# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-25-031950
**Filing Date:** 2025-11
**Character Count:** 558412
**Document Hash:** e81f7350a84d18ba92c8d8dc7452c30b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031950.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001410368-25-031950

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET INSTITUTIONAL INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001107414

**ORGANIZATION NAME:**
- **EIN:** 046910804
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09819
- **FILM NUMBER:** 251525397

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

## Series and Classes Contracts Data

### State Street Income Fund (Series ID: S000071465)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000226666 | State Street Income Fund | SSASX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-09819

- **c. CIK number of Registrant:** 0001107414

- **d. LEI of Registrant:** 549300P1E098W6ES7M39

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-7037

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

- **a. Name of Series:** State Street Income Fund

- **b. EDGAR series identifier (if any):** S000071465

- **c. LEI of Series:** 549300Q22FUOGXUWHQ92

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $828368535.77

**Total Liabilities:** $143193902.80

**Net Assets:** $685174632.97

**Delayed Delivery Securities:** $3034397.37

**Cash Not Reported:** $1874605.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -636.80000000 | **1-Year:** -14115.78000000 | **5-Year:** -39362.29000000 | **10-Year:** -41285.42000000 | **30-Year:** -26764.06000000

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

- **3-Month:** -17.87000000 | **1-Year:** 1016.72000000 | **5-Year:** 28770.09000000 | **10-Year:** -472.17000000 | **30-Year:** -94.35000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226666 | -0.27%               | 1.48%                | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1709795.25              | $-4996896.08                               |
| Month 2  | $-887252.70              | $6867016.26                                |
| Month 3  | $1979750.26              | $2760621.39                                |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MetLife Inc                                      | MetLife Inc                                                                                    | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55038.00     | 0.01%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | Brixmor Operating Partnership LP                                                               | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     38000 | PA      | $37843.82     | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406MUE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13494 | PA      | $14090.51     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31298SNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2047 | PA      | $2050.30      | 0.00%             | 2027-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                              | CUSIP: 31398NDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35986 | PA      | $3320.66      | 0.00%             | 2040-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    380000 | PA      | $388299.20    | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    662000 | PA      | $575330.96    | 0.08%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KGXM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11134645 | PA      | $9972724.57   | 1.46%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    152000 | PA      | $137166.32    | 0.02%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                            | Time Warner Cable LLC                                                                          | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47790.78     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                            | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    270000 | PA      | $254361.60    | 0.04%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407GVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20725 | PA      | $21515.47     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    378000 | PA      | $372477.42    | 0.05%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106447.32    | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                                             | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    425000 | PA      | $413503.75    | 0.06%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                           | Boardwalk Pipelines LP                                                                         | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93232.80     | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7682.94      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                                 | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     72000 | PA      | $48201.12     | 0.01%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     61000 | PA      | $49566.16     | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                    | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    926000 | PA      | $966956.98    | 0.14%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84110.40     | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                     | NNN REIT Inc                                                                                   | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     94000 | PA      | $93903.18     | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31384SEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       118 | PA      | $120.90       | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    522000 | PA      | $518382.54    | 0.08%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36200KPA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4153 | PA      | $4256.41      | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                                                        | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    244000 | PA      | $216010.76    | 0.03%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                                          | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13408.35     | 0.00%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1194091.86   | 0.17%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    456000 | PA      | $464454.24    | 0.07%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31384KLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       831 | PA      | $855.27       | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6370300 | PA      | $6164260.61   | 0.90%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    213000 | PA      | $211585.68    | 0.03%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                              | Emerson Electric Co                                                                            | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     52000 | PA      | $33779.20     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                          | Astrazeneca Finance LLC                                                                        | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    178000 | PA      | $183484.18    | 0.03%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31403ALU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15783 | PA      | $16423.70     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31531.26     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77542.92     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                            | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     55000 | PA      | $41189.50     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                                         | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    131000 | PA      | $117461.15    | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    178000 | PA      | $141081.02    | 0.02%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                               | Sonoco Products Co                                                                             | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    477000 | PA      | $479685.51    | 0.07%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    184000 | PA      | $178369.60    | 0.03%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    134000 | PA      | $121824.76    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                                                    | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110904.20    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72525.75     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2588485 | PA      | $2393958.57   | 0.35%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                                 | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     81000 | PA      | $71012.70     | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                         | MSCI Inc                                                                                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    219000 | PA      | $220822.08    | 0.03%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    374000 | PA      | $368404.96    | 0.05%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    136000 | PA      | $114816.64    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    156000 | PA      | $124342.92    | 0.02%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                                                                     | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68830.95     | 0.01%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    158000 | PA      | $157350.62    | 0.02%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                       | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8939.28      | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                 | Berry Global Inc                                                                               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150992.45    | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                             | Shell Finance US Inc                                                                           | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $65910.03     | 0.01%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | RIO TINTO FIN USA PLC                                                                          | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    168000 | PA      | $175069.44    | 0.03%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406VXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21245 | PA      | $22280.51     | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402ESH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2168 | PA      | $2255.89      | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209CNQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1750 | PA      | $1761.75      | 0.00%             | 2028-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                         | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $78242.78     | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                     | Vontier Corp                                                                                   | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    146000 | PA      | $139018.28    | 0.02%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     97000 | PA      | $87461.02     | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406D5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5047 | PA      | $5270.21      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                             | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    103000 | PA      | $77923.62     | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                       | Pfizer Inc                                                                                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24082.65     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                              | Citadel Finance LLC                                                                            | CUSIP: 17287HAA8<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1489185.00   | 0.22%             | 2026-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                           | BP Capital Markets PLC                                                                         | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    151000 | PA      | $150531.90    | 0.02%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                            | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106860.72    | 0.02%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                                         | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     86000 | PA      | $84795.14     | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                         | Crowdstrike Holdings Inc                                                                       | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   3067000 | PA      | $2921716.21   | 0.43%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                                  | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81816.84     | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                       | Kenvue Inc                                                                                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    134000 | PA      | $124575.78    | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                            | Quest Diagnostics Inc                                                                          | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35796.76     | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31418NXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168744 | PA      | $168819.64    | 0.02%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    212000 | PA      | $206755.12    | 0.03%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    723000 | PA      | $736071.84    | 0.11%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30196.08     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                             | Parker-Hannifin Corp                                                                           | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81538.80     | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                         | Florida Power & Light Co                                                                       | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     64000 | PA      | $55783.68     | 0.01%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406FGM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13798 | PA      | $14410.50     | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                     | QUALCOMM Inc                                                                                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195135.75    | 0.03%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                         | Medtronic Global Holdings SCA                                                                  | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    512000 | PA      | $512225.28    | 0.07%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                                          | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206924.00    | 0.03%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     68000 | PA      | $54933.80     | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NED4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5870 | PA      | $6162.87      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36201Y4S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7417 | PA      | $7809.37      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                                          | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361474.10    | 0.05%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| State of California                              | CALIFORNIA ST                                                                                  | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1060000 | PA      | $1081008.56   | 0.16%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207XCM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1287 | PA      | $1296.70      | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                                           | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    556000 | PA      | $605400.60    | 0.09%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                                   | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    168000 | PA      | $168460.32    | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128327.71    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47325.60     | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $309900.80    | 0.05%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                               | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31695.84     | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    117000 | PA      | $87045.66     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                       | Nasdaq Inc                                                                                     | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102327.24    | 0.01%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     64000 | PA      | $51751.04     | 0.01%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                           | Indiana Michigan Power Co                                                                      | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    117000 | PA      | $78805.35     | 0.01%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36225AVG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4 | PA      | $3.51         | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                                  | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    263000 | PA      | $180841.43    | 0.03%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                    | DTE Energy Co                                                                                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58263.09     | 0.01%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     84000 | PA      | $51702.84     | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    107000 | PA      | $95441.86     | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                            | Campbell's Company/The                                                                         | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    197000 | PA      | $201802.86    | 0.03%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                          | Kinder Morgan Energy Partners LP                                                               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36662.00     | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39877000 | PA      | $40042115.90  | 5.84%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31292HF33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        73 | PA      | $76.94        | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31390CTA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1530 | PA      | $1609.66      | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                                    | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    146000 | PA      | $126449.14    | 0.02%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    316000 | PA      | $330147.32    | 0.05%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1777000 | PA      | $1746808.77   | 0.25%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     46000 | PA      | $33276.40     | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31412PLZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26321 | PA      | $26840.24     | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                                | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $172237.20    | 0.03%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278353.60    | 0.04%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     38000 | PA      | $29173.74     | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    128000 | PA      | $103329.28    | 0.02%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36202XD61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39344 | PA      | $40106.09     | 0.01%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132432.00    | 0.02%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                            | Molson Coors Beverage Co                                                                       | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28464.10     | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                              | CUSIP: 31397L3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49459 | PA      | $4364.48      | 0.00%             | 2038-07-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36200MRA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30596 | PA      | $31956.62     | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80201.60     | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                                  | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    416000 | PA      | $406602.56    | 0.06%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    213000 | PA      | $221102.52    | 0.03%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296MJA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9839 | PA      | $10250.01     | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                                            | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    735000 | PA      | $715713.60    | 0.10%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                       | STERIS Irish FinCo UnLtd Co                                                                    | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    202000 | PA      | $148593.22    | 0.02%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296JPF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22610 | PA      | $23553.62     | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     68000 | PA      | $58869.64     | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    216000 | PA      | $136829.52    | 0.02%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                  | Nevada Power Co                                                                                | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    126000 | PA      | $130819.50    | 0.02%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    138000 | PA      | $99173.70     | 0.01%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1884500 | PA      | $1913356.41   | 0.28%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2018-BNK15                                                                                | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4925103 | PA      | $4942382.72   | 0.72%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65905.60     | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36202U2L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6452 | PA      | $6723.35      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31404KLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9187 | PA      | $9593.28      | 0.00%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                    | ArcelorMittal SA                                                                               | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    698000 | PA      | $697692.88    | 0.10%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37465.68     | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108078.95    | 0.02%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31411UL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2638 | PA      | $2688.26      | 0.00%             | 2037-04-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                               | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    293000 | PA      | $277371.38    | 0.04%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                                                                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    109000 | PA      | $92791.70     | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31386FF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        48 | PA      | $49.41        | 0.00%             | 2030-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                        | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    236000 | PA      | $221778.64    | 0.03%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                         | Huntington Ingalls Industries Inc                                                              | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    254000 | PA      | $238742.22    | 0.03%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                   | Halliburton Co                                                                                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48233.18     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    137000 | PA      | $146215.99    | 0.02%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                         | Aptiv Swiss Holdings