58    | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHKL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93262 | PA      | $80974.63     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121468.16    | 0.01%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                             | Georgia Power Co                                                                 | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21202.51     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    742072 | PA      | $649254.17    | 0.03%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26981.70     | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    166000 | PA      | $161661.90    | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292368 | PA      | $243075.39    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17940 | PA      | $18233.10     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18598 | PA      | $18030.14     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102397.85    | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                 | Ford Credit Auto Lease Trust 2024-B                                              | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100526.16    | 0.01%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425650.40    | 0.02%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289351 | PA      | $268762.82    | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJ6R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197151 | PA      | $157203.62    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KFM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284926 | PA      | $253935.23    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3168000 | PA      | $2986335.00   | 0.15%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                             | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    101000 | PA      | $106524.67    | 0.01%             | 2035-10-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $7718046.88   | 0.39%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    180000 | PA      | $125533.10    | 0.01%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    602000 | PA      | $438213.20    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                       | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21016.42     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMES0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35874 | PA      | $31600.55     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160729.59    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253764.94    | 0.01%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                   | VMware LLC                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48435.63     | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152234 | PA      | $138460.36    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                     | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122063.67    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201859.18    | 0.01%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70051 | PA      | $61647.97     | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134401.64    | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                      | America Movil SAB de CV                                                          | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207759.87    | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86500.19     | 0.00%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                     | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31315.90     | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90177 | PA      | $73955.62     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    280000 | PA      | $245827.10    | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $248384.08    | 0.01%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                       | HP Inc                                                                           | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20180.32     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    355000 | PA      | $242476.83    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                     | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4929.34      | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     71000 | PA      | $86970.45     | 0.00%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99637.95     | 0.01%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                   | Biogen Inc                                                                       | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    183000 | PA      | $113923.02    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30527.61     | 0.00%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                              | DTE Electric Co                                                                  | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167818.99    | 0.01%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    114000 | PA      | $95802.98     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    681000 | PA      | $728914.14    | 0.04%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286466.02    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                     | Teledyne Technologies Inc                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    290000 | PA      | $261526.55    | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                       | HP Inc                                                                           | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    397000 | PA      | $386904.64    | 0.02%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1845000 | PA      | $1813577.34   | 0.09%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                     | Constellation Brands Inc                                                         | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    220000 | PA      | $180963.73    | 0.01%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48927.75     | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    102000 | PA      | $68718.13     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2985000 | PA      | $2936260.53   | 0.15%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165879 | PA      | $171147.36    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                | Medtronic Inc                                                                    | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337105.50    | 0.02%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HLTH & EDUCTNL FAC                               | Health & Educational Facilities Authority of the State of Missouri               | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    500000 | PA      | $350634.57    | 0.02%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3746100 | PA      | $3642789.57   | 0.19%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88708.77     | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57976 | PA      | $48293.08     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56376.06     | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FKUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $128140.18    | 0.01%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                | UBS AG/London                                                                    | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $215436.69    | 0.01%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                           | Sonoco Products Co                                                               | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    101000 | PA      | $88689.40     | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KRCF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241072 | PA      | $246836.82    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39155 | PA      | $37144.67     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLEY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3318654 | PA      | $3206513.24   | 0.16%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                            | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    177000 | PA      | $171830.15    | 0.01%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ELM92<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $150823.62    | 0.01%             | 2035-06-22      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                          | Kimco Realty OP LLC                                                              | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10862.07     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMB29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79496 | PA      | $62497.51     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                           | Spire Missouri Inc                                                               | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65955.00     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                        | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36740.00     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                         | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $183546.12    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397140 | PA      | $403406.37    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    135000 | PA      | $136546.25    | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                | Citigroup Commercial Mortgage Trust 2016-C3                                      | CUSIP: 17325GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $127153.62    | 0.01%             | 2049-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60638.38     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                       | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88087.98     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $148494.55    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                 | AutoZone Inc                                                                     | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73077.70     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152496.89    | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138451 | PA      | $129297.70    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $39776.55     | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4887500 | PA      | $4987541.02   | 0.25%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456279.59    | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312008 | PA      | $262659.30    | 0.01%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101999.49    | 0.01%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                            | Council Of Europe Development Bank                                               | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |     75000 | PA      | $74441.06     | 0.00%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                   | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66038.81     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    615000 | PA      | $428308.58    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2022-C18                                                    | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103543.61    | 0.01%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338429 | PA      | $337354.17    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM3Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252759 | PA      | $254213.53    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200259.12    | 0.01%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                               | Salesforce Inc                                                                   | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    715000 | PA      | $707828.89    | 0.04%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                           | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43458.24     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3450000 | PA      | $3466980.45   | 0.18%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                     | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3958.41      | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                               | Clorox Co/The                                                                    | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131586.53    | 0.01%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                     | PG&E Energy Recovery Funding LLC                                                 | CUSIP: 71710TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30989 | PA      | $28336.40     | 0.00%             | 2031-07-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                 | WP Carey Inc                                                                     | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34854.94     | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69223.04     | 0.00%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103788.69    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DUBK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228131 | PA      | $228664.25    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154035 | PA      | $136455.59    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trus                               | WF Card Issuance Trust                                                           | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201964.78    | 0.01%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                            | Ralph Lauren Corp                                                                | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102549.36    | 0.01%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95831.92     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485468 | PA      | $404189.00    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPNL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1853592 | PA      | $1527754.44   | 0.08%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154790.91    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                     | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104495.83    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0M58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248085 | PA      | $236284.15    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379859 | PA      | $337431.89    | 0.02%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                  | Revvity Inc                                                                      | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188673.61    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8657.11      | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1209456 | PA      | $899370.22    | 0.05%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    317000 | PA      | $292984.57    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $130913.23    | 0.01%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168972.87    | 0.01%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130692 | PA      | $117582.80    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7TZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10368 | PA      | $10007.89     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $54718.95     | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1590000 | PA      | $1209890.63   | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                      | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    139000 | PA      | $88415.51     | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    305000 | PA      | $177253.33    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    297000 | PA      | $286925.11    | 0.01%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    416000 | PA      | $423561.20    | 0.02%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112108 | PA      | $98752.29     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43645.45     | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377946.36    | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    137000 | PA      | $142603.21    | 0.01%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                          | Province of Alberta Canada                                                       | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $405667.79    | 0.02%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                            | MyMichigan Health                                                                | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $34545.61     | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35761.14     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42581 | PA      | $37212.24     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174837 | PA      | $171120.93    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32092 | PA      | $28443.18     | 0.00%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                       | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $131669.69    | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641489 | PA      | $650823.01    | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    316000 | PA      | $279077.95    | 0.01%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107369.96    | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                     | Huntington National Bank/The                                                     | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502296.74    | 0.03%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                            | CF Industries Inc                                                                | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69448.23     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                       | Extra Space Storage LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122534.31    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67894.64     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42667 | PA      | $40747.63     | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                        | Keysight Technologies Inc                                                        | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82460.38     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $72547.34     | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GVZY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151563 | PA      | $137959.58    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS C                               | City of Los Angeles Department of Airports Customer Facility Charge Revenue      | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $522166.37    | 0.03%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35184 | PA      | $32409.29     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $999261.73    | 0.05%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123252 | PA      | $120999.28    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279619 | PA      | $253931.52    | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41091 | PA      | $38359.26     | 0.00%             | 2051-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2221227 | PA      | $1794790.13   | 0.09%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1303912.63   | 0.07%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21953.27     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    151000 | PA      | $153502.13    | 0.01%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19681 | PA      | $17778.70     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                               | Phillips 66 Co                                                                   | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141473.02    | 0.01%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040685<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $922229.00    | 0.05%             | 2055-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45960.06     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $295249.99    | 0.02%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122083.10    | 0.01%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    415000 | PA      | $401463.05    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464980 | PA      | $462644.29    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                              | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    283000 | PA      | $300970.62    | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                      | Marathon Petroleum Corp                                                          | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31311.49     | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30196.41     | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256756.14    | 0.01%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106325.44    | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3245000 | PA      | $3318012.50   | 0.17%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108269.93    | 0.01%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $256510.90    | 0.01%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     89000 | PA      | $94182.77     | 0.00%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194077.74    | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404403.02    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110565.84    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                    | WRKCo Inc                                                                        | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49388.11     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $147281.26    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                      | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $104335.38    | 0.01%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                  | Ally Auto Receivables Trust 2022-3                                               | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125470.34    | 0.01%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                            | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22601.92     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                          | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19784.77     | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    339450 | PA      | $307172.23    | 0.02%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                           | Steel Dynamics Inc                                                               | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34379.37     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                     | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $108350.68    | 0.01%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FL6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410000 | PA      | $400723.45    | 0.02%             | 2029-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176141 | PA      | $146033.96    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    819856 | PA      | $798535.29    | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94173.19     | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1045012 | PA      | $913875.12    | 0.05%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AC2L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174394 | PA      | $150530.42    | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                               | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188862.38    | 0.01%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                  | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    230000 | PA      | $151360.36    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3567473 | PA      | $3001843.78   | 0.15%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    290000 | PA      | $211665.83    | 0.01%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                        | DuPont de Nemours Inc                                                            | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35412.80     | 0.00%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    254000 | PA      | $238509.71    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52335 | PA      | $47527.32     | 0.00%             | 2053-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    751753 | PA      | $747976.71    | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1915636 | PA      | $1629239.49   | 0.08%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215955.65    | 0.01%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                        | General Dynamics Corp                                                            | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39588.23     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $207009.29    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                              | Hershey Co/The                                                                   | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90332.30     | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    494000 | PA      | $432282.79    | 0.02%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $194933.67    | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158430.01    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123948.82    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     81000 | PA      | $74120.10     | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45201.74     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5385700 | PA      | $5178897.52   | 0.26%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XRN92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23374 | PA      | $19801.62     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XC5X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148273 | PA      | $148412.66    | 0.01%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    220000 | PA      | $150486.95    | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172190.57    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $74299.67     | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48099.64     | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XQEM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92462 | PA      | $73370.38     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                            | Lam Research Corp                                                                | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16022.69     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                   | Kenvue Inc                                                                       | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318372.15    | 0.02%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3350000 | PA      | $3396585.94   | 0.17%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202701.63    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    365000 | PA      | $376247.42    | 0.02%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150534.88    | 0.01%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                  | Nutrien Ltd                                                                      | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $90596.62     | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                      | Entergy Mississippi LLC                                                          | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149109.80    | 0.01%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                 | Veralto Corp                                                                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25230.58     | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                   | Nucor Corp                                                                       | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9991.57      | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100955.03    | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46978.35     | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                     | Lennox International Inc                                                         | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20538.12     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YAP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    294007 | PA      | $273225.12    | 0.01%             | 2053-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1266060 | PA      | $1185647.81   | 0.06%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $107303.91    | 0.01%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                               | ServiceNow Inc                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    207000 | PA      | $178844.58    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                       | American International Group Inc                                                 | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306384.86    | 0.02%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                          | Otis Worldwide Corp                                                              | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    147000 | PA      | $150342.48    | 0.01%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                        | University of Chicago/The                                                        | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38773.25     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53137 | PA      | $48874.20     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                          | Emerson Electric Co                                                              | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26216.69     | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QDKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413881 | PA      | $346792.87    | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305640.33    | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HC2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $206523.95    | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175794.91    | 0.01%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ELWE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19547 | PA      | $18788.61     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                            | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $42347.62     | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                              | Xcel Energy Inc                                                                  | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97604.57     | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130453 | PA      | $102740.25    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187546.21    | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148270 | PA      | $152107.48    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15200 | PA      | $14804.33     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                              | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176067.82    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301645.56    | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $303845.00    | 0.02%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                     | Trane Technologies Global Holding Co Ltd                                         | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66246.94     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                             | City of Hope                                                                     | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129404.46    | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    314000 | PA      | $309945.51    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L2RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161574 | PA      | $127520.69    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154158 | PA      | $141526.71    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H070688<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    775000 | PA      | $800497.50    | 0.04%             | 2055-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    255000 | PA      | $151167.69    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                             | Progressive Corp/The                                                             | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30719.87     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3975000 | PA      | $2063273.44   | 0.10%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21627 | PA      | $19953.95     | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30356.10     | 0.00%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6160000 | PA      | $6138343.72   | 0.31%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3154 | PA      | $3126.13      | 0.00%             | 2026-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642829 | PA      | $625856.05    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    251000 | PA      | $220425.94    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    961000 | PA      | $825829.98    | 0.04%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    246000 | PA      | $228229.51    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A36A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94146 | PA      | $81722.59     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                        | Camden Property Trust                                                            | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24479.58     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439455 | PA      | $346873.68    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329783 | PA      | $296358.47    | 0.02%             | 2054-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7980000 | PA      | $7387734.38   | 0.38%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90189.50     | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5EP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5851 | PA      | $5373.12      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WKNV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14359 | PA      | $13173.27     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158879.12    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8389.79      | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    114000 | PA      | $110585.83    | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107274 | PA      | $89497.81     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                   | Hasbro Inc                                                                       | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67471.50     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                              | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    385000 | PA      | $457678.03    | 0.02%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210091.84    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368205.46    | 0.02%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47867 | PA      | $44927.57     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10093.21     | 0.00%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70193.38     | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144343.66    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48541.47     | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17162 | PA      | $16213.32     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $193456.17    | 0.01%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                      | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1006728.81   | 0.05%             | 2030-05-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479972 | PA      | $382886.37    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $157123.00    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103289.48    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163656.89    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4346200 | PA      | $4015481.34   | 0.20%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83411 | PA      | $78572.67     | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603725.26    | 0.03%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54365.47     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    488800 | PA      | $473372.25    | 0.02%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                  | Phillips 66                                                                      | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369971.60    | 0.02%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170666 | PA      | $157747.99    | 0.01%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $122962.25    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    388000 | PA      | $317887.46    | 0.02%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1559000 | PA      | $1325637.19   | 0.07%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                 | Autodesk Inc                                                                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303938.84    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCDQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    846876 | PA      | $738943.40    | 0.04%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132472 | PA      | $109504.08    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                                  | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271982.35    | 0.01%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                               | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254269.13    | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCT65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12929 | PA      | $12179.99     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    411000 | PA      | $341865.88    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $217770.84    | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7745000 | PA      | $4242807.81   | 0.22%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                     | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58070.04     | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DTMF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59920 | PA      | $53655.80     | 0.00%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407172 | PA      | $370625.72    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                                    | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    175000 | PA      | $130507.63    | 0.01%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307241.37    | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767483 | PA      | $702660.67    | 0.04%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    524000 | PA      | $519464.87    | 0.03%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $44553.66     | 0.00%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     52000 | PA      | $35931.82     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45168.76     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1108700 | PA      | $788043.17    | 0.04%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119610.11    | 0.01%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5255000 | PA      | $5081749.22   | 0.26%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50210.21     | 0.00%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A36C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126077 | PA      | $109440.15    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                           | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99263.75     | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                            | Cisco Systems Inc                                                                | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    732000 | PA      | $704252.37    | 0.04%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                            | CI Financial Corp                                                                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $190867.59    | 0.01%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8D81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11299 | PA      | $10611.10     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39949.22     | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2234546 | PA      | $2014901.39   | 0.10%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53646.77     | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D53K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11815 | PA      | $11295.35     | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                                   | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    204000 | PA      | $189668.23    | 0.01%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    586000 | PA      | $570397.88    | 0.03%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                          | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38715.74     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380984 | PA      | $363126.73    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82931 | PA      | $76692.04     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    211000 | PA      | $199200.45    | 0.01%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200031.25    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050692<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $267518.08    | 0.01%             | 2055-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50336.07     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606990 | PA      | $616568.30    | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                   | HEICO Corp                                                                       | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112119.24    | 0.01%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244610 | PA      | $232089.59    | 0.01%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38166.71     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QED90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97938 | PA      | $85080.61     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                            | CBRE Services Inc                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15803.82     | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A86W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117779 | PA      | $111969.16    | 0.01%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2017-BNK6                                                                   | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45938 | PA      | $44778.18     | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMYG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2706967 | PA      | $2375328.97   | 0.12%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390000 | PA      | $403337.28    | 0.02%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2387206 | PA      | $2375213.79   | 0.12%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMNT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149895 | PA      | $124088.43    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24758.44     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                     | Interstate Power and Light Co                                                    | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97789.46     | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                  | Cencora Inc                                                                      | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146684.23    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                                        | Ahold Finance USA LLC                                                            | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27081.42     | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005409 | PA      | $798581.11    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                 | NNN REIT Inc                                                                     | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17052.64     | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2657000 | PA      | $1966595.16   | 0.10%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $193702.97    | 0.01%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3765000 | PA      | $3796178.91   | 0.19%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052490<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $76156.50     | 0.00%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                          | Otis Worldwide Corp                                                              | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    400000 | PA      | $304655.56    | 0.02%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                            | Mount Sinai Hospital/The                                                         | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    185000 | PA      | $126797.08    | 0.01%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417BPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43455 | PA      | $40460.12     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                     | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68572.27     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466223 | PA      | $371214.08    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32691.62     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911819 | PA      | $835087.01    | 0.04%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103530.40    | 0.01%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     93000 | PA      | $78649.73     | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103027 | PA      | $82328.94     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                 | Danaher Corp                                                                     | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $58912.92     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                       | Commonwealth Edison Co                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76998.33     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                     | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $402062.01    | 0.02%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                            | L3Harris Technologies Inc                                                        | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97618.05     | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44143.92     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18854 | PA      | $19442.37     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BXHC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $46476.40     | 0.00%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127704.68    | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                   | Dover Corp                                                                       | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25758.60     | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207670.69    | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86128.18     | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                  | Nutrien Ltd                                                                      | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $505996.94    | 0.03%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $518101.41    | 0.03%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                | Allstate Corp/The                                                                | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219466.88    | 0.01%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    265000 | PA      | $193080.03    | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                       | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     97000 | PA      | $84459.81     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    228000 | PA      | $226715.15    | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FEM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178940 | PA      | $177596.84    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1233984.38   | 0.06%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245636.35    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                     | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25077.84     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37108.86     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316561.14    | 0.02%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68561 | PA      | $51482.00     | 0.00%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195705.39    | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QC2B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97131 | PA      | $90785.22     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17950 | PA      | $17945.67     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33922 | PA      | $26808.26     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                               | New Jersey Turnpike Authority                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    200000 | PA      | $236740.78    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32435.59     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125765.52    | 0.01%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132ACQ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61864 | PA      | $59933.11     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                       | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49618.12     | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XG5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212618 | PA      | $168029.04    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190655.67    | 0.01%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174873.86    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    390000 | PA      | $413811.10    | 0.02%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                             | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569489.62    | 0.03%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379146.81    | 0.02%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60562.28     | 0.00%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                      | Reinsurance Group of America Inc                                                 | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147328.47    | 0.01%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    364111 | PA      | $306352.17    | 0.02%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                     | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139757 | PA      | $132529.18    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249459 | PA      | $243770.55    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                       | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256260.55    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YS70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    823795 | PA      | $836217.48    | 0.04%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2920000 | PA      | $2894906.25   | 0.15%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70133 | PA      | $58576.56     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                             | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178828.18    | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110983.88    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5DY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $921514.46    | 0.05%             | 2028-12-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                         | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46912.07     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0HQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109095 | PA      | $109281.10    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                        | Flowserve Corp                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65485.32     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8631.58      | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLTJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184413 | PA      | $145302.17    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                | Amphenol Corp                                                                    | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18704.55     | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3820000 | PA      | $3806570.29   | 0.19%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    131000 | PA      | $119293.99    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $202955.41    | 0.01%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EKG74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184868 | PA      | $172201.53    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146378.84    | 0.01%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $167004.29    | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITYPOINT HEALTH                                            | Iowa Health System                                                               | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36074.38     | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    128000 | PA      | $122063.99    | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32521.62     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    204000 | PA      | $206269.24    | 0.01%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161186 | PA      | $156250.37    | 0.01%             | 2053-02-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                            | Toyota Motor Corp                                                                | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25599.19     | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2170000 | PA      | $2011996.88   | 0.10%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41856.18     | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                           | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $207731.60    | 0.01%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    122000 | PA      | $108045.50    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                       | Franklin Resources Inc                                                           | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64730.93     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100418.34    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                | J M Smucker Co/The                                                               | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15963.19     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                             | ERP Operating LP                                                                 | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198989.76    | 0.01%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $78393.92     | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                           | CNA Financial Corp                                                               | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198471.43    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16402.93     | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18780 | PA      | $17994.54     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254424.18    | 0.01%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                             | Public Service Co of New Hampshire                                               | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92147.97     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                          | Vulcan Materials Co                                                              | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197709.27    | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77512.04     | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31410LRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4997 | PA      | $4778.02      | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325900 | PA      | $325263.47    | 0.02%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                              | Duke University                                                                  | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    225000 | PA      | $138222.63    | 0.01%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183355.50    | 0.01%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154087 | PA      | $126762.50    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3490643 | PA      | $3415565.54   | 0.17%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1644600 | PA      | $1648711.50   | 0.08%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $233376.51    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $107569.08    | 0.01%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                            | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $130753.92    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F83Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140000 | PA      | $121933.39    | 0.01%             | 2030-10-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                               | AmeriCredit Automobile Receivables Trust 2023-2                                  | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $409004.27    | 0.02%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4103000 | PA      | $3994494.85   | 0.20%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                      | Franklin BSP Capital Corp                                                        | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103621.30    | 0.01%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22845 | PA      | $21402.74     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $687421.88    | 0.03%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4020000 | PA      | $4010578.13   | 0.20%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20043 | PA      | $14904.89     | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    267000 | PA      | $250798.43    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $99913.96     | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $19989.68     | 0.00%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455301 | PA      | $427343.48    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47967.58     | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    880000 | PA      | $754660.07    | 0.04%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                       | Chubb INA Holdings LLC                                                           | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    435000 | PA      | $373222.40    | 0.02%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNLF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68036 | PA      | $64451.39     | 0.00%             | 2038-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                        | Thomas Jefferson University                                                      | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69947.38     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $262998.14    | 0.01%             | 2055-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                     | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $58506.39     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132ACHY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49677 | PA      | $48505.32     | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    405236 | PA      | $397425.03    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52531.92     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5295000 | PA      | $5100367.34   | 0.26%             | 2030-02-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325010.20    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                          | Rockwell Automation Inc                                                          | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    162000 | PA      | $93321.65     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                     | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128057.66    | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40199.80     | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101228.62    | 0.01%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75494.92     | 0.00%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325935 | PA      | $272386.11    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215192.06    | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                               | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35928 | PA      | $35247.43     | 0.00%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426718 | PA      | $355275.44    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXCD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39074 | PA      | $35741.85     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3457746 | PA      | $2716804.96   | 0.14%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                     | Hartford HealthCare Corp                                                         | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52017.93     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QBSL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55364 | PA      | $50185.36     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QL6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385083 | PA      | $318666.57    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63669.57     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19579 | PA      | $19278.99     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101131.89    | 0.01%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1030000 | PA      | $999824.21    | 0.05%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                | CME Group Inc                                                                    | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447423.48    | 0.02%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    129000 | PA      | $114639.75    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                       | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298046.84    | 0.02%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $388596.91    | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79179 | PA      | $78897.72     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417AP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16516 | PA      | $15383.66     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140332.33    | 0.01%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126881.47    | 0.01%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                       | West Virginia United Health System Obligated Group                               | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $30754.23     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67771.44     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $398758.72    | 0.02%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201023.34    | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    355000 | PA      | $343595.75    | 0.02%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                | Blackrock Inc                                                                    | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49600.77     | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172326.19    | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                     | University of Southern California                                                | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58684.72     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                        | Arrow Electronics Inc                                                            | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100848.85    | 0.01%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                     | Fox Corp                                                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97106.74     | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183956.61    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63958 | PA      | $59791.03     | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                 | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37592.37     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5CX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124988 | PA      | $113769.90    | 0.01%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43868.91     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387411.72    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                              | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148854.48    | 0.01%             | 2028-04-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                     | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411114.54    | 0.02%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142294 | PA      | $139551.65    | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45844.35     | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97188.85     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $86319.57     | 0.00%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227588 | PA      | $212081.45    | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222615.43    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41949.92     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140LV5S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210709 | PA      | $166523.35    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                        | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     92000 | PA      | $60365.58     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64918.05     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    564000 | PA      | $565236.62    | 0.03%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93435 | PA      | $88511.99     | 0.00%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYT58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44017 | PA      | $39113.29     | 0.00%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                                | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    185000 | PA      | $134143.48    | 0.01%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    106000 | PA      | $93253.63     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186046.38    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167903 | PA      | $155308.61    | 0.01%             | 2054-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $232349.52    | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779695 | PA      | $614793.77    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32725 | PA      | $30215.95     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XN4P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91179 | PA      | $89439.10     | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                           | Conagra Brands Inc                                                               | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100242.62    | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                          | Kimco Realty OP LLC                                                              | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24480.27     | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNYP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20234 | PA      | $19841.83     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77055 | PA      | $73904.47     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63678.68     | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16800.98     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                          | Vulcan Materials Co                                                              | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54535.77     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30706.40     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3722309 | PA      | $2929869.13   | 0.15%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2590000 | PA      | $2620452.73   | 0.13%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                     | Community Health Network Inc                                                     | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $40988.90     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104657 | PA      | $85830.91     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6JR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586513 | PA      | $556574.80    | 0.03%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59785.78     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $135291.87    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455317 | PA      | $454249.49    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2017260 | PA      | $1765564.69   | 0.09%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $130490.06    | 0.01%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100023.33    | 0.01%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123788.23    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                              | Xcel Energy Inc                                                                  | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74251.29     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23279.90     | 0.00%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                           | BMO 2024-5C4 Mortgage Trust                                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $211255.76    | 0.01%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45783.12     | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71717.35     | 0.00%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1633000 | PA      | $946119.38    | 0.05%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                     | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    172000 | PA      | $154029.38    | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4715000 | PA      | $4722367.19   | 0.24%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76719 | PA      | $60630.65     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21740 | PA      | $20107.72     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QHEW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137784 | PA      | $128988.31    | 0.01%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                      | Jefferies Financial Group Inc                                                    | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348453.50    | 0.02%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ER6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10148 | PA      | $9820.65      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98445.33     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    366000 | PA      | $321298.21    | 0.02%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5D36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41811 | PA      | $38397.75     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     66000 | PA      | $55526.80     | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48995.77     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35800.37     | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                     | Northwell Healthcare Inc                                                         | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19261.97     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                        | Waste Connections Inc                                                            | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $192667.61    | 0.01%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3459700 | PA      | $3500783.94   | 0.18%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $248586.53    | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    995488 | PA      | $818324.23    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                              | Tyson Foods Inc                                                                  | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9747.47      | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    170000 | PA      | $177402.67    | 0.01%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    530000 | PA      | $438270.77    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                            | EOG Resources Inc                                                                | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194525.07    | 0.01%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20735 | PA      | $19171.56     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    120000 | PA      | $85706.24     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                           | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132715.27    | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163155.64    | 0.01%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30091 | PA      | $27949.95     | 0.00%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47735.07     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $184687.50    | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                   | Intuit Inc                                                                       | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166534.05    | 0.01%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                             | Genuine Parts Co                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17466.16     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    420000 | PA      | $387348.60    | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194012 | PA      | $176503.23    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254185.74    | 0.01%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E06F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343725 | PA      | $312873.10    | 0.02%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49986.44     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    325000 | PA      | $325750.20    | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50527 | PA      | $48143.26     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102893.48    | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31506.10     | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278582.75    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                      | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249950.73    | 0.01%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                            | Southern Power Co                                                                | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42170.86     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186483 | PA      | $155614.26    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19581 | PA      | $17618.79     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                                | Toyota Auto Receivables 2024-C Owner Trust                                       | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $452750.23    | 0.02%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $322000.78    | 0.02%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                      | Digital Realty Trust LP                                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295871.73    | 0.02%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4180000 | PA      | $4194695.29   | 0.21%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90584.95     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35107 | PA      | $32952.57     | 0.00%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28012 | PA      | $26026.34     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    704760 | PA      | $688218.38    | 0.03%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29960.50     | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187078 | PA      | $166859.86    | 0.01%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 45906M6D8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    300000 | PA      | $299803.10    | 0.02%             | 2028-07-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                        | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83922.02     | 0.00%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4072000 | PA      | $4088860.60   | 0.21%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113583 | PA      | $91796.99     | 0.00%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                         | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91254.73     | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138E0SF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8165 | PA      | $8063.96      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                     | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    285000 | PA      | $190686.53    | 0.01%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289637 | PA      | $240254.76    | 0.01%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272186 | PA      | $235595.73    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                  | Southern Co/The                                                                  | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57737.40     | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                     | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201731.82    | 0.01%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                     | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99199.23     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41981.96     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                           | Athene Holding Ltd                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31613.08     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179001 | PA      | $171142.48    | 0.01%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                       | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135598.77    | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163809.99    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57262.73     | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1125000 | PA      | $1084218.75   | 0.06%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87136.31     | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     73000 | PA      | $62520.98     | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                          | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    438000 | PA      | $376497.56    | 0.02%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                         | Woodside Finance Ltd                                                             | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $101896.81    | 0.01%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DUMA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    684885 | PA      | $613288.65    | 0.03%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQ3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129091 | PA      | $126101.88    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                 | Chevron Corp                                                                     | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36387.66     | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                             | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529763.50    | 0.03%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418AHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43835 | PA      | $42233.78     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4760000 | PA      | $4764648.43   | 0.24%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNKT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787884 | PA      | $616643.41    | 0.03%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CV2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45230.61     | 0.00%             | 2026-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99035 | PA      | $78266.36     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302087.16    | 0.02%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                       | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585275.51    | 0.03%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                       | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     20000 | PA      | $19786.38     | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595962.62    | 0.03%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198674 | PA      | $167121.90    | 0.01%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5EY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250657 | PA      | $230195.57    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39124.74     | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $146787.68    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260000 | PA      | $255518.08    | 0.01%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154890 | PA      | $155485.90    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    227000 | PA      | $152360.41    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                           | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316521.07    | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                  | Southern Co/The                                                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    173000 | PA      | $179264.83    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                           | Analog Devices Inc                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128811.42    | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98049.24     | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $375624.63    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35650.09     | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $134944.26    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5EL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156036 | PA      | $147706.27    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                            | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    145000 | PA      | $115527.07    | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                       | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    190000 | PA      | $166179.49    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $141770.85    | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XEA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117989 | PA      | $93503.69     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32885.27     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108571.54    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160000 | PA      | $156984.87    | 0.01%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QVLC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471883 | PA      | $474439.53    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87941.02     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                  | Textron Inc                                                                      | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344820.12    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16665.41     | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    226000 | PA      | $224829.17    | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSEP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181863 | PA      | $189489.80    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1409800 | PA      | $1414315.76   | 0.07%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47151.96     | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    862000 | PA      | $933829.88    | 0.05%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147873 | PA      | $133961.73    | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1348823 | PA      | $1156567.15   | 0.06%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433779.35    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89924 | PA      | $83590.57     | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182340.24    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86428.14     | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                        | Washington University/The                                                        | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    125000 | PA      | $89235.81     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    247000 | PA      | $256442.89    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89432.25     | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42204 | PA      | $39375.99     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $96165.29     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020687<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $117330.30    | 0.01%             | 2055-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $250113.82    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102066.36    | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142698.35    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166362.82    | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $156873.62    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7368400 | PA      | $7042578.56   | 0.36%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183330 | PA      | $158628.12    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399095 | PA      | $370641.60    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    122000 | PA      | $82265.58     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                              | Deere & Co                                                                       | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    287000 | PA      | $271679.06    | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133ARVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20046 | PA      | $15764.50     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                     | Public Service Enterprise Group Inc                                              | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    338000 | PA      | $360608.48    | 0.02%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85976 | PA      | $75442.94     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                       | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    470000 | PA      | $399951.36    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                     | Packaging Corp of America                                                        | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     54000 | PA      | $41299.90     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756813 | PA      | $666652.31    | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19217 | PA      | $18570.96     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43347 | PA      | $37397.93     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060485<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $179705.75    | 0.01%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69457.26     | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                               | Port Authority of New York & New Jersey                                          | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $124441.38    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3414960.92   | 0.17%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626322 | PA      | $581353.34    | 0.03%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601434.38    | 0.03%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335169 | PA      | $294178.38    | 0.01%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                        | RenaissanceRe Finance Inc                                                        | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215831.59    | 0.01%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209226.14    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207238.04    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    248000 | PA      | $252207.57    | 0.01%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10141.65     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54328.98     | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635433 | PA      | $501685.62    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    492000 | PA      | $483894.11    | 0.02%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8RM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78016 | PA      | $76920.32     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    560000 | PA      | $530983.38    | 0.03%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76472.38     | 0.00%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                         | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    129000 | PA      | $102680.39    | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                     | Baltimore Gas and Electric Co                                                    | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81649.90     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    485000 | PA      | $428301.55    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                              | CUSIP: 13063EBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103584.51    | 0.01%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    215000 | PA      | $210095.93    | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5630000 | PA      | $5221825.00   | 0.27%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132930.04    | 0.01%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210709.95    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    508000 | PA      | $519286.57    | 0.03%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W1Q89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266545 | PA      | $246305.85    | 0.01%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97436.79     | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980300 | PA      | $1373214.28   | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRKR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19464 | PA      | $19921.52     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                     | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    163000 | PA      | $97187.19     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137336 | PA      | $127563.68    | 0.01%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WHSA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10741 | PA      | $10388.48     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    718000 | PA      | $726169.11    | 0.04%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62450.54     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                     | African Development Bank                                                         | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   1385000 | PA      | $1396575.07   | 0.07%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41962.79     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QTES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256826 | PA      | $261126.60    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57874.00     | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39952.48     | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92080 | PA      | $87539.38     | 0.00%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203248.94    | 0.01%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    431000 | PA      | $387514.87    | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                        | General Dynamics Corp                                                            | CUSIP: 369550AX6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190802.67    | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16163.11     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                     | NIKE Inc                                                                         | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160279.43    | 0.01%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    634000 | PA      | $618420.26    | 0.03%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WDDH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21100 | PA      | $20023.35     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                      | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36684.93     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSGE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42430 | PA      | $43388.94     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1303000 | PA      | $999585.37    | 0.05%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4W28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7162 | PA      | $7111.65      | 0.00%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    150000 | PA      | $119543.08    | 0.01%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                     | Texas Eastern Transmission LP                                                    | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27615.16     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $207022.88    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48039.38     | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $278385.27    | 0.01%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    102000 | PA      | $85521.68     | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                        | AvalonBay Communities Inc                                                        | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307201.36    | 0.02%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    482000 | PA      | $356137.37    | 0.02%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150081.93    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $140315.63    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146943 | PA      | $143681.32    | 0.01%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252677.39    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                       | ConocoPhillips Co                                                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199362.74    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312687.10    | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120956.49    | 0.01%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                 | Ford Credit Auto Owner Trust 2024-C                                              | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199246.49    | 0.01%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124762.13    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QSU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262825 | PA      | $258836.59    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217929 | PA      | $179282.50    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                             | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496964.32    | 0.03%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63389.94     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130744.31    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJEQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193032 | PA      | $184949.61    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    195000 | PA      | $167784.06    | 0.01%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82941.87     | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3839000 | PA      | $3863743.55   | 0.20%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                         | Sabra Health Care LP                                                             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190521.18    | 0.01%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329MVA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51299 | PA      | $46113.82     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201257.75    | 0.01%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7280200 | PA      | $6700059.06   | 0.34%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625253 | PA      | $494128.91    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55822 | PA      | $51331.14     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                    | Wyeth LLC                                                                        | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27751.35     | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10695.43     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                   | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122428.30    | 0.01%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78920 | PA      | $69080.67     | 0.00%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                     | TotalEnergies Capital SA                                                         | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99193.17     | 0.01%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                         | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316540.66    | 0.02%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AA3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234378 | PA      | $207109.66    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2019-BNK18                                                                  | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1593000 | PA      | $1506392.59   | 0.08%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                                    | Municipal Electric Authority of Georgia                                          | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     97000 | PA      | $103889.80    | 0.01%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21686 | PA      | $20624.48     | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31222 | PA      | $26606.11     | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    444000 | PA      | $317022.95    | 0.02%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167813 | PA      | $159247.40    | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59223.54     | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680014 | PA      | $678188.76    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $208081.24    | 0.01%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202609.18    | 0.01%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137111.28    | 0.01%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    297000 | PA      | $244200.45    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1143086 | PA      | $947135.74    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                              | Hershey Co/The                                                                   | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101278.06    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                        | DuPont de Nemours Inc                                                            | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109865.17    | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100239.98    | 0.01%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116256.00    | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103109.96    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6221300 | PA      | $6057990.88   | 0.31%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92965.91     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F012684<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -200000 | PA      | $-148456.00   | -0.01%            | 2055-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                            | Canada Government International Bond                                             | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    875000 | PA      | $871520.17    | 0.04%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                                            | L3Harris Technologies Inc                                                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99916.75     | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     75000 | PA      | $69211.26     | 0.00%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120458.82    | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72914.07     | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                    | Orange SA                                                                        | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     67000 | PA      | $64870.62     | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25725 | PA      | $24017.63     | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    422359 | PA      | $384063.52    | 0.02%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                   | Kenvue Inc                                                                       | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235650.74    | 0.01%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69179.85     | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                         | Ares Management Corp                                                             | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94165.94     | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    101000 | PA      | $81134.94     | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3131XLT98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39673 | PA      | $36888.99     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46619 | PA      | $43000.04     | 0.00%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    710258 | PA      | $584376.58    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $43878.38     | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    445000 | PA      | $387671.23    | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B4QB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15489 | PA      | $14908.57     | 0.00%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    563793 | PA      | $472230.47    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2630000 | PA      | $2512060.94   | 0.13%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $324968.05    | 0.02%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39226 | PA      | $33129.38     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1888766 | PA      | $1891857.47   | 0.10%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72640.95     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                        | DuPont de Nemours Inc                                                            | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    187000 | PA      | $191732.09    | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                     | Johns Hopkins University                                                         | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14623.61     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    810000 | PA      | $814708.39    | 0.04%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A6GU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59696 | PA      | $49462.32     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    150000 | PA      | $131786.46    | 0.01%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                     | TotalEnergies Capital SA                                                         | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $511611.73    | 0.03%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                               | GM Financial Automobile Leasing Trust 2024-1                                     | CUSIP: 36269FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80436.62     | 0.00%             | 2028-02-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1492618 | PA      | $1487861.62   | 0.08%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     94000 | PA      | $86605.65     | 0.00%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427NA66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481650 | PA      | $378104.18    | 0.02%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67412.65     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                       | Marriott International Inc/MD                                                    | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10095.08     | 0.00%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44270.48     | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389152.68    | 0.02%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7483000 | PA      | $4141372.81   | 0.21%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    554000 | PA      | $325773.44    | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    123000 | PA      | $126074.73    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                      | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $194111.04    | 0.01%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    595000 | PA      | $366491.80    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6NQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1258 | PA      | $1250.51      | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300406.91    | 0.02%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F062689<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4125040.00   | 0.21%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47174.63     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347281 | PA      | $329505.72    | 0.02%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6EE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50712 | PA      | $50121.49     | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KH5C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146909 | PA      | $122644.29    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYXC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36408 | PA      | $34817.73     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398694.88    | 0.02%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     50000 | PA      | $26493.68     | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMK46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2646750 | PA      | $2079592.63   | 0.11%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78227 | PA      | $69718.89     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A9TA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56087 | PA      | $53539.16     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56121 | PA      | $56698.89     | 0.00%             | 2044-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    353000 | PA      | $310093.33    | 0.02%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WERN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14734 | PA      | $13554.07     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71667.40     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2677313 | PA      | $2512913.60   | 0.13%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97629.51     | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786463 | PA      | $768137.13    | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300788 | PA      | $273410.15    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $35185.70     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $350001.08    | 0.02%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    249000 | PA      | $229452.55    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346671 | PA      | $307541.00    | 0.02%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326330.76    | 0.02%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQV78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41565 | PA      | $41710.27     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15720.21     | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148356.33    | 0.01%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                              | OhioHealth Corp                                                                  | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35624.06     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53162 | PA      | $45409.72     | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44700 | PA      | $39047.80     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1525000 | PA      | $1501385.41   | 0.08%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                              | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322192.45    | 0.02%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17450 | PA      | $15847.08     | 0.00%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97888.36     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113206.51    | 0.01%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214709.14    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                     | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $148176.64    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    110000 | PA      | $112451.26    | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                              | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127720.33    | 0.01%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                     | Telefonica Emisiones SA                                                          | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    130000 | PA      | $118710.29    | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85288 | PA      | $70047.50     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                     | TotalEnergies Capital SA                                                         | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $92936.54     | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46559.37     | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                       | Korea Development Bank/The                                                       | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    100000 | PA      | $87456.10     | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                               | Clorox Co/The                                                                    | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97221.74     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    930300 | PA      | $936913.85    | 0.05%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJEJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49386.79     | 0.00%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    203000 | PA      | $199581.34    | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XA6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247476 | PA      | $226680.15    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32329.20     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222528.96    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335701 | PA      | $341535.56    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J6E94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91249 | PA      | $83714.24     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202928.80    | 0.01%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49559.11     | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                            | CF Industries Inc                                                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55902.11     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31723 | PA      | $28102.69     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80331.48     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7JE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16487 | PA      | $15438.55     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896490 | PA      | $768811.99    | 0.04%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101853.19    | 0.01%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319607 | PA      | $329757.49    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                                | Pharmacia LLC                                                                    | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53351.67     | 0.00%             | 2028-12-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47245.04     | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                      | Marathon Petroleum Corp                                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86463.46     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KA3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196734 | PA      | $179025.58    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                       | ConocoPhillips Co                                                                | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    311000 | PA      | $223826.59    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412599.92    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103309.64    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                            | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38632.73     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                  | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134GW6C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $672112.08    | 0.03%             | 2026-10-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $581865.55    | 0.03%             | 2030-08-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    270000 | PA      | $256237.26    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    526273 | PA      | $391385.46    | 0.02%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21451.64     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145993 | PA      | $122128.32    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                     | Edwards Lifesciences Corp                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    338000 | PA      | $337235.35    | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                     | Agilent Technologies Inc                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41534.52     | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    180000 | PA      | $107625.88    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    715000 | PA      | $706480.69    | 0.04%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                      | KeyCorp                                                                          | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49567.74     | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100850.79    | 0.01%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                   | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135446.02    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                        | Camden Property Trust                                                            | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50759.27     | 0.00%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200238.37    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                          | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70941.98     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                     | Constellation Brands Inc                                                         | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129981.92    | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    102000 | PA      | $87758.32     | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180045.03    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X73K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25614 | PA      | $20480.34     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3131X75M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3749 | PA      | $3674.38      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    776352 | PA      | $627731.01    | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                 | Illumina Inc                                                                     | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131793.80    | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $183499.75    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487090 | PA      | $494478.27    | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    127000 | PA      | $107403.83    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    307000 | PA      | $307198.87    | 0.02%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QN7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41357 | PA      | $37048.73     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46388.34     | 0.00%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542083.67    | 0.03%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2935000 | PA      | $2940273.81   | 0.15%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                   | Evergy Inc                                                                       | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93689.68     | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                      | European Bank for Reconstruction & Development                                   | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    375000 | PA      | $372292.98    | 0.02%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101516.40    | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    287193 | PA      | $251315.04    | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                              | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45344.65     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44561.59     | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230438.71    | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3990000 | PA      | $3974414.06   | 0.20%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    235000 | PA      | $211221.93    | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101898.70    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                      | Illinois Tool Works Inc                                                          | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34362.81     | 0.00%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2023-BNK46                                                                  | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $208975.45    | 0.01%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1112065.16   | 0.06%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    148000 | PA      | $130760.91    | 0.01%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24006 | PA      | $23505.09     | 0.00%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495185 | PA      | $437159.79    | 0.02%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139690.69    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                       | Boston Scientific Corp                                                           | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71084.91     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180964.98    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183357.61    | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KQPM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416264 | PA      | $409459.24    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                              | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    220000 | PA      | $188413.84    | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                           | Cenovus Energy Inc                                                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $25353.64     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                         | Verizon Master Trust                                                             | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149645.24    | 0.01%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                  | Phillips 66 Co                                                                   | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $217369.82    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $307291.74    | 0.02%             | 2034-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AQP92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380216 | PA      | $314874.55    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $203295.94    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EJCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2744 | PA      | $2704.75      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508441.06    | 0.03%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1768100 | PA      | $1721134.84   | 0.09%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102075.53    | 0.01%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                     | Trane Technologies Global Holding Co Ltd                                         | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26652.47     | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                     | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $154597.36    | 0.01%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     60000 | PA      | $61541.07     | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41184 | PA      | $40336.34     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79494.67     | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62710.94     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336199 | PA      | $267736.65    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    851758 | PA      | $806881.65    | 0.04%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KK5P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66532 | PA      | $52856.24     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24774.65     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97994 | PA      | $89067.63     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWVQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134731 | PA      | $125366.82    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    212000 | PA      | $129625.44    | 0.01%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                            | International Finance Corp                                                       | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    350000 | PA      | $298067.72    | 0.02%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    423000 | PA      | $358455.72    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                    | Aetna Inc                                                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    265000 | PA      | $284725.90    | 0.01%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95488.51     | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                      | Magna International Inc                                                          | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18143.39     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4960000 | PA      | $4751525.00   | 0.24%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11949 | PA      | $10996.36     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    127000 | PA      | $137996.43    | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     89000 | PA      | $76288.59     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                     | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53336.52     | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                          | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53551.42     | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    368000 | PA      | $372736.77    | 0.02%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132ACSR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354833 | PA      | $325326.99    | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1915100 | PA      | $1937692.19   | 0.10%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                               | Port Authority of New York & New Jersey                                          | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $179112.83    | 0.01%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPKH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303891 | PA      | $252353.91    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586695 | PA      | $493595.84    | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9981.56      | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6EA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17043 | PA      | $16844.96     | 0.00%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QTCM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200220 | PA      | $208994.05    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114658.78    | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54836.17     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                        | Blue Owl Capital Corp                                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48167.69     | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27852.49     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141047.09    | 0.01%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390191 | PA      | $389103.33    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201065.08    | 0.01%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                        | Svensk Exportkredit AB                                                           | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    350000 | PA      | $351003.53    | 0.02%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174587 | PA      | $160091.57    | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261510.43    | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                               | Albemarle Corp                                                                   | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37505.97     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $174406.13    | 0.01%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    823649 | PA      | $849352.70    | 0.04%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $182906.55    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38902 | PA      | $34020.31     | 0.00%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599303 | PA      | $618335.56    | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165205 | PA      | $161651.90    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62183.80     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                           | Sonoco Products Co                                                               | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24117.56     | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $269343.44    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    176000 | PA      | $145164.11    | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                       | NBCUniversal Media LLC                                                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42652.64     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                     | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    240000 | PA      | $196069.67    | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219602 | PA      | $180658.45    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155385 | PA      | $128899.19    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X43D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19285 | PA      | $18775.51     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157627 | PA      | $139843.01    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                     | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52178.36     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                | Synchrony Card Funding LLC                                                       | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252709.89    | 0.01%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21664 | PA      | $20638.50     | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X83S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230211 | PA      | $181772.11    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $333065.14    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                  | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42855.74     | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                | J M Smucker Co/The                                                               | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88820.06     | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11485.68     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310139.38    | 0.02%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5DB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261257 | PA      | $233110.25    | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BGYZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162651 | PA      | $155051.39    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                       | Indiana Michigan Power Co                                                        | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237833.93    | 0.01%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                  | ONE Gas Inc                                                                      | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37358.39     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92743 | PA      | $90955.81     | 0.00%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209760 | PA      | $200981.68    | 0.01%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129828.12    | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819870 | PA      | $703467.14    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                      | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29670.89     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25150.72     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64384.33     | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                  | Southern Co/The                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15616.98     | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147967.80    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QU4A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685264 | PA      | $697048.53    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $314226.91    | 0.02%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $127177.61    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36444.70     | 0.00%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68979 | PA      | $60725.90     | 0.00%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69049 | PA      | $66832.31     | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJCZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49700 | PA      | $41491.02     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87825.57     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37152.41     | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $470680.19    | 0.02%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $510207.00    | 0.03%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    379000 | PA      | $398997.54    | 0.02%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3754800 | PA      | $3728105.70   | 0.19%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29657.21     | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100383.60    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                             | MDC Holdings Inc                                                                 | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    342000 | PA      | $299034.89    | 0.02%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105500 | PA      | $89609.76     | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                          | Kimco Realty OP LLC                                                              | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69000.53     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    335000 | PA      | $292068.04    | 0.01%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86887 | PA      | $82309.38     | 0.00%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196107.90    | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111870.91    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                  | Ameren Corp                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50684.48     | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50023.53     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                     | Packaging Corp of America                                                        | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97074.20     | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                       | Corp Andina de Fomento                                                           | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    338000 | PA      | $327593.30    | 0.02%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                      | DCP Midstream Operating LP                                                       | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51857.34     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105758 | PA      | $89592.83     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805519 | PA      | $661347.91    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4108000 | PA      | $3628519.38   | 0.18%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H052686<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7925000 | PA      | $7904569.35   | 0.40%             | 2055-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65301 | PA      | $60266.73     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    269000 | PA      | $261471.29    | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5051.96      | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $61647.39     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    852165 | PA      | $688648.65    | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18823 | PA      | $18418.44     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146108 | PA      | $122334.70    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H14B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $70199.56     | 0.00%             | 2028-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $35871.64     | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64992.80     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179M2N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119111 | PA      | $104284.78    | 0.01%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QERX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134992 | PA      | $112599.25    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $341996.08    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    187000 | PA      | $187915.08    | 0.01%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BHMZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63572 | PA      | $58016.72     | 0.00%             | 2032-11-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $226975.76    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                              | Best Buy Co Inc                                                                  | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    308000 | PA      | $307731.53    | 0.02%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7352 | PA      | $7164.45      | 0.00%             | 2030-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75109 | PA      | $62280.08     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                       | Old Republic International Corp                                                  | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21114.63     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                               | Mercedes-Benz Auto Lease Trust 2024-A                                            | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111048.38    | 0.01%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140253 | PA      | $123346.57    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                      | Providence St Joseph Health Obligated Group                                      | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $101373.41    | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624827 | PA      | $496256.42    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503391.53    | 0.03%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770314.73    | 0.04%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $43670.93     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $730731.82    | 0.04%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119257.16    | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369032 | PA      | $310492.64    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229317.72    | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $196796.17    | 0.01%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    985000 | PA      | $1001140.57   | 0.05%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1805000 | PA      | $1746619.53   | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $161956.72    | 0.01%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413265.29    | 0.02%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| AUTODESK INC                                                 | Autodesk Inc                                                                     | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     91000 | PA      | $84873.52     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50869.11     | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15086.77     | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4810600 | PA      | $4485508.65   | 0.23%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    190000 | PA      | $148084.28    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3397350 | PA      | $2673170.30   | 0.14%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                           | BMO 2024-C8 Mortgage Trust                                                       | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $310733.70    | 0.02%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80555.23     | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    129000 | PA      | $98972.78     | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VZT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9495 | PA      | $8620.18      | 0.00%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD OF ADMIN FIN CO                               | State Board of Administration Finance Corp                                       | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    100000 | PA      | $94988.81     | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                     | W R Berkley Corp                                                                 | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61111.94     | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6A42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66926 | PA      | $59285.51     | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0XP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423572 | PA      | $422396.46    | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXVS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131783 | PA      | $116340.53    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

**Name of Applicant:** BNY Mellon ETF Trust

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer