# EDGAR Filing Document

**Accession Number:** 0000830744
**File Stem:** 0001752724-25-155013
**Filing Date:** 2025-6
**Character Count:** 172293
**Document Hash:** e92977ee862504266d17ed54f13103fc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-155013.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-155013

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILMINGTON FUNDS
- **CENTRAL INDEX KEY:** 0000830744

**ORGANIZATION NAME:**
- **EIN:** 232515567
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05514
- **FILM NUMBER:** 251072044

**BUSINESS ADDRESS:**
- **STREET 1:** 1100 NORTH MARKET STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19890
- **BUSINESS PHONE:** 716-842-4487

**MAIL ADDRESS:**
- **STREET 1:** 1100 NORTH MARKET STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19890

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MTB GROUP OF FUNDS
- **DATE OF NAME CHANGE:** 20090729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MTB FUNDS
- **DATE OF NAME CHANGE:** 20071228

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MTB GROUP OF FUNDS
- **DATE OF NAME CHANGE:** 20030822

## Series and Classes Contracts Data

### Wilmington Broad Market Bond Fund (Series ID: S000005533)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000015051 | Class A Shares | WABMX           |
| C000015053 | Class I Shares | WIBMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Wilmington Funds

- **b. Investment Company Act file number:** 811-05514

- **c. CIK number of Registrant:** 0000830744

- **d. LEI of Registrant:** 549300NMSZ1AKT3BZF47

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

  - **Street Address 1:** 1100 North Market Street

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19890

  - **Telephone number:** 716-842-4487

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

- **a. Name of Series:** Wilmington Broad Market Bond Fund

- **b. EDGAR series identifier (if any):** S000005533

- **c. LEI of Series:** 54930057YSVN0ADT0U52

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $684110064.73

**Total Liabilities:** $28276711.53

**Net Assets:** $655833353.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 126.45013000 | **1-Year:** 17967.78596000 | **5-Year:** 115947.13248000 | **10-Year:** 57934.72484000 | **30-Year:** 6038.90388000

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

- **3-Month:** 0.00000000 | **1-Year:** 4.25265000 | **5-Year:** 2.82509000 | **10-Year:** 720.08451000 | **30-Year:** 16.49948000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015051 | 2.07%                | 0.05%                | 0.24%                |
| Class ID C000015053 | 2.26%                | -0.03%               | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3352563.86             | $15072925.99                               |
| Month 2  | $-228691.21              | $-1872887.36                               |
| Month 3  | $-342736.00              | $582871.55                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JOHNSON CONTROLS INTL PL           | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $84678.40     | 0.01%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140FMDD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1499412 | PA      | $1335714.87   | 0.20%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FMR LLC                            | FMR LLC                                                                         | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1105084.50   | 0.17%             | 2039-11-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31419CYS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17284 | PA      | $17142.92     | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140KNKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1744624 | PA      | $1465557.33   | 0.22%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2894000 | PA      | $2840586.89   | 0.43%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31760 | PA      | $31835.73     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KQTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2156580 | PA      | $2069472.39   | 0.32%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS           | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478326.25    | 0.07%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4603548.00   | 0.70%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS             | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    305000 | PA      | $260458.56    | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371KLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7912 | PA      | $8068.05      | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292L5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30670 | PA      | $27614.38     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320658 | PA      | $297076.30    | 0.05%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DPJK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    582014 | PA      | $542519.77    | 0.08%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6750000 | PA      | $6600320.98   | 1.01%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1315761.30   | 0.20%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140EU4Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270972 | PA      | $241408.93    | 0.04%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140H1WL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2022393 | PA      | $1858640.35   | 0.28%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292LH24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48470 | PA      | $45351.54     | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2190130 | PA      | $1658159.65   | 0.25%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140GQ4C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101014 | PA      | $92897.54     | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                       | Broadcom Inc                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2971861.50   | 0.45%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    985000 | PA      | $683071.75    | 0.10%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP           | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1063291.35   | 0.16%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $646549.94    | 0.10%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QE3Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1337480 | PA      | $1081345.83   | 0.16%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KQVF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6870605 | PA      | $6590970.52   | 1.00%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138X3XH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284778 | PA      | $258201.33    | 0.04%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                        | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1035645.75   | 0.16%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15961 | PA      | $16291.20     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XMJW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6236855 | PA      | $6140867.98   | 0.94%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WCQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14321 | PA      | $13758.39     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1554805.74   | 0.24%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3450882.32   | 0.53%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31389WYU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20334 | PA      | $21250.85     | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2047245.20   | 0.31%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XCLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1227181 | PA      | $1032031.38   | 0.16%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                        | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1668117.00   | 0.25%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR           | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505456.25   | 0.38%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMRT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14082 | PA      | $13892.68     | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3121734.66   | 0.48%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                               | CUSIP: 36207BA42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1491 | PA      | $1511.41      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                  | Union Electric Co                                                               | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213409.46    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                  | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    835000 | PA      | $775210.24    | 0.12%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    877125 | PA      | $702249.43    | 0.11%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC               | WEC Energy Group Inc                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697788.38    | 0.11%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                      | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028817.00   | 0.31%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WHMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36643 | PA      | $35669.22     | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2968594.50   | 0.45%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EPAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215932 | PA      | $213944.99    | 0.03%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2889103.50   | 0.44%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XD6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5540171 | PA      | $4658826.64   | 0.71%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140X83F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1532374 | PA      | $1355398.16   | 0.21%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                   | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2590754.10   | 0.40%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $322126.22    | 0.05%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IndyMac INDA Mortgage Loan Tru     | IndyMac INDA Mortgage Loan Trust 2005-AR1                                       | CUSIP: 45660LZK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13618 | PA      | $13928.62     | 0.00%             | 2035-11-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3575000 | PA      | $3600358.08   | 0.55%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431363.50    | 0.07%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                        | Ameren Corp                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1476150.03   | 0.23%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II           | Principal Life Global Funding II                                                | CUSIP: 74256LEH8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213416.75    | 0.03%             | 2030-11-19      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4886791.95   | 0.75%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962822.00    | 0.15%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $961601.65    | 0.15%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                      | DTE Energy Co                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4066198.00   | 0.62%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9YV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289065 | PA      | $281112.54    | 0.04%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161527 | PA      | $147102.42    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31335AM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17612 | PA      | $17332.59     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAC23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281448 | PA      | $260125.19    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $556322.72    | 0.08%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                         | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $784695.46    | 0.12%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31416W7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191200 | PA      | $177779.46    | 0.03%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140J94U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459252 | PA      | $421191.67    | 0.06%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292SBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312312 | PA      | $292360.59    | 0.04%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    881000 | PA      | $765254.55    | 0.12%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                              | CUSIP: 36202DAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10805 | PA      | $11123.14     | 0.00%             | 2029-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9894316.60   | 1.51%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                           | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $947757.13    | 0.14%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138W9KQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1396676 | PA      | $1266332.25   | 0.19%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2042077.00   | 0.31%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140GSN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274376 | PA      | $267423.19    | 0.04%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                              | CUSIP: 36202CJW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       101 | PA      | $100.95       | 0.00%             | 2025-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KHS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2080138 | PA      | $1737208.51   | 0.26%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2960824.50   | 0.45%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1233060 | PA      | $1082503.23   | 0.17%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6480009 | PA      | $5404588.36   | 0.82%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WD6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170658 | PA      | $165721.50    | 0.03%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4675000 | PA      | $4787884.89   | 0.73%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING           | Lincoln Financial Global Funding                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3066885.00   | 0.47%             | 2030-01-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5629883.05   | 0.86%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.              | BARCLAYS CAPITAL INC                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |   3679639 | PA      | $3679639.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KPUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2881500 | PA      | $2759622.95   | 0.42%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244762 | PA      | $226536.52    | 0.03%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                     | Solventum Corp                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1777238.75   | 0.27%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK             | Federal Home Loan Banks                                                         | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6960000 | PA      | $6865389.24   | 1.05%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315763 | PA      | $305114.47    | 0.05%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO           | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2971414.50   | 0.45%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4898815.50   | 0.75%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXUP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3864 | PA      | $4049.52      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $239035.92    | 0.04%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7259171.10   | 1.11%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140E0FC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234004 | PA      | $222292.64    | 0.03%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS             | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47261.18     | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 31394DGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3009 | PA      | $3007.63      | 0.00%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140JHY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235262 | PA      | $228209.61    | 0.03%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947978.00    | 0.14%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KRPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3082308 | PA      | $3105357.81   | 0.47%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                  | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966515.00    | 0.15%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116938 | PA      | $113974.17    | 0.02%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899291.00    | 0.14%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2106000 | PA      | $1821680.52   | 0.28%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6438925.22   | 0.98%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC             | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1174474.85   | 0.18%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                         | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121815.25    | 0.02%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5030000 | PA      | $4909015.27   | 0.75%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                 | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184622.70    | 0.03%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC             | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $232551.87    | 0.04%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QC3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057107 | PA      | $927006.51    | 0.14%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31294UAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76399 | PA      | $75199.97     | 0.01%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7012 | PA      | $7166.05      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1779466 | PA      | $1789535.21   | 0.27%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140FPFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337530 | PA      | $309235.00    | 0.05%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    780000 | PA      | $751404.03    | 0.11%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC             | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1223909.70   | 0.19%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 312942NM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194041 | PA      | $193266.63    | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNV41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5038655 | PA      | $4582765.20   | 0.70%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS              | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $668930.00    | 0.10%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032838.00   | 0.46%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES              | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1398783.07   | 0.21%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3367735 | PA      | $2923579.54   | 0.45%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP              | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1535016.00   | 0.23%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                 | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    665000 | PA      | $589156.75    | 0.09%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $196156.97    | 0.03%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286328 | PA      | $264226.38    | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE           | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878111.50    | 0.13%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DTML1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2116582 | PA      | $2123392.88   | 0.32%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                  | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945064.50    | 0.14%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                        | Nutrien Ltd                                                                     | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $776869.30    | 0.12%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31375BKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       256 | PA      | $256.27       | 0.00%             | 2026-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7NR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140649 | PA      | $142311.17    | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138Y14T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235342 | PA      | $220810.49    | 0.03%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3546554.00   | 0.54%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    650000 | PA      | $534948.38    | 0.08%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1332498.80   | 0.20%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur     | Banc of America Mortgage 2004-A Trust                                           | CUSIP: 05948XS93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19364 | PA      | $18996.13     | 0.00%             | 2034-02-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1968367.24   | 0.30%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                       | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2546672.65   | 0.39%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31390NRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32039 | PA      | $33231.07     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140MMBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5797277 | PA      | $5412198.69   | 0.83%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371NNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4328 | PA      | $4364.73      | 0.00%             | 2027-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3452201 | PA      | $2748029.13   | 0.42%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482007 | PA      | $443266.93    | 0.07%             | 2048-01-01      | Fixed         | 3.50%                 | 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        |   1042000 | PA      | $948338.27    | 0.14%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                          | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    335000 | PA      | $348502.85    | 0.05%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1071642.01   | 0.16%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                   | BANK OF MONTREAL                                                                | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |   3679639 | PA      | $3679639.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1466598.96   | 0.22%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1327693.84   | 0.20%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    765000 | PA      | $588829.87    | 0.09%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2720556.60   | 0.41%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    693104 | PA      | $640729.15    | 0.10%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                 | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1710405.00   | 0.26%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922516 | PA      | $833423.89    | 0.13%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248851.63    | 0.04%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976018.50    | 0.15%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6464292.24   | 0.99%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133G8DD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458098 | PA      | $442443.27    | 0.07%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO              | Becton Dickinson & Co                                                           | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85728.35     | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292SA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130998 | PA      | $119297.80    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8145000 | PA      | $8242953.40   | 1.26%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES CO., LTD.        | MIZUHO SECURITIES USA LLC                                                       | CUSIP: 000000000<br>LEI: 549300I6K0JHSVK8I066 | Long             | RA               | CORP              | US        |   3679639 | PA      | $3679639.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK           | Huntington National Bank/The                                                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3016465.50   | 0.46%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                   | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2565345.83   | 0.39%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371KDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2336 | PA      | $2454.25      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880145.50    | 0.13%             | 2047-05-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QFFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1160858 | PA      | $1026381.97   | 0.16%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503538.28    | 0.08%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140KP7H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4964761 | PA      | $3955210.31   | 0.60%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66623 | PA      | $59447.45     | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                    | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $864136.38    | 0.13%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82410 | PA      | $81652.18     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5042086.75   | 0.77%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK           | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2372076.25   | 0.36%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                           | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    845000 | PA      | $796998.09    | 0.12%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5NU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4540 | PA      | $4656.93      | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138ENEK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95344 | PA      | $94212.84     | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31417EZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595899 | PA      | $526366.90    | 0.08%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140L6WT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3052394 | PA      | $2549400.66   | 0.39%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $1605570.19   | 0.24%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                               | CUSIP: 36225A4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8264 | PA      | $8411.72      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN             | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $372491.89    | 0.06%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                         | FANNIE MAE POOL                                                                 | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3180615 | PA      | $2654304.92   | 0.40%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1009786 | PA      | $843222.58    | 0.13%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171141.34    | 0.03%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.         | HSBC SECURITIES (USA) INC                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   2126893 | PA      | $2126893.00   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION           | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1492084.30   | 0.23%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                          | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1224208.00   | 0.19%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                               | CUSIP: 36225BLL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5962 | PA      | $6132.78      | 0.00%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31388RN78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4697 | PA      | $4762.34      | 0.00%             | 2033-05-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1547935.86   | 0.24%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796064 | PA      | $699860.04    | 0.11%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999762.50    | 0.15%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                    | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134876.83    | 0.02%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2135000 | PA      | $1517706.64   | 0.23%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC               | Entergy Arkansas LLC                                                            | CUSIP: 29364DAT7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $893376.00    | 0.14%             | 2044-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292GQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1290 | PA      | $1314.85      | 0.00%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $790504.50    | 0.12%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WEV63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83246 | PA      | $79607.40     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6685613.20   | 1.02%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.       | RBC DOMINION SECURITIES INC                                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   1289505 | PA      | $1289505.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJDB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8617 | PA      | $9170.64      | 0.00%             | 2035-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QUVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3006537 | PA      | $3055378.06   | 0.47%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    906245 | PA      | $724779.40    | 0.11%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                        | Southern Co/The                                                                 | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37176.18     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1059046.25   | 0.16%             | 2047-04-15      | Fixed         | 5.30%                 | 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      | $9336827.79   | 1.42%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907766.50    | 0.14%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5415268 | PA      | $4553895.04   | 0.69%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2957917.50   | 0.45%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140KEGE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606815 | PA      | $557360.48    | 0.08%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DP4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5533820 | PA      | $5445274.94   | 0.83%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2800369.08   | 0.43%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4180000 | PA      | $4073997.46   | 0.62%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS           | Discovery Communications LLC                                                    | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $886952.00    | 0.14%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QG4P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2305116 | PA      | $1840478.72   | 0.28%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XSBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2864876 | PA      | $2954512.16   | 0.45%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                        | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1768878.00   | 0.27%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38750 | PA      | $39245.19     | 0.01%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1170852 | PA      | $940867.27    | 0.14%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC             | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $983466.50    | 0.15%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626323 | PA      | $558844.81    | 0.09%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132A5FL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431624 | PA      | $384523.81    | 0.06%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1625065.20   | 0.25%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $226623.45    | 0.03%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WVX55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862865 | PA      | $798542.00    | 0.12%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV           | Southwestern Public Service Co                                                  | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1176368.29   | 0.18%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5859909 | PA      | $5628618.22   | 0.86%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGCU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1630667 | PA      | $1425768.83   | 0.22%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3035000 | PA      | $2513350.85   | 0.38%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132QTW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111553 | PA      | $105969.45    | 0.02%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1496184.24   | 0.23%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                        | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2067591.50   | 0.32%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626574 | PA      | $545290.28    | 0.08%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $402800.27    | 0.06%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XR3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8840742 | PA      | $8852766.46   | 1.35%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2991649.50   | 0.46%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                   | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246603.88    | 0.04%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132E0ES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3282285 | PA      | $3338405.87   | 0.51%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1540150.38   | 0.23%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                 | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    675000 | PA      | $554063.96    | 0.08%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.              | BOFA SECURITIES INC                                                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   1187383 | PA      | $1187383.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $476541.13    | 0.07%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140H1V98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114555 | PA      | $108492.69    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae I Pool                                                               | CUSIP: 36210VGN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5124 | PA      | $5286.52      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13255000 | PA      | $7733662.49   | 1.18%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1695000 | PA      | $1284228.28   | 0.20%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991772 | PA      | $927988.42    | 0.14%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    890000 | PA      | $844301.62    | 0.13%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    775000 | PA      | $727254.96    | 0.11%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $959101.50    | 0.15%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                   | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4964987.50   | 0.76%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC. | DAIWA CAPITAL MARKETS AMERICA INC                                               | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   3679639 | PA      | $3679639.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1510000 | PA      | $1531821.01   | 0.23%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                    | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219563.01    | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133KKZN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1065158 | PA      | $899983.34    | 0.14%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2839370 | PA      | $2836987.74   | 0.43%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $876511.28    | 0.13%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994245.50    | 0.15%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                   | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896690.00    | 0.14%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                | Fifth Third Bancorp                                                             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1279581.25   | 0.20%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292LYA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    945865 | PA      | $883770.09    | 0.13%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                        | Truist Bank                                                                     | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248787.50    | 0.04%             | 2025-09-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132E0F31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1196233 | PA      | $1172615.58   | 0.18%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292HMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4547 | PA      | $4698.81      | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1880000 | PA      | $1606544.56   | 0.24%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7153736.17   | 1.09%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EPA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896505 | PA      | $812668.91    | 0.12%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $465119.04    | 0.07%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                        | FREDDIE MAC POOL                                                                | CUSIP: 31427MYZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2545257 | PA      | $2548729.78   | 0.39%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $344157.94    | 0.05%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                  | Healthpeak OP LLC                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2109227.23   | 0.32%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10108375.30  | 1.54%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2235000 | PA      | $1606819.55   | 0.25%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31403DDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11479 | PA      | $11718.02     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    715000 | PA      | $676306.35    | 0.10%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $153839.63    | 0.02%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $421128.59    | 0.06%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299793.73    | 0.05%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                        | Truist Bank                                                                     | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988812.00    | 0.15%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109755 | PA      | $95479.51     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138Y63L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361911 | PA      | $348734.64    | 0.05%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1079145 | PA      | $975193.60    | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION           | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1095696.75   | 0.17%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371NBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3598 | PA      | $3609.61      | 0.00%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                         | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $600087.80    | 0.09%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $471865.81    | 0.07%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1872184 | PA      | $1639975.93   | 0.25%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XLVF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612318 | PA      | $612381.21    | 0.09%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $874884.08    | 0.13%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                  | Healthpeak OP LLC                                                               | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108510.00    | 0.02%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418ATQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129830 | PA      | $117719.57    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31410GNE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62424 | PA      | $63487.39     | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260287 | PA      | $259247.63    | 0.04%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14842277.85  | 2.26%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XEBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789345 | PA      | $637014.96    | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                  | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2922952.05   | 0.45%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4403746.55   | 0.67%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31292LEX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88862 | PA      | $82148.85     | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    640000 | PA      | $569248.00    | 0.09%             | 2044-03-15      | Fixed         | 5.20%                 | 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        |   3500000 | PA      | $3029678.75   | 0.46%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.       | RBC DOMINION SECURITIES INC                                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |    567606 | PA      | $567606.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $989259.95    | 0.15%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    723281 | PA      | $667414.71    | 0.10%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138E9AZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410989 | PA      | $397293.02    | 0.06%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9BZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198463 | PA      | $197041.59    | 0.03%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132JA6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259871 | PA      | $243286.55    | 0.04%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A     | Ginnie Mae II Pool                                                              | CUSIP: 36202C3Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4767 | PA      | $4893.81      | 0.00%             | 2028-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    773972 | PA      | $710898.31    | 0.11%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140HBFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532359 | PA      | $504148.62    | 0.08%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QFSY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1176477 | PA      | $982458.99    | 0.15%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12092816.64  | 1.84%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $290320.54    | 0.04%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4039399.72   | 0.62%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10411923.10  | 1.59%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWPY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    732808 | PA      | $697893.83    | 0.11%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  12739796 | NS      | $12739795.74  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1143503 | PA      | $1070162.89   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142421.55    | 0.02%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2416896 | PA      | $2033835.82   | 0.31%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP              | General Dynamics Corp                                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003505.50   | 0.15%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7412651.84   | 1.13%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9MP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580639 | PA      | $563046.29    | 0.09%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                         | Federal National Mortgage Association                                           | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $821265.00    | 0.13%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2120000 | PA      | $2155622.36   | 0.33%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31400FRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36730 | PA      | $38096.83     | 0.01%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140M2SE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1917722 | PA      | $1671635.43   | 0.25%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3911290.24   | 0.60%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                        | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1627381.18   | 0.25%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2685854.02   | 0.41%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                      | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $705000.00    | 0.11%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194391 | PA      | $192996.69    | 0.03%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1098000 | PA      | $832976.35    | 0.13%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WJFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379023 | PA      | $337672.71    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    775000 | PA      | $740109.89    | 0.11%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $705647.03    | 0.11%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                        | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039239.00   | 0.31%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QF4F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3526017 | PA      | $2973150.35   | 0.45%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1487993 | PA      | $1375712.17   | 0.21%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229343.63    | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96549.40     | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                     | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193967.20    | 0.03%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1203726 | PA      | $1063316.17   | 0.16%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS             | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013670.00   | 0.31%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJU99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175687 | PA      | $173345.29    | 0.03%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $505414.09    | 0.08%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $400940.83    | 0.06%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140X7NF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750637 | PA      | $630341.00    | 0.10%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371NEZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4112 | PA      | $4136.57      | 0.00%             | 2027-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QC5P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916116 | PA      | $832639.37    | 0.13%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31296NNF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3811 | PA      | $3838.18      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31283HYW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14364 | PA      | $14544.78     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS           | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1210973.53   | 0.18%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3501644 | PA      | $2927620.56   | 0.45%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138ELFB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61304 | PA      | $60895.02     | 0.01%             | 2043-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 31296TKN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5771 | PA      | $5995.43      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132GTR25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350848 | PA      | $329111.63    | 0.05%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141856.01    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EJHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52362 | PA      | $51563.44     | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978146.50    | 0.15%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                | Dominion Energy Inc                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1895339.55   | 0.29%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4918050.75   | 0.75%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289163 | PA      | $273156.21    | 0.04%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371225 | PA      | $328563.49    | 0.05%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4936999.45   | 0.75%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL            | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1090905.19   | 0.17%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2958396.96   | 0.45%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31390CTA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15598 | PA      | $16290.00     | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XA7A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2133373 | PA      | $1821150.45   | 0.28%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31417F7K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23594 | PA      | $23144.21     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                 | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    563000 | PA      | $485334.15    | 0.07%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140XAD82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1976217 | PA      | $1596925.43   | 0.24%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7G26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156955 | PA      | $159006.42    | 0.02%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119251 | PA      | $118132.12    | 0.02%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QEXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2055150 | PA      | $1661577.10   | 0.25%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6569038.26   | 1.00%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EHPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145573 | PA      | $144163.33    | 0.02%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAEQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25707 | PA      | $25306.56     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385255 | PA      | $343207.12    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5086272.70   | 0.78%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140QVVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4518758 | PA      | $4436289.79   | 0.68%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138WHJG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92971 | PA      | $89560.02     | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31410LL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20521 | PA      | $20328.61     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $13221306.75  | 2.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                         | Federal National Mortgage Association                                           | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $463475.60    | 0.07%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31371M3Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4678 | PA      | $4924.39      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Pool                                                                | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5958427 | PA      | $6062949.02   | 0.92%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                   | Ventas Realty LP                                                                | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   3208000 | PA      | $3150851.08   | 0.48%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                          | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1478937.75   | 0.23%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                        | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1359811.01   | 0.21%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6637000 | PA      | $5283300.49   | 0.81%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BQ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1127866.50   | 0.17%             | 2026-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140EUHX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175740 | PA      | $156560.08    | 0.02%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 312941YL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218133 | PA      | $209527.40    | 0.03%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5267464.26   | 0.80%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC               | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    394000 | PA      | $341773.33    | 0.05%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2651872 | PA      | $2691916.18   | 0.41%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128M92M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496993 | PA      | $472871.54    | 0.07%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140HJJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493227 | PA      | $467108.49    | 0.07%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1879489.50   | 0.29%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

**Name of Applicant:** Wilmington Funds

**Signature:** John C. McDonnell

**Name of Signer:** John C. McDonnell

**Title:** Chief Operations Officer