Ltd                                                                       | CUSIP: 03835VAF3<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     72000 | PA      | $57444.48     | 0.01%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47231.71     | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                             | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     58000 | PA      | $47452.70     | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                | Hormel Foods Corp                                                                              | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    189000 | PA      | $169718.22    | 0.02%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                         | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    273000 | PA      | $286884.78    | 0.04%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                          | Fidelity National Financial Inc                                                                | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    166000 | PA      | $106490.66    | 0.02%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                         | Enbridge Energy Partners LP                                                                    | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14922.00     | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                          | Transcontinental Gas Pipe Line Co LLC                                                          | CUSIP: 893574AK9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64802.40     | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213296.35    | 0.03%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                                          | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    195000 | PA      | $197018.25    | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                                           | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    169000 | PA      | $151655.53    | 0.02%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                                         | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    183000 | PA      | $165644.28    | 0.02%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36294PMJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6408 | PA      | $6713.40      | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                                                                               | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    363000 | PA      | $278558.94    | 0.04%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27402.00     | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                               | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    790000 | PA      | $814679.60    | 0.12%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91276.88     | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                       | CUSIP: 38384NTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9514026 | PA      | $311236.13    | 0.05%             | 2064-05-20      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31388LP61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1188 | PA      | $1206.86      | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                          | AEP Transmission Co LLC                                                                        | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132846.26    | 0.02%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                                        | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    112000 | PA      | $79203.04     | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp                                                                            | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    104000 | PA      | $97465.68     | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2908 | PA      | $3127.68      | 0.00%             | 2034-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276270.50    | 0.04%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                              | Emera US Finance LP                                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $235617.36    | 0.03%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                        | Mylan Inc                                                                                      | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     52000 | PA      | $42568.24     | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209CRJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       640 | PA      | $641.60       | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407CRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1926 | PA      | $1961.81      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93642.80     | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    133000 | PA      | $102731.86    | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                           | Advanced Micro Devices Inc                                                                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    154000 | PA      | $132341.44    | 0.02%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                       | PacifiCorp                                                                                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $176833.80    | 0.03%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66                                                                                    | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    176000 | PA      | $116783.04    | 0.02%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69663.30     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3028115 | PA      | $2748827.76   | 0.40%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                       | Masco Corp                                                                                     | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26599.86     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                                     | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104795.87    | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                             | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     31000 | PA      | $22767.95     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207JUA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       139 | PA      | $139.59       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     83000 | PA      | $68109.80     | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                        | ONEOK Inc                                                                                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92932.11     | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41253.66     | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                         | Baylor Scott & White Holdings                                                                  | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     29000 | PA      | $18634.24     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405KHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       857 | PA      | $871.46       | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197055 | PA      | $204593.61    | 0.03%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                   | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    398000 | PA      | $366959.98    | 0.05%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    111000 | PA      | $90793.56     | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31400SE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5076 | PA      | $5369.89      | 0.00%             | 2033-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                                            | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35416.50     | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406ST37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19527 | PA      | $20390.76     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                              | Block Financial LLC                                                                            | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $127088.28    | 0.02%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    107000 | PA      | $96711.95     | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406VXG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4847 | PA      | $5082.43      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                           | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18471.23     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                    | J M Smucker Co/The                                                                             | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    202000 | PA      | $220291.10    | 0.03%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                         | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    453000 | PA      | $462970.53    | 0.07%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GS1                                                          | CUSIP: 36252AAK2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1883636 | PA      | $1617709.47   | 0.24%             | 2048-11-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31390L6T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1040 | PA      | $1094.02      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    115000 | PA      | $69378.35     | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                          | Kinder Morgan Energy Partners LP                                                               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18488.19     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                                    | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     59000 | PA      | $58630.07     | 0.01%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                  | CMS Energy Corp                                                                                | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    172000 | PA      | $155845.76    | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14676500 | PA      | $14840464.10  | 2.17%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                                 | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $101388.00    | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                           | Berkshire Hathaway Finance Corp                                                                | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    305000 | PA      | $200168.45    | 0.03%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                 | Coca-Cola Co/The                                                                               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    106000 | PA      | $67122.38     | 0.01%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings Inc                                                                            | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     81000 | PA      | $56872.53     | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    419000 | PA      | $408516.62    | 0.06%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52713.36     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8396300 | PA      | $5597970.64   | 0.82%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                  | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    161000 | PA      | $145110.91    | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57969.38     | 0.01%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                | Travelers Cos Inc/The                                                                          | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    266000 | PA      | $163600.64    | 0.02%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                                       | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    106000 | PA      | $68029.74     | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RLM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27467 | PA      | $28011.65     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2019-CD8 Mortgage Trust                                                                     | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4218308 | PA      | $3920411.85   | 0.57%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                                              | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     53000 | PA      | $35445.87     | 0.01%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                         | Memorial Sloan-Kettering Cancer Center                                                         | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    185000 | PA      | $151202.35    | 0.02%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                          | Spectra Energy Partners LP                                                                     | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15440.76     | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                  | Tyson Foods Inc                                                                                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210758.00    | 0.03%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                  | Sealed Air Corp                                                                                | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    617000 | PA      | $597897.68    | 0.09%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    155000 | PA      | $143627.65    | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    141000 | PA      | $122303.40    | 0.02%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550505 | PA      | $536863.42    | 0.08%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79774.20     | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    102000 | PA      | $91268.58     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                                                   | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    380000 | PA      | $341734.00    | 0.05%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                        | Hess Corp                                                                                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29062.88     | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                         | Constellation Energy Generation LLC                                                            | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    142000 | PA      | $157908.26    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                 | Progressive Corp/The                                                                           | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    196000 | PA      | $180917.80    | 0.03%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    320000 | PA      | $337001.60    | 0.05%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                  | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1137071.67   | 0.17%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    223000 | PA      | $173079.22    | 0.03%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCQM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26079 | PA      | $4112.38      | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297QPT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3806 | PA      | $3996.52      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5431000 | PA      | $5457306.41   | 0.80%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31390RXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       946 | PA      | $1000.24      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                                              | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506052.60    | 0.07%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        58 | NC      | $20125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA                                 | ArcelorMittal SA                                                                               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     97000 | PA      | $108046.36    | 0.02%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                | Tampa Electric Co                                                                              | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    174000 | PA      | $124961.58    | 0.02%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                              | Block Financial LLC                                                                            | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $41420.18     | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82450.00     | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                           | Commonwealth Bank of Australia                                                                 | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $189116.00    | 0.03%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                          | Shell International Finance BV                                                                 | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    209000 | PA      | $144502.60    | 0.02%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                                | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    139000 | PA      | $135676.51    | 0.02%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                     | Stryker Corp                                                                                   | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    213000 | PA      | $192547.74    | 0.03%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                           | Smurfit Kappa Treasury ULC                                                                     | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    826000 | PA      | $851407.76    | 0.12%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                    | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    388000 | PA      | $385132.68    | 0.06%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                          | Public Service Co of Colorado                                                                  | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124173.75    | 0.02%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406BZ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16792 | PA      | $16842.57     | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                                                                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    116000 | PA      | $100312.16    | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                           | Bunge Ltd Finance Corp                                                                         | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    249000 | PA      | $245929.83    | 0.04%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    204000 | PA      | $189391.56    | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402N2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11853 | PA      | $12203.98     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66 Co                                                                                 | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    264000 | PA      | $252494.88    | 0.04%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    217000 | PA      | $198674.35    | 0.03%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                        | Amgen Inc                                                                                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31444.56     | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                               | Athene Holding Ltd                                                                             | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    151000 | PA      | $161055.09    | 0.02%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    134000 | PA      | $122802.96    | 0.02%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                                     | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    246000 | PA      | $255534.96    | 0.04%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                       | Pfizer Inc                                                                                     | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35897.69     | 0.01%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31293TLQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2171 | PA      | $2180.35      | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                            | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     95000 | PA      | $89541.30     | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                              | Eastman Chemical Co                                                                            | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    106000 | PA      | $90522.94     | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    133000 | PA      | $124440.12    | 0.02%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                                     | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    314000 | PA      | $325134.44    | 0.05%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36205CJS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1866 | PA      | $1870.67      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31400YY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2544 | PA      | $2647.01      | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    146000 | PA      | $112072.52    | 0.02%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    326000 | PA      | $329612.08    | 0.05%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                            | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95907.24     | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31404QKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21772 | PA      | $22734.93     | 0.00%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31400UF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8053 | PA      | $8570.93      | 0.00%             | 2033-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    112000 | PA      | $111452.32    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34438852 | PA      | $27757680.27  | 4.05%             | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297CGN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10471 | PA      | $11262.47     | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71675.91     | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                                     | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    788000 | PA      | $795722.40    | 0.12%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96052.60     | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                   | Clorox Co/The                                                                                  | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116577.50    | 0.02%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406YT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3999 | PA      | $4193.36      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     84000 | PA      | $66879.96     | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296NK55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6121 | PA      | $6356.57      | 0.00%             | 2033-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208FKY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       119 | PA      | $119.20       | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7299.20      | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                                                                 | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21826.22     | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    314000 | PA      | $324509.58    | 0.05%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207R3A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        15 | PA      | $15.37        | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                              | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270209.50    | 0.04%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                    | CME Group Inc                                                                                  | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49860.50     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                         | Sumitomo Mitsui Trust Bank Ltd                                                                 | CUSIP: 86563VAY5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    873000 | PA      | $850834.53    | 0.12%             | 2026-09-16      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    457000 | PA      | $480878.25    | 0.07%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    361000 | PA      | $373472.55    | 0.05%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                              | CUSIP: 3136A14B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5831105 | PA      | $679222.06    | 0.10%             | 2041-11-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    122000 | PA      | $117313.98    | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                       | STERIS Irish FinCo UnLtd Co                                                                    | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    237000 | PA      | $215871.45    | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31403RUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9715 | PA      | $10108.97     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290VJ88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6000 | PA      | $6325.28      | 0.00%             | 2036-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                                  | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     36000 | PA      | $26672.04     | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31293TFC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       402 | PA      | $412.37       | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    187000 | PA      | $183390.90    | 0.03%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                                    | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81427.98     | 0.01%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                                                   | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    739000 | PA      | $756277.82    | 0.11%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31390FA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       392 | PA      | $412.81       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121673.75    | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    276000 | PA      | $280537.44    | 0.04%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                                       | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    454000 | PA      | $433224.96    | 0.06%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                                | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    308000 | PA      | $300410.88    | 0.04%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                         | TWDC Enterprises 18 Corp                                                                       | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28972.08     | 0.00%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    106000 | PA      | $74627.18     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                            | Nippon Life Insurance Co                                                                       | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    386000 | PA      | $363859.04    | 0.05%             | 2050-01-23      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                              | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    323000 | PA      | $320900.50    | 0.05%             | 2026-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31371JWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        69 | PA      | $73.26        | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209RC68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       167 | PA      | $170.15       | 0.00%             | 2029-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    138000 | PA      | $91985.28     | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources Inc                                                                              | CUSIP: 26875PAQ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38286.14     | 0.01%             | 2036-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                                  | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163307.34    | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                               | Siemens Funding BV                                                                             | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $352720.50    | 0.05%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    354000 | PA      | $360704.76    | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                              | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271436.00    | 0.04%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    339000 | PA      | $351441.30    | 0.05%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                       | Pfizer Inc                                                                                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    207000 | PA      | $131252.49    | 0.02%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                     | QUALCOMM Inc                                                                                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16308.84     | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                            | Texas Instruments Inc                                                                          | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     83000 | PA      | $74140.58     | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                                     | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    138000 | PA      | $136542.72    | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                                                   | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    453000 | PA      | $462966.00    | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    114000 | PA      | $96839.58     | 0.01%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                                   | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37763.00     | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31371FDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2025-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                              | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    592000 | PA      | $597239.20    | 0.09%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton Inc                                                                                  | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    233000 | PA      | $241448.58    | 0.04%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                                      | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $130055.90    | 0.02%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     72000 | PA      | $60819.84     | 0.01%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                                                            | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153926.08    | 0.02%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406XUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18381 | PA      | $19277.29     | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                 | CUSIP: 05565ADW0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196418.00    | 0.03%             | 2027-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                             | Cross 2025-H7 Mortgage Trust                                                                   | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4431520 | PA      | $4413109.35   | 0.64%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PJS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33929 | PA      | $35345.23     | 0.01%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                            | United Parcel Service Inc                                                                      | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    148000 | PA      | $146222.52    | 0.02%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36200KU96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58361 | PA      | $61009.09     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59725.10     | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251678 | PA      | $261306.20    | 0.04%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                            | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43687.12     | 0.01%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                                                                               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10927.41     | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                            | Flowserve Corp                                                                                 | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    144000 | PA      | $127548.00    | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                                   | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75214.37     | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    229000 | PA      | $227087.85    | 0.03%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                                                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     89000 | PA      | $79837.45     | 0.01%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49722.50     | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36203T6N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        58 | PA      | $58.33        | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129474.56    | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11238200 | PA      | $10523520.72  | 1.54%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UDR INC                                          | UDR Inc                                                                                        | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    118000 | PA      | $100665.80    | 0.01%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                                          | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    134000 | PA      | $127104.36    | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                                 | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    116000 | PA      | $93386.96     | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407JRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8935 | PA      | $9101.37      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209KBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       359 | PA      | $360.62       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                                           | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    193000 | PA      | $191002.45    | 0.03%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    107000 | PA      | $69144.47     | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    191000 | PA      | $133579.67    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $26465.40     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290SWM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15552 | PA      | $16227.45     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp                                                                            | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     82000 | PA      | $61334.36     | 0.01%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                   | Capital One NA                                                                                 | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    285000 | PA      | $267002.25    | 0.04%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36294STV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6487 | PA      | $6842.23      | 0.00%             | 2036-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                         | Selective Insurance Group Inc                                                                  | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42369.22     | 0.01%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                     | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    405000 | PA      | $426513.60    | 0.06%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140E0VP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94518 | PA      | $88365.90     | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31371KHA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       941 | PA      | $951.79       | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    278000 | PA      | $184920.04    | 0.03%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                                            | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    405000 | PA      | $442980.90    | 0.06%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                         | Kaiser Foundation Hospitals                                                                    | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    225000 | PA      | $159453.00    | 0.02%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    176000 | PA      | $168729.44    | 0.02%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA Inc                                                                                | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169021.97    | 0.02%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     77000 | PA      | $72733.43     | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31403YT60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15263 | PA      | $15882.80     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources Inc                                                                              | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64961.65     | 0.01%             | 2026-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                             | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $129674.62    | 0.02%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    448000 | PA      | $435487.36    | 0.06%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                              | CUSIP: 31393TFP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195426 | PA      | $5183.50      | 0.00%             | 2042-12-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2025-NQM18 Trust                                                                           | CUSIP: 673918AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1868387 | PA      | $1870232.93   | 0.27%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406KL40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9911 | PA      | $10393.77     | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    366000 | PA      | $371834.04    | 0.05%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    811000 | PA      | $812978.84    | 0.12%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28306.61     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                                      | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    153000 | PA      | $163927.26    | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                        | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73802.34     | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                             | IBM International Capital Pte Ltd                                                              | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    159000 | PA      | $156246.12    | 0.02%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                         | Hartford Insurance Group Inc/The                                                               | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    148000 | PA      | $138579.80    | 0.02%             | 2047-02-12      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                              | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59754.20     | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1084823 | PA      | $1048637.57   | 0.15%             | 2043-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    146000 | PA      | $136470.58    | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                         | Fox Corp                                                                                       | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    220000 | PA      | $242224.40    | 0.04%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    146000 | PA      | $87461.30     | 0.01%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31287LER9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8337 | PA      | $8808.36      | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                           | Boston Scientific Corp                                                                         | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15550.92     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208VJS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       171 | PA      | $170.55       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    106000 | PA      | $99464.04     | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                            | Gray Oak Pipeline LLC                                                                          | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $231447.84    | 0.03%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    146000 | PA      | $133896.60    | 0.02%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                    | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $229197.44    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                                                                       | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     93000 | PA      | $78000.96     | 0.01%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                                                                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31674.24     | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37622.42     | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                                             | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    243000 | PA      | $208489.14    | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13443800 | PA      | $13405989.31  | 1.96%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31391PBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2332 | PA      | $2453.49      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36225A4M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       118 | PA      | $120.13       | 0.00%             | 2028-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                           | Daimler Truck Finance North America LLC                                                        | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    244000 | PA      | $230006.60    | 0.03%             | 2028-12-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407LXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9132 | PA      | $9576.95      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125698.30    | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36291SDE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1597 | PA      | $1598.11      | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128KGSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3646 | PA      | $3839.08      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                                                   | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    349000 | PA      | $345883.43    | 0.05%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                           | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    238000 | PA      | $249350.22    | 0.04%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                             | Kraft Heinz Foods Co                                                                           | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    196000 | PA      | $181209.84    | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                             | CUSIP: 3133TAFV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       341 | PA      | $14.49        | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     66000 | PA      | $37690.62     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co                                                                              | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16191.90     | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    495000 | PA      | $512082.45    | 0.07%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                 | FirstEnergy Corp                                                                               | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    158000 | PA      | $110099.14    | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 312932LG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55917 | PA      | $58290.74     | 0.01%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                                 | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $63136.75     | 0.01%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36241KAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23266 | PA      | $23389.79     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X6AQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3181825 | PA      | $2836435.90   | 0.41%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                             | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     91000 | PA      | $85723.82     | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | 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        |    114000 | PA      | $106700.58    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36225AWL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       109 | PA      | $110.93       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                   | McCormick & Co Inc/MD                                                                          | CUSIP: 579780AK3<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    724000 | PA      | $722356.52    | 0.11%             | 2025-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    204000 | PA      | $168357.12    | 0.02%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290VJ96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10909 | PA      | $11645.13     | 0.00%             | 2036-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    994241 | PA      | $961184.40    | 0.14%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     69000 | PA      | $48421.44     | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                     | SK Hynix Inc                                                                                   | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    391000 | PA      | $403816.98    | 0.06%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406VV52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8698 | PA      | $9122.01      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    221000 | PA      | $216626.41    | 0.03%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13642200 | PA      | $13531357.13  | 1.97%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296WPN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7350 | PA      | $7657.03      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                            | Applied Materials Inc                                                                          | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52447.20     | 0.01%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                         | Bain Capital Specialty Finance Inc                                                             | CUSIP: 05684BAB3<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    227000 | PA      | $225336.09    | 0.03%             | 2026-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40482.76     | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                           | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91939.68     | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                             | CUSIP: 31393RTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30933 | PA      | $3974.38      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    370000 | PA      | $356561.60    | 0.05%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                            | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104138.64    | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                                 | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    481000 | PA      | $482572.87    | 0.07%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                                              | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     46000 | PA      | $29629.52     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                                                            | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164310.48    | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                           | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25830.74     | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                                      | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80769.15     | 0.01%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                                          | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    998000 | PA      | $1048828.14   | 0.15%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                      | Walmart Inc                                                                                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    121000 | PA      | $106732.89    | 0.02%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                   | Phillips 66 Co                                                                                 | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35649.00     | 0.01%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407AEG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6000 | PA      | $6228.46      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                         | BHP Billiton Finance USA Ltd                                                                   | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     62000 | PA      | $63046.56     | 0.01%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                         | Healthcare Realty Holdings LP                                                                  | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     77000 | PA      | $66861.41     | 0.01%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                     | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     90000 | PA      | $93924.90     | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Freddie Mac Strips                                                                             | CUSIP: 31351BFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       348 | PA      | $335.33       | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                          | Astrazeneca Finance LLC                                                                        | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    223000 | PA      | $211047.20    | 0.03%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                                             | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $86253.75     | 0.01%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                                 | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68151.60     | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                         | Johnson Controls International plc                                                             | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     46000 | PA      | $39970.78     | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297PE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8349 | PA      | $8763.08      | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                  | Cameron LNG LLC                                                                                | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38280.44     | 0.01%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117470.34    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | Canadian Pacific Railway Co                                                                    | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $48618.00     | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                         | Svenska Handelsbanken AB                                                                       | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    477000 | PA      | $467975.16    | 0.07%             | 2027-06-11      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending            | Cantor Commercial Real Estate Lending 2019-CF3                                                 | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2316814 | PA      | $2181288.72   | 0.32%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                                  | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39744.61     | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                                          | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    261000 | PA      | $273718.53    | 0.04%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                     | 7-Eleven Inc                                                                                   | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    520000 | PA      | $513255.60    | 0.07%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                         | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    167000 | PA      | $160600.56    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    213000 | PA      | $213315.24    | 0.03%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209J7D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       120 | PA      | $120.25       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128KEBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11027 | PA      | $12001.95     | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                              | Northern Trust Corp                                                                            | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    226000 | PA      | $247124.22    | 0.04%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406WB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23936 | PA      | $24380.00     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                | Brown-Forman Corp                                                                              | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21575.76     | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    103000 | PA      | $64866.31     | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296WZF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15716 | PA      | $16431.45     | 0.00%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEMC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34674 | PA      | $4711.68      | 0.00%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                | Suncor Energy Inc                                                                              | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $19044.75     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296UZJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4518 | PA      | $4722.81      | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    155000 | PA      | $154626.45    | 0.02%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402D4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22152 | PA      | $22219.90     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    596000 | PA      | $626902.60    | 0.09%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp                                                                           | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84078.76     | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                                 | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81035.68     | 0.01%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                             | IBM International Capital Pte Ltd                                                              | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    170000 | PA      | $162715.50    | 0.02%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    219000 | PA      | $166177.20    | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209GQJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       272 | PA      | $275.43       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                         | Duke Energy Progress LLC                                                                       | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55126.50     | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31298CVU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1170 | PA      | $1256.12      | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                   | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    628000 | PA      | $614359.84    | 0.09%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                         | Prudential Financial Inc                                                                       | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112007.50    | 0.02%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7612724 | PA      | $6988650.65   | 1.02%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    684000 | PA      | $715416.12    | 0.10%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                              | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $288272.00    | 0.04%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     99000 | PA      | $90101.88     | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                              | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    795000 | PA      | $823890.30    | 0.12%             | 2029-09-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36213E7L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10934 | PA      | $11519.21     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31400C2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4229 | PA      | $4344.11      | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36210FES1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1335 | PA      | $1339.19      | 0.00%             | 2028-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2019-GSA1                                                         | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3684899 | PA      | $3486402.85   | 0.51%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                            | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     58000 | PA      | $41553.52     | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                             | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    156000 | PA      | $145090.92    | 0.02%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                              | Electronic Arts Inc                                                                            | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    134000 | PA      | $127148.58    | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239709.60    | 0.03%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36225AWB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       116 | PA      | $117.39       | 0.00%             | 2027-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                            | Haleon US Capital LLC                                                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    462000 | PA      | $457407.72    | 0.07%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FJ7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136958.09    | 0.02%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KYT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6714 | PA      | $7018.54      | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                            | Stellantis Finance US Inc                                                                      | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512545.00    | 0.07%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405KLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6056 | PA      | $6324.57      | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    219000 | PA      | $195168.42    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                             | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    104000 | PA      | $120139.76    | 0.02%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                         | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     72000 | PA      | $58176.72     | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                       | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    576000 | PA      | $528082.56    | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     58000 | PA      | $34264.08     | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                   | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    405000 | PA      | $482557.50    | 0.07%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                          | GA Global Funding Trust                                                                        | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183451.55    | 0.03%             | 2026-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402A6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14059 | PA      | $14629.52     | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402RDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108262 | PA      | $112403.59    | 0.02%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209LHF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1941 | PA      | $1949.78      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                                      | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $236876.76    | 0.03%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                             | Shell Finance US Inc                                                                           | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $304012.44    | 0.04%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406V3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16120 | PA      | $16905.58     | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                            | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     52000 | PA      | $38149.80     | 0.01%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31385AVN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       629 | PA      | $650.17       | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    524000 | PA      | $476729.96    | 0.07%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                                    | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    250000 | PA      | $251595.00    | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                            | Duke Energy Carolinas LLC                                                                      | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     69000 | PA      | $55274.52     | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48984.52     | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     91000 | PA      | $75413.52     | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    254000 | PA      | $265597.64    | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                   | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $358917.00    | 0.05%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                | Novant Health Inc                                                                              | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     99000 | PA      | $64898.46     | 0.01%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290RXU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10467 | PA      | $10514.95     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                     | Tapestry Inc                                                                                   | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17985.78     | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                                          | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     79000 | PA      | $76358.24     | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $114680.65    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                                    | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    304000 | PA      | $318242.40    | 0.05%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    133000 | PA      | $124017.18    | 0.02%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    263000 | PA      | $265411.71    | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    580000 | PA      | $621452.60    | 0.09%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290YUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7132 | PA      | $7161.96      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1233 | PA      | $1289.25      | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                                    | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     49000 | PA      | $33043.64     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     91000 | PA      | $82405.96     | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                                        | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $190539.60    | 0.03%             | 2026-01-12      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                           | Church & Dwight Co Inc                                                                         | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115092.90    | 0.02%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                                    | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    369000 | PA      | $364774.95    | 0.05%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1600 | PA      | $1667.22      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                           | Regions Financial Corp                                                                         | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1464939.52   | 0.21%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                      | Target Corp                                                                                    | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68341.70     | 0.01%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                | General Mills Inc                                                                              | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     86000 | PA      | $56159.72     | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                           | Chubb INA Holdings LLC                                                                         | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     76000 | PA      | $67146.00     | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402JR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2739 | PA      | $2747.09      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95468.37     | 0.01%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                                         | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $259367.30    | 0.04%             | 2032-06-29      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47142.88     | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    146000 | PA      | $132290.60    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                      | Nutrien Ltd                                                                                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $60769.50     | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                                                        | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    502000 | PA      | $502542.16    | 0.07%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36200KVB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15229 | PA      | $15722.93     | 0.00%             | 2033-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                                          | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411235.95    | 0.06%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                            | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $445534.00    | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31376LF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       142 | PA      | $141.84       | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                             | Verisk Analytics Inc                                                                           | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    393000 | PA      | $405065.10    | 0.06%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27981 | PA      | $4324.73      | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18317400 | PA      | $13769533.03  | 2.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21333.65     | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26500.97     | 0.00%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                              | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    398000 | PA      | $466913.70    | 0.07%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208US57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       403 | PA      | $404.80       | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7749071 | PA      | $6533679.56   | 0.95%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144246.30    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                                              | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45374.50     | 0.01%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                             | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     24000 | PA      | $18428.40     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                  | AstraZeneca PLC                                                                                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $82539.60     | 0.01%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    236000 | PA      | $245307.84    | 0.04%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    152000 | PA      | $132338.80    | 0.02%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                  | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    212000 | PA      | $225663.40    | 0.03%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                                | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28092.40     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    291000 | PA      | $255207.00    | 0.04%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         9 | NC      | $21093.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169748.52    | 0.02%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402N2G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9561 | PA      | $9949.35      | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                       | Nasdaq Inc                                                                                     | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74329.19     | 0.01%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     66000 | PA      | $46498.32     | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197858.40    | 0.03%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                 | Ryder System Inc                                                                               | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    256000 | PA      | $252108.80    | 0.04%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207JYA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       563 | PA      | $566.68       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                           | TotalEnergies Capital International SA                                                         | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    919000 | PA      | $876533.01    | 0.13%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31401KTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15200 | PA      | $15817.06     | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                                    | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    554000 | PA      | $589068.20    | 0.09%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                   | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    499000 | PA      | $533715.43    | 0.08%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional US Government Money Market Fund                                     | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   4282091 | NS      | $4282091.03   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                                   | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    354000 | PA      | $354502.68    | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                              | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    318000 | PA      | $303559.62    | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                           | AngloGold Ashanti Holdings PLC                                                                 | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    342000 | PA      | $331753.68    | 0.05%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp A Mutual Legal Reserve Co                                             | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117568.10    | 0.02%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                              | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54907.05     | 0.01%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                           | Regions Financial Corp                                                                         | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    446000 | PA      | $417893.08    | 0.06%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $287107.20    | 0.04%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                               | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    237000 | PA      | $167096.85    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38560.00     | 0.01%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                      | NVIDIA Corp                                                                                    | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49700.56     | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                                          | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12376.42     | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    228000 | PA      | $235368.96    | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13233 | PA      | $13785.89     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406V5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23404 | PA      | $24545.35     | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    230000 | PA      | $200159.80    | 0.03%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48684.35     | 0.01%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    137000 | PA      | $90839.22     | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                              | Dollar General Corp                                                                            | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52845.10     | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                                             | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     57000 | PA      | $40208.37     | 0.01%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    621000 | PA      | $565451.55    | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                                     | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22592.40     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp                                                                           | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25328.55     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                         | RenaissanceRe Holdings Ltd                                                                     | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    236000 | PA      | $247802.36    | 0.04%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295824.00    | 0.04%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68992.12     | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                   | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    410000 | PA      | $450561.30    | 0.07%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                               | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29438.40     | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                             | Public Storage Operating Co                                                                    | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    106000 | PA      | $104769.34    | 0.02%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209AV72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        55 | PA      | $55.08        | 0.00%             | 2028-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                                  | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    366000 | PA      | $380929.14    | 0.06%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     69000 | PA      | $40913.55     | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                         | Telefonica Emisiones SA                                                                        | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    227000 | PA      | $226593.67    | 0.03%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74608.20     | 0.01%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                    | Owens Corning                                                                                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37402.65     | 0.01%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NNU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8113 | PA      | $8725.67      | 0.00%             | 2034-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                         | Cleveland Electric Illuminating Co/The                                                         | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $299079.66    | 0.04%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                             | Boston Properties LP                                                                           | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    236000 | PA      | $226543.48    | 0.03%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406D2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7991 | PA      | $8343.95      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CGI INC                                          | CGI Inc                                                                                        | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    919000 | PA      | $935597.14    | 0.14%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                                              | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    112000 | PA      | $107690.24    | 0.02%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13198099 | PA      | $11591758.37  | 1.69%             | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RQX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27220 | PA      | $27760.12     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                 | Carlisle Cos Inc                                                                               | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $224868.80    | 0.03%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36206F5P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       152 | PA      | $152.65       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1349530.29   | 0.20%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                                    | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    122000 | PA      | $124005.68    | 0.02%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                            | Haleon US Capital LLC                                                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    360000 | PA      | $341085.60    | 0.05%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210305.25    | 0.03%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                                             | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    308000 | PA      | $297555.72    | 0.04%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    187000 | PA      | $187779.79    | 0.03%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                                | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34791.00     | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207VMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1517 | PA      | $1529.16      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407EBZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5458 | PA      | $5666.06      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    255000 | PA      | $279092.40    | 0.04%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297MW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       983 | PA      | $1032.03      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    278000 | PA      | $275923.34    | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230418.60    | 0.03%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                       | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69409.47     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                                | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50676.15     | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                  | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $158526.90    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                | Tampa Electric Co                                                                              | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    137000 | PA      | $117872.06    | 0.02%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                | Sysco Corp                                                                                     | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27780.00     | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                               | CUSIP: 31394JY68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1494611 | PA      | $79402.57     | 0.01%             | 2043-09-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     97000 | PA      | $82512.08     | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | RIO TINTO FIN USA PLC                                                                          | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    177000 | PA      | $182189.64    | 0.03%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36294TK61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14279 | PA      | $15302.92     | 0.00%             | 2036-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                                        | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    107000 | PA      | $98242.05     | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                                             | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    208000 | PA      | $194305.28    | 0.03%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201124.62    | 0.03%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9644921 | PA      | $8814242.53   | 1.29%             | 2055-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137236.10    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297H3Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5578 | PA      | $5600.24      | 0.00%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                 | Genuine Parts Co                                                                               | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     97000 | PA      | $85994.38     | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                | Tampa Electric Co                                                                              | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199419.00    | 0.03%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66 Co                                                                                 | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59208.21     | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                  | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157099.95    | 0.02%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                                                             | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20392.72     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208FLR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        60 | PA      | $59.78        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208FLQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       389 | PA      | $389.96       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     89000 | PA      | $54217.91     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4243000 | PA      | $4277474.38   | 0.62%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31371LJF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3369 | PA      | $3585.96      | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                    | Medtronic Inc                                                                                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12862.50     | 0.00%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                   | McCormick & Co Inc/MD                                                                          | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59554.40     | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                        | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    832000 | PA      | $857658.88    | 0.13%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                    | Ingredion Inc                                                                                  | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41037.70     | 0.01%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406SUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15332 | PA      | $16009.88     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64416.24     | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                                                                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174111.52    | 0.03%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407CFF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4377 | PA      | $4458.56      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                          | Spectra Energy Partners LP                                                                     | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21849.30     | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC                                                                              | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    401000 | PA      | $404360.38    | 0.06%             | 2027-05-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407BXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2068 | PA      | $2106.90      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                              | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    263000 | PA      | $251969.78    | 0.04%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    106000 | PA      | $76513.98     | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                                      | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    449000 | PA      | $416712.41    | 0.06%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                                 | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     88000 | PA      | $80495.36     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    399000 | PA      | $322036.89    | 0.05%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                               | Eastern Energy Gas Holdings LLC                                                                | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    237000 | PA      | $233317.02    | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                          | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18823138 | PA      | $19103279.51  | 2.79%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                  | CSL Finance PLC                                                                                | CUSIP: 12661PAH2<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     37000 | PA      | $36005.81     | 0.01%             | 2054-04-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                                 | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46950.50     | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31386ACZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       604 | PA      | $614.35       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                          | UDR Inc                                                                                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     76000 | PA      | $70182.20     | 0.01%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    107000 | PA      | $119162.69    | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                       | Eaton Corp                                                                                     | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57241.94     | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    262000 | PA      | $243838.16    | 0.04%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                  | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    530000 | PA      | $555752.70    | 0.08%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                                                                 | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54926.30     | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    146000 | PA      | $116694.88    | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    133000 | PA      | $119759.85    | 0.02%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6279485 | PA      | $5720260.20   | 0.83%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31371JFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41 | PA      | $42.91        | 0.00%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    355000 | PA      | $369555.00    | 0.05%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                      | Ameren Corp                                                                                    | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85778.12     | 0.01%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31389R7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2404 | PA      | $2543.96      | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                              | Highwoods Realty LP                                                                            | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     55000 | PA      | $54394.45     | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                      | Exelon Corp                                                                                    | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    345000 | PA      | $337768.80    | 0.05%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                           | Bunge Ltd Finance Corp                                                                         | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    317000 | PA      | $296937.07    | 0.04%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                                          | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    544000 | PA      | $547100.80    | 0.08%             | 2026-03-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                                    | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    427000 | PA      | $410769.73    | 0.06%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                                 | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    696000 | PA      | $719274.24    | 0.10%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133159.41    | 0.02%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                 | Ventas Realty LP                                                                               | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    176000 | PA      | $183328.64    | 0.03%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                          | Kinder Morgan Energy Partners LP                                                               | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38542.68     | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31404HRX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9749 | PA      | $10317.36     | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                      | KeyBank NA/Cleveland OH                                                                        | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496095.00    | 0.07%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297CX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2968 | PA      | $3091.71      | 0.00%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    198000 | PA      | $197895.06    | 0.03%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31410G6J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98486 | PA      | $102299.94    | 0.01%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1496 | NC      | $190980.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                                           | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194450.10    | 0.03%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38532.62     | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                  | NGPL PipeCo LLC                                                                                | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    193000 | PA      | $174929.41    | 0.03%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TCP CAP CORP                           | BlackRock TCP Capital Corp                                                                     | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    864000 | PA      | $891423.36    | 0.13%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66570.31     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42831.10     | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    236000 | PA      | $238414.28    | 0.03%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co                                                                              | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36480.40     | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                       | Intuit Inc                                                                                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    209000 | PA      | $210368.95    | 0.03%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                            | Dick's Sporting Goods Inc                                                                      | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    636000 | PA      | $475098.36    | 0.07%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                | Tractor Supply Co                                                                              | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195901.40    | 0.03%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290SKX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36928 | PA      | $37123.68     | 0.01%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31404RTU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23678 | PA      | $24041.69     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402WPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9907 | PA      | $10308.62     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3138WLBN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4541628 | PA      | $4248199.01   | 0.62%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                               | Conagra Brands Inc                                                                             | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40328.82     | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    223000 | PA      | $197959.33    | 0.03%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56958.32     | 0.01%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                         | ANZ Bank New Zealand Ltd                                                                       | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    313000 | PA      | $318652.78    | 0.05%             | 2032-08-11      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                         | South Bow USA Infrastructure Holdings LLC                                                      | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    708000 | PA      | $711837.36    | 0.10%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                | ITC Holdings Corp                                                                              | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    291000 | PA      | $272640.81    | 0.04%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297FAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4778 | PA      | $5138.92      | 0.00%             | 2034-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp                                                                            | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    101000 | PA      | $108354.82    | 0.02%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                              | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    258000 | PA      | $264886.02    | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                               | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    262000 | PA      | $236979.00    | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    526000 | PA      | $486302.78    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | Canadian Pacific Railway Co                                                                    | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $61634.16     | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                                          | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    366000 | PA      | $373726.26    | 0.05%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                                            | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     82000 | PA      | $55532.04     | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                            | Takeda Pharmaceutical Co Ltd                                                                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $202635.00    | 0.03%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7689500 | PA      | $7421568.98   | 1.08%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                                            | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17749.08     | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                          | Simon Property Group LP                                                                        | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     64000 | PA      | $63370.88     | 0.01%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    552000 | PA      | $577634.88    | 0.08%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                              | Highwoods Realty LP                                                                            | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     39000 | PA      | $44370.30     | 0.01%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                     | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    213000 | PA      | $212216.16    | 0.03%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                                    | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     79000 | PA      | $76349.55     | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                              | CUSIP: 31398MUG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13392 | PA      | $830.15       | 0.00%             | 2040-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6815000 | PA      | $6839491.41   | 1.00%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31412PHY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21620 | PA      | $22045.46     | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    228000 | PA      | $230667.60    | 0.03%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    189000 | PA      | $182301.84    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36213MWF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1315 | PA      | $1338.88      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                              | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84550.23     | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183107 | PA      | $190583.93    | 0.03%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC                                                                       | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    372000 | PA      | $370638.48    | 0.05%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31401HAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5822 | PA      | $6060.67      | 0.00%             | 2033-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32520.84     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19297261 | PA      | $19942175.46  | 2.91%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57317.76     | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36202KVA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.50         | 0.00%             | 2025-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    527000 | PA      | $381047.35    | 0.06%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                                  | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34710.80     | 0.01%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                                            | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    183000 | PA      | $196686.57    | 0.03%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCMA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34017 | PA      | $28330.25     | 0.00%             | 2034-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    129000 | PA      | $126387.75    | 0.02%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     96000 | PA      | $65682.24     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36291SDL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12607 | PA      | $13157.84     | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                             | Niagara Mohawk Power Corp                                                                      | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    187000 | PA      | $185318.87    | 0.03%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    967000 | PA      | $985140.92    | 0.14%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96268.62     | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $167973.50    | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                 | ArcelorMittal SA                                                                               | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    394000 | PA      | $411710.30    | 0.06%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    106000 | PA      | $97966.26     | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                                            | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195034.00    | 0.03%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40434.92     | 0.01%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                                            | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314558.70    | 0.05%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                           | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    134000 | PA      | $120995.30    | 0.02%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                                 | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     39000 | PA      | $30489.81     | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                          | PPL Capital Funding Inc                                                                        | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135951.95    | 0.02%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63193.65     | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                              | Gilead Sciences Inc                                                                            | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    112000 | PA      | $117402.88    | 0.02%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150747.20    | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    399000 | PA      | $419740.02    | 0.06%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                               | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    460000 | PA      | $455216.00    | 0.07%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41359.53     | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542548 | PA      | $528627.39    | 0.08%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                  | BAE Systems PLC                                                                                | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    333000 | PA      | $345114.54    | 0.05%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                         | CSX Corp                                                                                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     96000 | PA      | $83304.96     | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96367.70     | 0.01%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31404PEV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3050 | PA      | $3226.68      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208FU99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2087 | PA      | $2090.50      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29977.00     | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128K6LA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12820 | PA      | $13074.19     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                   | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298543.15    | 0.04%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207BR69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       568 | PA      | $573.10       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    103000 | PA      | $79669.47     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    204000 | PA      | $191296.92    | 0.03%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                                                    | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114207.60    | 0.02%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | Zoetis Inc                                                                                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    348000 | PA      | $369997.08    | 0.05%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    309000 | PA      | $311879.88    | 0.05%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                                            | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107743.23    | 0.02%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31410D6W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4511 | PA      | $4829.83      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54402.50     | 0.01%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                    | MASTR Alternative Loan Trust 2003-5                                                            | CUSIP: 576434FN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9354 | PA      | $21.72        | 0.00%             | 2018-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                       | FedEx Corp                                                                                     | CUSIP: 31428XCS3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    253000 | PA      | $200209.02    | 0.03%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31382K6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        44 | PA      | $44.36        | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                                     | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    489000 | PA      | $508379.07    | 0.07%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X6P47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1732276 | PA      | $1661063.64   | 0.24%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                       | Dover Corp                                                                                     | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89413.74     | 0.01%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51728.60     | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                    | J M Smucker Co/The                                                                             | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    258000 | PA      | $284888.76    | 0.04%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B96ZAV0E1 CDS USD R V 03MEVENT 1 CCPCDX / Short: B96ZAV0E1 CDS USD P F  1.00000 2 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  73320000 | OU      | $-1680744.09  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                | Atmos Energy Corp                                                                              | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    161000 | PA      | $176761.90    | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31385P2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       522 | PA      | $532.25       | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                               | Sonoco Products Co                                                                             | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    416000 | PA      | $411598.72    | 0.06%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    212000 | PA      | $209451.76    | 0.03%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                             | Tanger Properties LP                                                                           | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    465000 | PA      | $417328.20    | 0.06%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    316000 | PA      | $351230.84    | 0.05%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13415 | PA      | $2000.19      | 0.00%             | 2033-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2018-GS9                                                          | CUSIP: 36255NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1502877 | PA      | $1446509.84   | 0.21%             | 2051-03-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                | Vornado Realty LP                                                                              | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   2650000 | PA      | $2603598.50   | 0.38%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                                 | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253489.50    | 0.04%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                           | ConocoPhillips Co                                                                              | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    214000 | PA      | $212386.44    | 0.03%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $618042.20    | 0.09%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                         | Apollo Management Holdings LP                                                                  | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82408.66     | 0.01%             | 2030-06-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36211BWB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        26 | PA      | $26.54        | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139673.80    | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    141000 | PA      | $138975.24    | 0.02%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    145000 | PA      | $125232.15    | 0.02%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    363000 | PA      | $343797.30    | 0.05%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | Otis Worldwide Corp                                                                            | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54012.50     | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     99000 | PA      | $65475.63     | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31292JZV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21356 | PA      | $23266.66     | 0.00%             | 2036-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31403YB69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20918 | PA      | $21766.80     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                                            | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60912.16     | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                                       | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73656.24     | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                            | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    117000 | PA      | $114736.05    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406JDD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8180 | PA      | $8541.47      | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    193000 | PA      | $215864.71    | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151723.88    | 0.02%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                                            | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52822.92     | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                    | CME Group Inc                                                                                  | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    106000 | PA      | $96312.66     | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                         | CSX Corp                                                                                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51264.00     | 0.01%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31416PWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39459 | PA      | $40237.85     | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                                     | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    416000 | PA      | $414564.80    | 0.06%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31391PAU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5688 | PA      | $5932.72      | 0.00%             | 2032-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64339.74     | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108579.90    | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30227.48     | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    321000 | PA      | $354891.18    | 0.05%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    365000 | PA      | $330456.40    | 0.05%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     92000 | PA      | $82210.28     | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                              | Cheniere Energy Inc                                                                            | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189567.84    | 0.03%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    669334 | PA      | $668033.20    | 0.10%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                             | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26839.35     | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                         | Americold Realty Operating Partnership LP                                                      | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |    266000 | PA      | $261884.98    | 0.04%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36200KRJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22999 | PA      | $23752.09     | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                                                          | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    152000 | PA      | $139683.44    | 0.02%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    146000 | PA      | $115337.08    | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                               | Trane Technologies Financing Ltd                                                               | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    128000 | PA      | $126632.96    | 0.02%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                                          | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    208000 | PA      | $148328.96    | 0.02%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    207000 | PA      | $199535.58    | 0.03%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36291URE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7547 | PA      | $7926.98      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    369000 | PA      | $238023.45    | 0.03%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31371HQV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3538 | PA      | $3662.30      | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                             | Kyndryl Holdings Inc                                                                           | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    223000 | PA      | $217770.65    | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66                                                                                    | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    515000 | PA      | $459786.85    | 0.07%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    169000 | PA      | $167886.29    | 0.02%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     86000 | PA      | $53041.36     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                             | Shell Finance US Inc                                                                           | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $28622.88     | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                          | Southwestern Electric Power Co                                                                 | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95657.52     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                                      | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    926000 | PA      | $974615.00    | 0.14%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                                           | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    204000 | PA      | $225109.92    | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                                              | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80000.00     | 0.01%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406XUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1386 | PA      | $1453.85      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                      | Nutrien Ltd                                                                                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    506000 | PA      | $514657.66    | 0.08%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297M2R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24702 | PA      | $25927.42     | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                 | Ventas Realty LP                                                                               | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     76000 | PA      | $75202.00     | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    263000 | PA      | $160377.40    | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                               | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45974.46     | 0.01%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3138A9CW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698067 | PA      | $680768.49    | 0.10%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361764.00    | 0.05%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    790000 | PA      | $751637.60    | 0.11%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                  | CSL Finance PLC                                                                                | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     73000 | PA      | $75208.98     | 0.01%             | 2034-04-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    288000 | PA      | $296032.32    | 0.04%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                           | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    422000 | PA      | $431224.92    | 0.06%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FNX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3746535 | PA      | $3556221.51   | 0.52%             | 2029-07-25      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406WAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28694 | PA      | $29226.22     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    101000 | PA      | $89480.95     | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                    | Allstate Corp/The                                                                              | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196341.04    | 0.03%             | 2053-08-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36294PL92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7101 | PA      | $7447.85      | 0.00%             | 2036-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31138.83     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                                     | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1213000 | PA      | $1199099.02   | 0.18%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207JWJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        62 | PA      | $62.03        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    307000 | PA      | $311543.60    | 0.05%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                                        | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34011.52     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                  | Impac CMB Trust Series 2004-5                                                                  | CUSIP: 45254NJG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31110 | PA      | $30834.17     | 0.00%             | 2034-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402ES74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15593 | PA      | $16225.39     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31555.06     | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48210.40     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                               | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    237000 | PA      | $182859.72    | 0.03%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                           | Marvell Technology Inc                                                                         | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $272323.56    | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        22 | NC      | $6375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    159000 | PA      | $169565.55    | 0.02%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                  | CSL Finance PLC                                                                                | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $210897.00    | 0.03%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                  | Oklahoma Gas and Electric Co                                                                   | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93138.43     | 0.01%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $177246.00    | 0.03%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7869 | PA      | $8197.42      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                                             | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    592000 | PA      | $608096.48    | 0.09%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                               | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28410.72     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402ESC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27143 | PA      | $28244.82     | 0.00%             | 2033-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                         | Precision Castparts Corp                                                                       | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54367.18     | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                   | Microsoft Corp                                                                                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    324000 | PA      | $220060.80    | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129915.50    | 0.02%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                  | Tyson Foods Inc                                                                                | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    183000 | PA      | $189258.60    | 0.03%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                         | KLA Corp                                                                                       | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    106000 | PA      | $75714.74     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                       | Kenvue Inc                                                                                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172839.00    | 0.03%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60466.86     | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     97000 | PA      | $57468.62     | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                     | Vontier Corp                                                                                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    191000 | PA      | $174478.50    | 0.03%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184134.60    | 0.03%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                          | Digital Realty Trust LP                                                                        | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    148000 | PA      | $144350.32    | 0.02%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    107000 | PA      | $83516.71     | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76533.62     | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    180000 | PA      | $132348.60    | 0.02%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132L5A29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6444243 | PA      | $5943662.68   | 0.87%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                            | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36525.20     | 0.01%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2025-FIX1                                                            | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |   2569989 | PA      | $2568673.17   | 0.37%             | 2045-07-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                               | Ingersoll Rand Inc                                                                             | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    317000 | PA      | $336688.87    | 0.05%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                              | Vulcan Materials Co                                                                            | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28928.37     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2380629 | PA      | $2216457.78   | 0.32%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3138EPG99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1314626 | PA      | $1373153.82   | 0.20%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    183000 | PA      | $162540.60    | 0.02%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49977 | PA      | $49880.05     | 0.01%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOV INC                                          | NOV Inc                                                                                        | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    139000 | PA      | $134465.82    | 0.02%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    146000 | PA      | $145964.96    | 0.02%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                              | Dow Chemical Co/The                                                                            | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39589.67     | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    254000 | PA      | $226689.92    | 0.03%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                                                                               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36156.54     | 0.01%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                            | Rio Tinto Finance USA Ltd                                                                      | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    156000 | PA      | $97847.88     | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                         | BHP Billiton Finance USA Ltd                                                                   | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    183000 | PA      | $190610.97    | 0.03%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X5VH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4275490 | PA      | $4104870.91   | 0.60%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102112.20    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                                                             | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     39000 | PA      | $29680.17     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                         | Regeneron Pharmaceuticals Inc                                                                  | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    182000 | PA      | $160469.40    | 0.02%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    654000 | PA      | $599364.84    | 0.09%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                     | Chevron Corp                                                                                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $43539.39     | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -148 | NC      | $17749.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION                              | Rockwell Automation Inc                                                                        | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62279.14     | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175160.45    | 0.03%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    380000 | PA      | $399767.60    | 0.06%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128KC6G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11819 | PA      | $12875.63     | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31374TVZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1148 | PA      | $1185.40      | 0.00%             | 2029-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                             | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14654.72     | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    216000 | PA      | $137149.20    | 0.02%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                                 | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80720.55     | 0.01%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38747 | PA      | $4382.90      | 0.00%             | 2035-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    354000 | PA      | $358860.42    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    187000 | PA      | $185378.71    | 0.03%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140JLKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2903298 | PA      | $2875369.75   | 0.42%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9005.49      | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                 | ArcelorMittal SA                                                                               | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    237000 | PA      | $253222.65    | 0.04%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                                  | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88699.54     | 0.01%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128M5YJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146575 | PA      | $152472.57    | 0.02%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                | Flowers Foods Inc                                                                              | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    113000 | PA      | $100305.58    | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2025-8                                                              | CUSIP: 924930AC4<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   1794586 | PA      | $1790705.64   | 0.26%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406VFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3424 | PA      | $3575.42      | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust       | JPMBB Commercial Mortgage Securities Trust 2015-C32                                            | CUSIP: 46590JBC0<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   1252301 | PA      | $623369.94    | 0.09%             | 2048-11-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                 | Coca-Cola Co/The                                                                               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     72000 | PA      | $43765.20     | 0.01%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188831.84    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50043.00     | 0.01%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                               | Smith & Nephew PLC                                                                             | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $134171.70    | 0.02%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                                             | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $129395.76    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31412PLX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31316 | PA      | $31934.02     | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                         | Liberty Mutual Group Inc                                                                       | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     46000 | PA      | $32578.12     | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296R5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4438 | PA      | $4622.90      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                   | AutoNation Inc                                                                                 | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $352195.03    | 0.05%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207CHD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1191 | PA      | $1202.71      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                       | Kenvue Inc                                                                                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     81000 | PA      | $75045.69     | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     57000 | PA      | $42073.41     | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RPA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9626 | PA      | $9817.22      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31410KPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77289 | PA      | $80245.84     | 0.01%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                            | Vale Overseas Ltd                                                                              | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    390000 | PA      | $416052.00    | 0.06%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | Brixmor Operating Partnership LP                                                               | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    190000 | PA      | $180982.60    | 0.03%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91844.45     | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                              | Gilead Sciences Inc                                                                            | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     89000 | PA      | $65322.44     | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                            | Norfolk Southern Corp                                                                          | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     84000 | PA      | $70918.68     | 0.01%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $314595.81    | 0.05%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36291SMS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3781 | PA      | $3783.23      | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31410G6K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49976 | PA      | $51887.52     | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     82000 | PA      | $87039.72     | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                            | Haleon US Capital LLC                                                                          | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199237.50    | 0.03%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31417SAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629563 | PA      | $629847.06    | 0.09%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31388EDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7595 | PA      | $7934.59      | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                         | Prudential Financial Inc                                                                       | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    107000 | PA      | $84463.66     | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                         | Aptiv Swiss Holdings Ltd                                                                       | CUSIP: 03837AAB6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    344000 | PA      | $342087.36    | 0.05%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                          | GlaxoSmithKline Capital PLC                                                                    | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $112249.20    | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                         | Archer-Daniels-Midland Co                                                                      | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58234.18     | 0.01%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    543000 | PA      | $559561.50    | 0.08%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31401JLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4839 | PA      | $5034.88      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32162768 | PA      | $32859091.93  | 4.80%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                        | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    473000 | PA      | $491215.23    | 0.07%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    123000 | PA      | $121722.03    | 0.02%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406AZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12348 | PA      | $12384.85     | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     49000 | PA      | $49442.47     | 0.01%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                            | General Dynamics Corp                                                                          | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     82000 | PA      | $70362.56     | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                         | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $126881.67    | 0.02%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                         | Packaging Corp of America                                                                      | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    144000 | PA      | $94121.28     | 0.01%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                            | Vale Overseas Ltd                                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    236000 | PA      | $242662.28    | 0.04%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                                   | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    236000 | PA      | $236575.84    | 0.03%             | 2027-04-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                       | Pfizer Inc                                                                                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57513.30     | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                                                    | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    104000 | PA      | $70944.64     | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208TZZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        98 | PA      | $98.07        | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    139000 | PA      | $112945.84    | 0.02%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72450.00     | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                                                    | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190742.40    | 0.03%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31374CK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91869 | PA      | $95383.57     | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                             | Parker-Hannifin Corp                                                                           | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149966.92    | 0.02%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KTZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3806 | PA      | $3978.77      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    277000 | PA      | $261604.34    | 0.04%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68969.34     | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                 | Carlisle Cos Inc                                                                               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81017.60     | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                               | Alcon Finance Corp                                                                             | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    358000 | PA      | $331307.52    | 0.05%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                 | Progressive Corp/The                                                                           | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     38000 | PA      | $29296.48     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp                                                                           | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35927.28     | 0.01%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                                     | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112528.79    | 0.02%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407B3J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37672 | PA      | $38373.42     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296JWA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1629 | PA      | $1636.23      | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                              | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105567.79    | 0.02%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                           | Bunge Ltd Finance Corp                                                                         | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32807.28     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     57000 | PA      | $44363.67     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                 | ERP Operating LP                                                                               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     36000 | PA      | $31911.48     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116606.42    | 0.02%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                           | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50609.16     | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     69000 | PA      | $47256.72     | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                          | Duquesne Light Holdings Inc                                                                    | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176956.20    | 0.03%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36294PL50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6960 | PA      | $7284.63      | 0.00%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                            | Southwest Airlines Co                                                                          | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129129.00    | 0.02%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10216.68     | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31383H6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        31 | PA      | $31.72        | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                                                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    254000 | PA      | $162681.92    | 0.02%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31383DLR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       254 | PA      | $257.49       | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290TVQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11099 | PA      | $11889.14     | 0.00%             | 2036-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31416Q6R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9008 | PA      | $9185.14      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                                            | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185475.45    | 0.03%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208K2X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3505 | PA      | $3525.26      | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp A Mutual Legal Reserve Co                                             | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     52000 | PA      | $33783.36     | 0.00%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                    | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1152000 | PA      | $1195038.72   | 0.17%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                         | Aon Corp / Aon Global Holdings PLC                                                             | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    166000 | PA      | $104724.42    | 0.02%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    163000 | PA      | $172388.80    | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                         | FirstEnergy Transmission LLC                                                                   | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    229000 | PA      | $196236.97    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                            | Novartis Capital Corp                                                                          | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14970.45     | 0.00%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NHP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7226 | PA      | $7584.64      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    139000 | PA      | $96770.41     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31400GT96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5184 | PA      | $5453.51      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                              | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    191000 | PA      | $158992.22    | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290YU30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6760 | PA      | $6796.34      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33833.61     | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                                 | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    427000 | PA      | $426965.84    | 0.06%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296SDA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2489 | PA      | $2505.36      | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150716.12    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67038.33     | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    128000 | PA      | $118988.80    | 0.02%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                    | Allstate Corp/The                                                                              | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125500.50    | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2017-BNK7                                                                                 | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11589958 | PA      | $11348067.32  | 1.66%             | 2060-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                        | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    854000 | PA      | $835630.46    | 0.12%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54793.70     | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                          | National Australia Bank Ltd                                                                    | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    494000 | PA      | $447899.92    | 0.07%             | 2037-01-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2019-GC42                                                         | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7551825 | PA      | $7130759.18   | 1.04%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RN86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52957 | PA      | $54007.38     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                                           | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    118000 | PA      | $115512.56    | 0.02%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    564000 | PA      | $562539.24    | 0.08%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    382000 | PA      | $392955.76    | 0.06%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                                                            | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    133000 | PA      | $127642.76    | 0.02%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                              | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29857.41     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208V6D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       153 | PA      | $155.36       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    196000 | PA      | $206587.92    | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22742.46     | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19784 | PA      | $3372.52      | 0.00%             | 2038-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    374000 | PA      | $366796.76    | 0.05%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS    | Chase Funding Trust Series 2004-1                                                              | CUSIP: 161546HU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64200 | PA      | $63790.90     | 0.01%             | 2033-11-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31391VJH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1690 | PA      | $1751.32      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                              | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    487000 | PA      | $474347.74    | 0.07%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36212SD86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       183 | PA      | $183.49       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405HF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7326 | PA      | $7790.71      | 0.00%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | Otis Worldwide Corp                                                                            | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     62000 | PA      | $44325.04     | 0.01%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4033000 | PA      | $4056473.31   | 0.59%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                              | Highwoods Realty LP                                                                            | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    136000 | PA      | $133167.12    | 0.02%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                              | Rockwell Automation Inc                                                                        | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29733.00     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    344000 | PA      | $343704.16    | 0.05%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1119017.52   | 0.16%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209HNL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1041 | PA      | $1043.56      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208UG76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       653 | PA      | $654.58       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $46032.20     | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                      | NVIDIA Corp                                                                                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     71000 | PA      | $54481.14     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406RCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2761 | PA      | $2865.85      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96171.60     | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    107000 | PA      | $102195.70    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28341 | PA      | $4049.37      | 0.00%             | 2038-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31411WU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23097 | PA      | $23996.47     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31387GTY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6 | PA      | $5.69         | 0.00%             | 2031-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35200.92     | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92716.35     | 0.01%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208WP72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5521 | PA      | $5550.62      | 0.00%             | 2028-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                       | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $452924.97    | 0.07%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31385X2P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7 | PA      | $6.58         | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31384VVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1941 | PA      | $2062.84      | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                           | Smurfit Kappa Treasury ULC                                                                     | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $306873.00    | 0.04%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                                       | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    223000 | PA      | $213986.34    | 0.03%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                        | Hess Corp                                                                                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18730.26     | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    174000 | PA      | $137004.12    | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                            | Takeda Pharmaceutical Co Ltd                                                                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $228894.00    | 0.03%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162977.08    | 0.02%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110223.30    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                         | Patterson-UTI Energy Inc                                                                       | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    183000 | PA      | $193901.31    | 0.03%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    986749 | PA      | $990005.73    | 0.14%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36206VRH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5 | PA      | $5.47         | 0.00%             | 2026-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                                         | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    312000 | PA      | $304717.92    | 0.04%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                               | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183706.85    | 0.03%             | 2026-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112535.10    | 0.02%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                         | Aptiv Swiss Holdings Ltd                                                                       | CUSIP: 03837AAA8<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    365000 | PA      | $368540.50    | 0.05%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                           | ConocoPhillips Co                                                                              | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    208000 | PA      | $205104.64    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | Willis North America Inc                                                                       | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    107000 | PA      | $81174.48     | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31383GYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        34 | PA      | $34.86        | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    473000 | PA      | $458668.10    | 0.07%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     95000 | PA      | $63650.00     | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2012-CCRE3 Mortgage Trust                                                                 | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    872689 | PA      | $818932.00    | 0.12%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT DEC25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -27 | NC      | $-28265.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    263000 | PA      | $274256.40    | 0.04%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48444.00     | 0.01%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                          | Carlyle Secured Lending Inc                                                                    | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90526.98     | 0.01%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80477.10     | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    183000 | PA      | $130134.96    | 0.02%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                                             | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    128000 | PA      | $90910.72     | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    420000 | PA      | $408269.40    | 0.06%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                          | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12711609 | PA      | $12965592.76  | 1.89%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128M54K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127946 | PA      | $135100.53    | 0.02%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                                           | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     64000 | PA      | $68222.72     | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                               | Athene Holding Ltd                                                                             | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76842.15     | 0.01%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36292FNK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8940 | PA      | $9413.15      | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18246600 | PA      | $18994995.79  | 2.77%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207UMB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       469 | PA      | $471.16       | 0.00%             | 2028-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                                      | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $33012.21     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    343000 | PA      | $361473.98    | 0.05%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407D3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13027 | PA      | $13268.94     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                       | Impac Secured Assets Trust 2006-3                                                              | CUSIP: 45255RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       155 | PA      | $0.00         | 0.00%             | 2036-11-25      | Floating      | 4.77%                 | No            |                  3 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $186595.76    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128L0G89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105111 | PA      | $110988.81    | 0.02%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42763345 | PA      | $36027433.95  | 5.26%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                                  | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     84000 | PA      | $76828.08     | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102767.70    | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                                            | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $63784.08     | 0.01%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405QG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2040 | PA      | $2129.77      | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    724000 | PA      | $713335.48    | 0.10%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31384CW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42 | PA      | $41.93        | 0.00%             | 2029-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31298PBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       592 | PA      | $610.42       | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                            | DuPont de Nemours Inc                                                                          | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37586.18     | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                               | A&D Mortgage Trust 2025-NQM4                                                                   | CUSIP: 002941AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2978149 | PA      | $2980881.69   | 0.44%             | 2070-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                 | Ascension Health                                                                               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $137554.96    | 0.02%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                     | CubeSmart LP                                                                                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    138000 | PA      | $138049.68    | 0.02%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406Q5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22948 | PA      | $23822.89     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6095000 | PA      | $5509308.59   | 0.80%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                                          | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    148000 | PA      | $114313.72    | 0.02%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                         | Thermo Fisher Scientific Inc                                                                   | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    128000 | PA      | $94540.80     | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31412PLU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48325 | PA      | $49275.55     | 0.01%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    169000 | PA      | $148723.38    | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    217000 | PA      | $197328.95    | 0.03%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36294THX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2904 | PA      | $2961.19      | 0.00%             | 2036-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                                    | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $309516.00    | 0.05%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                   | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    343000 | PA      | $343113.19    | 0.05%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290WFF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9163 | PA      | $9480.70      | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35739.50     | 0.01%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31418MK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124689 | PA      | $129585.76    | 0.02%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207JW33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        24 | PA      | $23.92        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88409.04     | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297PQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5502 | PA      | $5917.51      | 0.00%             | 2035-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4448200 | PA      | $3960983.09   | 0.58%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings Inc                                                                            | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149141.19    | 0.02%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                         | Graphic Packaging International LLC                                                            | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152444.05    | 0.02%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69788.00     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    141000 | PA      | $128903.61    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                           | Mid-America Apartments LP                                                                      | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    165000 | PA      | $106268.25    | 0.02%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                         | NIKE Inc                                                                                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     52000 | PA      | $37787.36     | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                             | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     36000 | PA      | $32301.36     | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                              | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83061.05     | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                        | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    354000 | PA      | $385498.92    | 0.06%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                                    | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    106000 | PA      | $100952.28    | 0.01%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                | TSMC Arizona Corp                                                                              | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    394000 | PA      | $394500.38    | 0.06%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | Canadian Pacific Railway Co                                                                    | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $230790.60    | 0.03%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    786000 | PA      | $746542.80    | 0.11%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407D4C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16035 | PA      | $16332.34     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                                         | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    380000 | PA      | $403628.40    | 0.06%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional US Government Money Market Fund                                     | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 154468716 | NS      | $154468715.64 | 22.54%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                              | Deutsche Telekom AG                                                                            | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    309000 | PA      | $229420.14    | 0.03%             | 2050-01-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405HTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13812 | PA      | $14679.96     | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                   | Microsoft Corp                                                                                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     42000 | PA      | $25116.84     | 0.00%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36207ULK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       410 | PA      | $411.49       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                          | Exxon Mobil Corp                                                                               | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    208000 | PA      | $152347.52    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31391WW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6597 | PA      | $6777.56      | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                             | Utah Acquisition Sub Inc                                                                       | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    518000 | PA      | $515653.46    | 0.08%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    227000 | PA      | $239723.35    | 0.03%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31403CM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1851 | PA      | $1926.35      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                 | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53700.60     | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | RIO TINTO FIN USA PLC                                                                          | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    121000 | PA      | $124720.75    | 0.02%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                      | Walmart Inc                                                                                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     65000 | PA      | $41480.40     | 0.01%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                             | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $81209.85     | 0.01%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                              | Emerson Electric Co                                                                            | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57585.60     | 0.01%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    153000 | PA      | $161095.23    | 0.02%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-P6                                                    | CUSIP: 17291EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1695230 | PA      | $1623257.79   | 0.24%             | 2049-12-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                                                   | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    203000 | PA      | $184054.01    | 0.03%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                 | Carlisle Cos Inc                                                                               | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156977.80    | 0.02%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406UAQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5114 | PA      | $5362.29      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                     | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82848.36     | 0.01%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                  | Ross Stores Inc                                                                                | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36126.36     | 0.01%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209AR51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        34 | PA      | $34.84        | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     88000 | PA      | $64945.76     | 0.01%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     79000 | PA      | $41485.27     | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                              | Dollar General Corp                                                                            | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     93000 | PA      | $73401.18     | 0.01%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                         | Northwestern Mutual Life Insurance Co/The                                                      | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    283000 | PA      | $201640.33    | 0.03%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36201Y4T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5988 | PA      | $6239.16      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                                   | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137583.62    | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                                             | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $85793.59     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                   | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $330159.00    | 0.05%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                | Sysco Corp                                                                                     | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20144.37     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5906200 | PA      | $6094921.58   | 0.89%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    213000 | PA      | $197182.62    | 0.03%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                      | Nutrien Ltd                                                                                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    733000 | PA      | $754704.13    | 0.11%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36206UNS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        21 | PA      | $20.51        | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31298PBW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1147 | PA      | $1149.09      | 0.00%             | 2028-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                      | Walmart Inc                                                                                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    138000 | PA      | $99745.02     | 0.01%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer