# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002597
**Filing Date:** 2026-4
**Character Count:** 333125
**Document Hash:** ea336e4b845ce01b573bc0043c7bda09
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002597.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002597

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26895412

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI Enhanced Core Bond Fund (Series ID: S000090603)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000257875 | Fidelity SAI Enhanced Core Bond Fund | FECBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity SAI Enhanced Core Bond Fund

- **b. EDGAR series identifier (if any):** S000090603

- **c. LEI of Series:** 2549002BBZXSDISY9L21

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $2921447952.69

**Total Liabilities:** $327777822.22

**Net Assets:** $2593670130.47

**Delayed Delivery Securities:** $291230730.08

**Cash Not Reported:** $3118446.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 34594.02362894 | **1-Year:** 233652.09710929 | **5-Year:** 442833.58966093 | **10-Year:** 477593.68488169 | **30-Year:** 261043.39720039

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

- **3-Month:** 0.04404000 | **1-Year:** 6.53824500 | **5-Year:** 53.01370500 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257875 | -0.25%               | 0.33%                | 1.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-495820.54              | $-12054119.15                              |
| Month 2  | $1505636.82              | $-3004904.44                               |
| Month 3  | $1606833.54              | $31163040.56                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** 19808143

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMGEN INC                                                        | AMGEN INC 5.65% 06/15/2042                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2582488.25   | 0.10%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                               | ANHEUSER BUSCH INBEV WORLD INC 8.2% 01/15/2039                                   | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $6518930.90   | 0.25%             | 2039-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                      | ARCELORMITTAL SA LUXEMBOURG VAR 10/15/2039                                       | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $5775660.95   | 0.22%             | 2039-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO 6.875% 03/15/2039                                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2856676.43   | 0.11%             | 2039-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                    | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                     | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1729682.50   | 0.07%             | 2039-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC 6.3% 04/01/2038                                         | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $556188.94    | 0.02%             | 2038-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC 8.125% 07/15/2039                                                  | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $4177121.42   | 0.16%             | 2039-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                     | CITIBANK CR CARD ISSUANCE TR 2007-A3 A3 6.15% 06/15/2039                         | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5691926.00   | 0.22%             | 2039-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 8.5% 01/18/2031                          | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    796000 | PA      | $945870.24    | 0.04%             | 2031-01-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN BV                                     | DEUTSCHE TELEKOM INTL FIN BV VAR 06/15/2030                                      | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1642768.19   | 0.06%             | 2030-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE 5.625% 07/15/2037                                                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1250000 | PA      | $1402526.04   | 0.05%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                     | Fidelity Cash Central Fund                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  99019953 | NS      | $99039757.22  | 3.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC 5.45% 03/15/2043                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4946924.70   | 0.19%             | 2043-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC 4.8% 04/01/2044                                              | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9356009.30   | 0.36%             | 2044-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                      | GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038                                    | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6727525.45   | 0.26%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB DE CV                                         | GRUPO TELEVISA SAB DE CV 6.125% 01/31/2046                                       | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $580950.00    | 0.02%             | 2046-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                              | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                            | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   1850000 | PA      | $2199761.00   | 0.08%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORPORATION 7.75% 05/14/2038                                     | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $797265.69    | 0.03%             | 2038-05-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                | BERKSHIRE HATHAWAY ENERGY COMPANY 6.125% 04/01/2036                              | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1096998.79   | 0.04%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | ORACLE CORP 6.125% 07/08/2039                                                    | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1244008.47   | 0.05%             | 2039-07-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP 6.25% 10/15/2037                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $798163.76    | 0.03%             | 2037-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP 6% 01/15/2039                                                         | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2562781.60   | 0.10%             | 2039-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP 4.1% 02/01/2042                                                       | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $813194.29    | 0.03%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                | SUNCOR ENERGY INC 6.8% 05/15/2038                                                | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2830230.73   | 0.11%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTL INC 6.375% 05/16/2038                                         | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $3261173.28   | 0.13%             | 2038-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                    | SOUTHERN CALIFORNIA EDISON CO 5.95% 02/01/2038                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1304134.58   | 0.05%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                    | SOUTHERN CALIFORNIA EDISON CO 3.9% 03/15/2043                                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1972248.80   | 0.08%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                       | TENNESSEE VALLEY AUTHORITY 6.15% 01/15/2038                                      | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $590946.35    | 0.02%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                       | TENNESSEE VALLEY AUTHORITY 4.625% 09/15/2060                                     | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $139293.15    | 0.01%             | 2060-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LTD 7.625% 01/15/2039                                      | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $909195.98    | 0.04%             | 2039-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LTD 6.2% 10/15/2037                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $544132.92    | 0.02%             | 2037-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LTD 7.25% 08/15/2038                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $585814.39    | 0.02%             | 2038-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LTD 4.625% 03/01/2034                                      | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   4250000 | PA      | $4225848.14   | 0.16%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.375% 05/15/2040                                    | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13606523.37  | 0.52%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 2.875% 05/15/2043                                    | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $16840195.26  | 0.65%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                               | VALERO ENERGY CORP 6.625% 06/15/2037                                             | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8434856.18   | 0.33%             | 2037-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | PARAMOUNT GLOBAL 7.875% 07/30/2030                                               | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1053487.55   | 0.04%             | 2030-07-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                 | VODAFONE GROUP PLC 6.15% 02/27/2037                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1102591.00   | 0.04%             | 2037-02-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2                      | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 2.832% 08/10/2049                    | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214594 | PA      | $213200.38    | 0.01%             | 2049-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                        | TORONTO DOMINION BANK 3.625%/VAR 09/15/2031                                      | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3450000 | PA      | $3437115.87   | 0.13%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C30                 | MSBAM 2016-C30 A5 2.86% 09/15/49                                                 | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $889918.02    | 0.03%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31                 | MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31 A5 3.102% 10/15/2026            | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $445420.76    | 0.02%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                   | JPMDB COML MTG SECS TR 2016-C4 A3 3.1413% 12/15/2049                             | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $296011.23    | 0.01%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2016-BNK2                                | MORGAN STANLEY CAP I TR 2016-BNK2 3.049% 11/15/2049                              | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491861.95    | 0.02%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP 4.322%/VAR 11/23/2031                                       | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $800449.51    | 0.03%             | 2031-11-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                    | FORD MOTOR CO 4.346% 12/08/2026                                                  | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1249684.60   | 0.05%             | 2026-12-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                               | JOHNSON CTLS INTL PLC STEP 07/02/2044                                            | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $90355.93     | 0.00%             | 2044-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC 4.563% 06/15/2048                                                      | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3498361.20   | 0.13%             | 2048-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                         | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248584.30   | 0.05%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                          | MANULIFE FINANCIAL CORP 4.061%/VAR 02/24/2032                                    | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6980503.39   | 0.27%             | 2032-02-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2017-C5                                   | JPMDB 2017-C5 A5 3.6939% 03/50                                                   | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $345543.52    | 0.01%             | 2050-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS5                                          | GS MTG SECS TR 2017-GS5 3.674% 03/10/2050                                        | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $396237.64    | 0.02%             | 2050-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                            | JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028                                       | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243100.73   | 0.05%             | 2028-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC 3.2% 05/11/2027                                                        | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249066.53    | 0.01%             | 2027-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                               | WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028                                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989426.50   | 0.08%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                           | MORGAN STANLEY CAPITAL I TRUST 2017-H1 3.53% 06/15/2050                          | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $445915.49    | 0.02%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC 3.668%/VAR 07/24/2028                                              | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2637446.98   | 0.10%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODS OPER LLC 5.25%/VAR 08/16/2077                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1526220.00   | 0.06%             | 2077-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C39                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 3.418% 09/15/2050                 | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493754.05    | 0.02%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS7                                          | GS MTG SECS TR 2017-GS7 A4 3.43% 08/10/2050                                      | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $663120.98    | 0.03%             | 2050-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                               | CD 2017-CD5 MTG TR A4 3.431% 08/15/2050                                          | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $395024.40    | 0.02%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                              | PRUDENTIAL FINL INC 4.5%/VAR 09/15/2047                                          | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970333.20   | 0.08%             | 2047-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C3                                          | UBS COML MTG TR 2017-C3 3.426% 08/15/2050                                        | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $147815.63    | 0.01%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC 3.52%/VAR 10/27/2028                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1240474.01   | 0.05%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC 3.823%/VAR 11/03/2028                            | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $995799.48    | 0.04%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | FORD MOTOR CREDIT CO LLC 3.815% 11/02/2027                                       | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4661703.04   | 0.18%             | 2027-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC 3.574%/VAR 11/07/2028                                   | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4966849.30   | 0.19%             | 2028-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                     | NEXTERA ENERGY CAP HLDGS INC 4.8%/VAR 12/01/2077                                 | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1190134.44   | 0.05%             | 2077-12-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC 3.2% 11/02/2027                                                        | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495544.41    | 0.02%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                   | DEUTSCHE BANK AG NEW YORK BNCH 4.875%/VAR 12/01/2032                             | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505273.94   | 0.06%             | 2032-12-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS8                                          | GS MTG SECS CORP TR 2017-GS8 A4 3.469% 11/10/2050                                | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $791270.08    | 0.03%             | 2050-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COML MTG TR                                      | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.4578% 11/15/2027                     | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $439950.65    | 0.02%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC           | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047                       | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $812643.46    | 0.03%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODS OPER LLC 5.375%/VAR 02/15/2078                                  | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504207.50   | 0.06%             | 2078-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP 4.5% 04/15/2038                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $974254.19    | 0.04%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2018-C9                                          | UBS COML MTG TR 2018-C9 A4 4.117% 03/15/2051                                     | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99316.75     | 0.00%             | 2051-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PSNH FUNDING LLC 3                                               | PSNH FUNDING LLC 3 2018-1 A3 3.81% 02/01/2035                                    | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $495152.10    | 0.02%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 2.875% 05/15/2028                                                      | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $54404882.95  | 2.10%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 3.125% 05/15/2048                                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $39386719.00  | 1.52%             | 2048-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST                                    | COMM 2018-COR3 MORTGAGE TRUST 4.228% 05/10/2051                                  | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197801.44    | 0.01%             | 2051-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2018-C10                                         | UBS COML MTG TR 2018-C10 A4 4.3134% 05/15/2051                                   | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $352035.67    | 0.01%             | 2051-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                    | ENEL CHILE SA 4.875% 06/12/2028                                                  | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $203100.00    | 0.01%             | 2028-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC 4.583%/VAR 06/19/2029                                          | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1010303.60   | 0.04%             | 2029-06-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                  | BANK 2018-BNK12 VAR 05/15/2061                                                   | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $658210.62    | 0.03%             | 2061-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD            | FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028                                  | CUSIP: 3137FG6Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465000 | PA      | $466184.12    | 0.02%             | 2028-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC 4.55% 08/16/2028                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1267418.20   | 0.05%             | 2028-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX CORP 4.625% 11/16/2048                                                       | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3563016.44   | 0.14%             | 2048-11-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD            | FEDERAL HOME LN MTG MLT CTF GT 3.459% 11/25/2032                                 | CUSIP: 3137FDET5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $242453.65    | 0.01%             | 2032-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2018-GS10                                         | GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051                                    | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100024.70    | 0.00%             | 2051-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLAN MAST OWN TR                                    | FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030                                   | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2025000 | PA      | $2041632.34   | 0.08%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                               | BROOKFIELD FIN INC 4.85% 03/29/2029                                              | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203679.96    | 0.01%             | 2029-03-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC 5.8% 02/14/2039                                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5213670.05   | 0.20%             | 2039-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                  | TYSON FOODS INC 4.35% 03/01/2029                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    566000 | PA      | $571356.75    | 0.02%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                        | WRKCO INC 4% 03/15/2028                                                          | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001698.57   | 0.04%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC38                                         | GS MTG SECS TR 2019-GC38 3.968% 02/10/2052                                       | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413000 | PA      | $410745.64    | 0.02%             | 2052-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORP 3.95% 03/15/2029                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2192936.22   | 0.08%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC 3.98%/VAR 03/20/2030                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3986409.48   | 0.15%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV 4.05% 04/09/2029                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1501885.56   | 0.06%             | 2029-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                          | AMERICA MOVIL SAB DE CV 3.625% 04/22/2029                                        | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1970730.00   | 0.08%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                            | JPMORGAN CHASE and CO 3.702%/VAR 05/06/2030                                      | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1485767.07   | 0.06%             | 2030-05-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | FORD MOTOR CREDIT CO LLC 5.113% 05/03/2029                                       | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1514574.35   | 0.06%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC 4.445%/VAR 05/08/2030                                          | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $7058867.34   | 0.27%             | 2030-05-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                  | IBM CORPORATION 3.5% 05/15/2029                                                  | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1478882.12   | 0.06%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC 3.973%/VAR 05/22/2030                                          | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5470269.31   | 0.21%             | 2030-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                     | AVANGRID INC 3.8% 06/01/2029                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191296.94   | 0.05%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                         | FLEX LTD 4.875% 06/15/2029                                                       | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   2200000 | PA      | $2241296.38   | 0.09%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                            | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730123.28    | 0.03%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC39                                         | GS MTG SECS TR 2019-GC39 3.567% 05/10/2052                                       | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194763.14    | 0.01%             | 2052-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC 5.088%/VAR 06/20/2030                                               | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1784863.33   | 0.07%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C51                                 | WELLS FARGO COML MTG TR 2019-C51 3.311% 06/15/2052                               | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $724616.63    | 0.03%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                               | MITSUBISHI UFJ FIN GRP INC 3.195% 07/18/2029                                     | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $974513.04    | 0.04%             | 2029-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                        | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $3965606.28   | 0.15%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                               | PANAMA REPUBLIC OF 3.16% 01/23/2030                                              | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2500000 | PA      | $2375000.00   | 0.09%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | LAS VEGAS SANDS CORP 3.5% 08/18/2026                                             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1244890.75   | 0.05%             | 2026-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                     | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $32626953.00  | 1.26%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                            | 3M CO 2.375% 08/26/2029                                                          | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474876.73    | 0.02%             | 2029-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | ROPER TECHNOLOGIES INC 2.95% 09/15/2029                                          | CUSIP: 776743AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958697.78    | 0.04%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD            | FEDERAL HOME LN MTG MLT CTF GT 3.059% 04/25/2034                                 | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $694714.43    | 0.03%             | 2034-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS and RESORTS LP                                       | HOST HOTELS and RESORTS LP 3.375% 12/15/2029                                     | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3146869.44   | 0.12%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                  | BANK 2019-BNK20 3.011% 09/15/2062                                                | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $335200.01    | 0.01%             | 2062-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                   | OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029                                 | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1948897.16   | 0.08%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                             | SABRA HEALTH CARE LP 3.9% 10/15/2029                                             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984901.93    | 0.04%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                  | BANK 2019-BN21 A5 2.851% 10/17/2052                                              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $335246.42    | 0.01%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019 C-17                          | UBS COMMERCIAL MORTGAGE TRUST 2019 C-17 2.921% 10/15/2052                        | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $143938.49    | 0.01%             | 2052-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                  | BANK 2019-BNK22 2.978% 11/15/2062                                                | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $153578.91    | 0.01%             | 2062-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP 3.031%/VAR 11/01/2034                                          | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   8212000 | PA      | $7847708.70   | 0.30%             | 2034-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                       | HASBRO INC 3.9% 11/19/2029                                                       | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495704.50    | 0.02%             | 2029-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                      | CORNING INC 5.45% 11/15/2079                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1660584.91   | 0.06%             | 2079-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C18 COML MTG TR                                       | CSAIL 2019-C18 COML MTG TR 2.968% 12/15/2052                                     | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $167754.67    | 0.01%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                        | BENCHMARK 2019-B14 MTG TR 2.7946% 12/15/2062                                     | CUSIP: 08162YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $382590.20    | 0.01%             | 2062-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN24                                                   | BANK 2019-BN24 2.96% 11/15/2062                                                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127000 | PA      | $1081136.40   | 0.04%             | 2062-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MTG TR                                         | BENCHMARK 2019-B9 MTG TR 2.928% 12/15/2072                                       | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $426075.39    | 0.02%             | 2072-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT CORP STEP 02/01/2030                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2189900.34   | 0.08%             | 2030-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY 2.699%/VAR 01/22/2031                                             | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2365545.80   | 0.09%             | 2031-01-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2.5% 01/20/2050#MA6408                                                   | CUSIP: 36179VDM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    454991 | PA      | $403618.85    | 0.02%             | 2050-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                  | BANK 2020-BNK25 2.649% 01/15/2063                                                | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $752928.96    | 0.03%             | 2063-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 2% 02/15/2050                                        | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6250000 | PA      | $3822265.63   | 0.15%             | 2050-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                | NOVARTIS CAP CORP 2.2% 08/14/2030                                                | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233076.28    | 0.01%             | 2030-08-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                     | OSHKOSH CORP 3.1% 03/01/2030                                                     | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1921851.50   | 0.07%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                               | MITSUBISHI UFJ FIN GRP INC 2.559% 02/25/2030                                     | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2250000 | PA      | $2123587.69   | 0.08%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                           | COMMONWEALTH EDISON CO 2.2% 03/01/2030                                           | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1403009.12   | 0.05%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                            | REPUBLIC SERVICES INC 2.3% 03/01/2030                                            | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937816.50    | 0.04%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                  | BANK 2020-BNK25 2.841% 01/15/2063                                                | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $331780.98    | 0.01%             | 2063-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES PASS THROUGH TRUST                               | DELTA AIR LINES PASS THROUGH TRUST 2% 12/10/2029                                 | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1006700 | PA      | $965112.10    | 0.04%             | 2029-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                            | 3M CO 3.05% 04/15/2030                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $722657.15    | 0.03%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                  | BANK 2020-BNK26 2.403% 03/15/2063                                                | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $232677.20    | 0.01%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                  | FOX CORP 4.709% 01/25/2029                                                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1218252.82   | 0.05%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                 | ISRAEL STATE OF 2.75% 07/03/2030                                                 | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2500000 | PA      | $2338571.65   | 0.09%             | 2030-07-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                      | EQUINOR ASA 3.125% 04/06/2030                                                    | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $96946.05     | 0.00%             | 2030-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST                         | CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST 2.5608% 03/15/2053                      | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $230770.55    | 0.01%             | 2053-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                     | MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032                                    | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $2952150.00   | 0.11%             | 2032-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTL INC 2.1% 05/01/2030                                           | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $694275.70    | 0.03%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                  | IBM CORPORATION 1.7% 05/15/2027                                                  | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1218599.11   | 0.05%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                          | AMERICA MOVIL SAB DE CV 2.875% 05/07/2030                                        | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1419225.00   | 0.05%             | 2030-05-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                            | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                      | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3806276.16   | 0.15%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                        | BRIGHTHOUSE FINANCIAL INC 5.625% 05/15/2030                                      | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2524211.00   | 0.10%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                               | SOUTHWEST GAS CORP 2.2% 06/15/2030                                               | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924365.14    | 0.04%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                    | AFFILIATED MANAGERS GROUP INC 3.3% 06/15/2030                                    | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1919398.40   | 0.07%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINL GROUP INC 2.201%/VAR 07/10/2031                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   7000000 | PA      | $6438628.14   | 0.25%             | 2031-07-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                  | BANK 2020-BNK27 2.144% 04/15/2063                                                | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642000 | PA      | $583866.39    | 0.02%             | 2063-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                               | MITSUBISHI UFJ FIN GRP INC 2.048% 07/17/2030                                     | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1148358.33   | 0.04%             | 2030-07-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2.5% 06/20/2050#MA6709                                                   | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1148059 | PA      | $1016639.56   | 0.04%             | 2050-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 0.625% 08/15/2030                                                      | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8826171.90   | 0.34%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP 1.3% 08/21/2027                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433266.61    | 0.02%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                  | DOW CHEMICAL CO 2.1% 11/15/2030                                                  | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1024937.05   | 0.04%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                         | GENERAL MTRS FINL CO INC 2.7% 08/20/2027                                         | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981597.04    | 0.04%             | 2027-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2.5% 07/20/2050#MA6765                                                   | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5385810 | PA      | $4769292.96   | 0.18%             | 2050-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2.5% 08/20/2050#MA6819                                                   | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9791761 | PA      | $8661712.25   | 0.33%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC 3.564%/VAR 09/23/2035                                               | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $952477.39    | 0.04%             | 2035-09-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD            | FEDERAL HOME LN MTG MLT CTF GT 0.743% 11/25/2029                                 | CUSIP: 3137FVYT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80900 | PA      | $76506.86     | 0.00%             | 2029-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HLDGS PLC                                      | ANGLOGOLD ASHANTI HLDGS PLC 3.75% 10/01/2030                                     | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   1500000 | PA      | $1449350.46   | 0.06%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2.5% 10/20/2050#MA6931                                                   | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    581017 | PA      | $513781.73    | 0.02%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA GTD MTG PASS THRU CTF 1.27% 07/25/2030                                      | CUSIP: 3136BBN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $225624.53    | 0.01%             | 2030-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD            | FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030                                 | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $635355.70    | 0.02%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                | UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST 5.875% 04/15/2029              | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610512 | PA      | $625185.17    | 0.02%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2.5% 11/20/2050#MA6995                                                   | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7915959 | PA      | $6999919.19   | 0.27%             | 2050-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2% 11/20/2050#MA6994                                                     | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3517204 | PA      | $2981555.41   | 0.11%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2% 10/20/2050#MA6930                                                     | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1612380 | PA      | $1366522.50   | 0.05%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN29                                                   | BANK 2020-BN29 1.997% 11/15/2053                                                 | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1805000 | PA      | $1617492.99   | 0.06%             | 2053-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2.5% 12/20/2050#MA7052                                                   | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233547 | PA      | $206338.78    | 0.01%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                            | BLUE OWL CAPITAL CORP 3.4% 07/15/2026                                            | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991286.73    | 0.04%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2% 12/20/2050#MA7051                                                     | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5316094 | PA      | $4505240.12   | 0.17%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 2.5% 11/01/2050#FM4862                                                 | CUSIP: 3140X8ML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660985 | PA      | $575072.49    | 0.02%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GSA2                                         | GS MTG SECS TR 2020-GSA2 2.012% 12/12/2053                                       | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $894233.70    | 0.03%             | 2053-12-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020 MORTGAGE TRUST                                    | BENCHMARK 2020 MORTGAGE TRUST 1.973% 01/15/2054                                  | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1259433.42   | 0.05%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN        | TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032                                     | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1358336.31   | 0.05%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                  | BANK 2021-BNK31 2.036% 02/15/2054                                                | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $271184.91    | 0.01%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B23 MTG TR                                        | BENCHMARK 2021-B23 MORTGAGE TRUST 2.07% 02/15/2054                               | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1340353.20   | 0.05%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES                                                  | FANNIE MAE-ACES VAR 11/25/2030                                                   | CUSIP: 3136BDUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135217.41    | 0.01%             | 2030-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                          | NATIONAL FUEL GAS CO NJ 2.95% 03/01/2031                                         | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928259.99    | 0.04%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                 | CENTENE CORP 2.5% 03/01/2031                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1735765.38   | 0.07%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2% 02/20/2051#MA7192                                                     | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5910170 | PA      | $5008472.34   | 0.19%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 2% 03/01/2036#MA4279                                                   | CUSIP: 31418DXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510223 | PA      | $476573.34    | 0.02%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                       | FIDELITY NATL INFORMN SVCS INC 1.65% 03/01/2028                                  | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954235.99    | 0.04%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MTG TR                                        | BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054                                     | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1370662.20   | 0.05%             | 2054-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20                                                   | CSAIL 2021-C20 2.8048% 03/15/2054                                                | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $140265.95    | 0.01%             | 2054-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 2% 05/01/2036#MA4329                                                   | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548991 | PA      | $512698.80    | 0.02%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 3% 04/20/2051#MA7313                                                     | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    670955 | PA      | $616165.00    | 0.02%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                            | WELLS FARGO COMMERCIAL MORTGAGE TRUST 21-C59 A5 2.626% 04/15/2054                | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $459808.75    | 0.02%             | 2054-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2% 09/20/2050#MA6864                                                     | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10282994 | PA      | $8736238.43   | 0.34%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2% 08/20/2050#MA6818                                                     | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8462451 | PA      | $7189539.64   | 0.28%             | 2050-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2.5% 05/20/2051#MA7367                                                   | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1542146 | PA      | $1361278.68   | 0.05%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                 | SOUTHERN COMPANY 3.75%/VAR 09/15/2051                                            | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2059173.77   | 0.08%             | 2051-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 15YR 2% 06/01/2036#SB8107                                                   | CUSIP: 3132D6AG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2053664 | PA      | $1915333.43   | 0.07%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                          | ASTRAZENECA FINANCE LLC 1.75% 05/28/2028                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $981304.71    | 0.04%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 3% 05/01/2051#RA5152                                                   | CUSIP: 3133KLWM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1705951 | PA      | $1543685.84   | 0.06%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                   | FEDERAL NAT MTG ASN GTD REM PA VAR 03/25/2031                                    | CUSIP: 3136BF4D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $178464.70    | 0.01%             | 2031-03-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                    | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                              | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973712.26   | 0.08%             | 2027-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 2% 07/01/2036#MA4383                                                   | CUSIP: 31418D2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1449903 | PA      | $1352240.46   | 0.05%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                | DELL INTL/EMC CORP 8.1% 07/15/2036                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1823981.99   | 0.07%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                 | WELLTOWER OP LLC 2.05% 01/15/2029                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1188011.46   | 0.05%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 15YR 2% 07/36#SB8111                                                        | CUSIP: 3132D6AL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3275029 | PA      | $3054430.35   | 0.12%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 2% 08/01/2036#MA4403                                                   | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3389257 | PA      | $3160964.46   | 0.12%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                       | VMWARE LLC 1.8% 08/15/2028                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1664171.69   | 0.06%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 0.75% 08/31/2026                                                       | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47500000 | PA      | $46827578.13  | 1.81%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                   | BANK 2021-BN35 2.457% 06/15/2064                                                 | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $318567.85    | 0.01%             | 2064-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                         | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2173681.73   | 0.08%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 15YR 2% 10/01/2036#                                                         | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1165019 | PA      | $1086545.96   | 0.04%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORPORATION 2.482%/VAR 09/21/2036                                | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8848567.70   | 0.34%             | 2036-09-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                             | DUKE ENERGY CORP NEW 3.25%/VAR 01/15/2082                                        | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7438218.04   | 0.29%             | 2082-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B29 MORTGAGE TRUST                                | BENCHMARK 2021-B29 MORTGAGE TRUST 2.284% 09/15/2054                              | CUSIP: 08163JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $668503.34    | 0.03%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HLDGS PLC                                      | ANGLOGOLD ASHANTI HLDGS PLC 3.375% 11/01/2028                                    | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   2000000 | PA      | $1946694.78   | 0.08%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                   | US BANCORP DEL 2.491%/VAR 11/03/2036                                             | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5666759.87   | 0.22%             | 2036-11-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                      | VIATRIS INC 2.7% 06/22/2030                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923366.59    | 0.04%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                   | AMERICAN ELECTRIC POWER INC 3.875%/VAR 02/15/2062                                | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4927264.85   | 0.19%             | 2062-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37                                                  | BANK 2021-BNK37 2.618% 11/15/2064                                                | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $134874.75    | 0.01%             | 2064-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA 4.125%/VAR 04/01/2052                                                     | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3454595.90   | 0.13%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                     | NEXTERA ENERGY CAP HLDGS INC 3.8%/VAR 03/15/2082                                 | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7524961.52   | 0.29%             | 2082-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV             | GOLDEN ST TOBAC 4.214% 6/1/2050                                                  | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $765139.20    | 0.03%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2021-GSA3                                         | GS MTG SECS TR 2021-GSA3 2.6183% 12/15/2054                                      | CUSIP: 36263UAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $176538.73    | 0.01%             | 2054-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                    | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986313.06    | 0.04%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY 2.475%/VAR 01/21/2028                                             | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973382.96   | 0.08%             | 2028-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 2.5% 07/36#MA4384                                                      | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7938546 | PA      | $7580781.27   | 0.29%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                  | BANK 2022-BNK39 2.675% 02/15/2055                                                | CUSIP: 06539VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $686306.10    | 0.03%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORPORATION 3.846%/VAR 03/08/2037                                | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2839159.65   | 0.11%             | 2037-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                      | BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052                                     | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1904085.66   | 0.07%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD            | FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032                                  | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $914110.50    | 0.04%             | 2032-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                               | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243539.54   | 0.05%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP 3.9% 04/01/2029                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348227.00    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B34 MORTGAGE TRUST                                | BENCHMARK 2022-B34 MORTGAGE TRUST 3.786% 04/15/2055                              | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $474375.85    | 0.02%             | 2055-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP 4.95% 02/15/2030                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2033037.74   | 0.08%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                    | ALBEMARLE CORP US 5.05% 06/01/2032                                               | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254598.03    | 0.01%             | 2032-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-3                       | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-3 4.49% 08/15/2029                      | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395204 | PA      | $395670.61    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42                                                  | BANK 2022-BNK42 A5 CSTR 06/15/2055                                               | CUSIP: 06541MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1227187.11   | 0.05%             | 2055-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC 4.755%/VAR 06/09/2028                                          | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $630219.24    | 0.02%             | 2028-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                   | PNC FINANCIAL SERVICES GRP INC 4.626%/VAR 06/06/2033                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5237628.01   | 0.20%             | 2033-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-4                       | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-4 5% 11/15/2029                         | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    187795 | PA      | $188718.73    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                   | TD SYNNEX CORP 1.75% 08/09/2026                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197831.90    | 0.01%             | 2026-08-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                   | US BANCORP DEL 4.967%/VAR 07/22/2033                                             | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018228.81   | 0.04%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                       | CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206667.10    | 0.01%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                            | KINDER MORGAN INC DEL 4.8% 02/01/2033                                            | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508984.42    | 0.02%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD            | FEDERAL HOME LN MTG MLT CTF GT 3.39% 02/25/2032                                  | CUSIP: 3137H8BH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401866 | PA      | $396066.14    | 0.02%             | 2032-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B36 MTG TR                                        | BENCHMARK 2022-B36 MTG TR 4.4699% 07/15/2055                                     | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $298144.86    | 0.01%             | 2055-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA 5.294% 08/18/2027                                             | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2035213.36   | 0.08%             | 2027-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 15YR 3% 05/01/2037#SB8155                                                   | CUSIP: 3132D6BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1533398 | PA      | $1485015.79   | 0.06%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                            | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                      | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1589351.70   | 0.06%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 4.5% 10/01/2052#MA4784                                                 | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456917 | PA      | $453662.04    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                | ATMOS ENERGY CORP 5.75% 10/15/2052                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256649.75    | 0.01%             | 2052-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                             | LOCKHEED MARTIN CORP 5.7% 11/15/2054                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2582314.15   | 0.10%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC 7.437%/VAR 11/02/2033                                               | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    307000 | PA      | $352362.95    | 0.01%             | 2033-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | FORD MOTOR CREDIT CO LLC 7.35% 11/04/2027                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730329.00    | 0.03%             | 2027-11-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4% 11/15/2052                                        | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5390625.00   | 0.21%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.125% 11/15/2032                                                      | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11787500.00  | 0.45%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | ORACLE CORP 6.9% 11/09/2052                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7422078.98   | 0.29%             | 2052-11-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                    | SOUTHERN CALIFORNIA EDISON CO 5.85% 11/01/2027                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1284488.85   | 0.05%             | 2027-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                               | PANAMA REPUBLIC OF 6.4% 02/14/2035                                               | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1300000 | PA      | $1391968.50   | 0.05%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1939892.65   | 0.07%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                      | ARCELORMITTAL SA LUXEMBOURG 6.55% 11/29/2027                                     | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $2079716.00   | 0.08%             | 2027-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TR 2022-3                                  | ALLY AUTO RECEIVABLES TR 2022-3 5.07% 10/16/2028                                 | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    218621 | PA      | $219069.81    | 0.01%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 4.5% 01/01/2053#                                                       | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    715601 | PA      | $710280.34    | 0.03%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 4.5% 01/01/2053#                                                       | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    829054 | PA      | $822889.75    | 0.03%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                              | SUMITOMO MITSUI FINL GRP INC 5.71% 01/13/2030                                    | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $792894.86    | 0.03%             | 2030-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | FORD MOTOR CREDIT CO LLC 7.35% 03/06/2030                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2167461.24   | 0.08%             | 2030-03-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                   | TARGA RES CORP 6.125% 03/15/2033                                                 | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8114569.43   | 0.31%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX OWNER TR 2023-1                                           | CARMAX OWNER TR 2023-1 4.65% 01/16/2029                                          | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221000 | PA      | $222110.59    | 0.01%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                     | NEXTERA ENERGY CAP HLDGS INC 5.25% 02/28/2053                                    | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3733126.08   | 0.14%             | 2053-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP 5.625% 02/10/2043                                                     | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1469949.23   | 0.06%             | 2043-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                         | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $779240.59    | 0.03%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST                        | HONDA AUTO RECEIVABLES 2023-1 A4 OWNER TRUST 4.97% 06/21/2029                    | CUSIP: 43815JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100418.67    | 0.00%             | 2029-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                 | WILLIAMS COS INC 5.65% 03/15/2033                                                | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7936250.85   | 0.31%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                    | SOUTHERN CALIFORNIA EDISON CO 5.3% 03/01/2028                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1790630.14   | 0.07%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                               | S and P GLOBAL INC 2.7% 03/01/2029                                               | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    783000 | PA      | $756887.00    | 0.03%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.625% 03/31/2030                                                      | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5029296.90   | 0.19%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                   | GNMA II 6% 11/20/2052#MA8430                                                     | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208987 | PA      | $214943.66    | 0.01%             | 2052-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A                            | HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.48% 07/17/2028                           | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108000 | PA      | $108218.88    | 0.00%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                              | FORD CREDIT AUTO OWNER TRUST 2023-A 4.56% 12/15/2028                             | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251558.20    | 0.01%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2023-C19                                            | BBCMS MTG TR 2023-C19 5.753% 04/15/2056                                          | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $357006.93    | 0.01%             | 2056-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2                | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.82% 10/16/2028               | CUSIP: 362583AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504320.10    | 0.02%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2                | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.43% 10/16/2028               | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $401898.64    | 0.02%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST                       | NISSAN AUTO RECEIVABLES 2023-A A4 OWNER TRUST 4.85% 06/17/2030                   | CUSIP: 65480WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504058.35    | 0.02%             | 2030-06-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B38 MTG TR                                        | BENCHMARK 2023-B38 MTG TR 5.626% 04/15/2056                                      | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2552919.00   | 0.10%             | 2056-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                      | CARMAX AUTO OWNER TR 2023-2 5.01% 11/15/2028                                     | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    567000 | PA      | $573667.64    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                         | EIDP INC 4.8% 05/15/2033                                                         | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759183.92    | 0.03%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NISOURCE INC 5.4% 06/30/2033                                                     | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1205967.07   | 0.05%             | 2033-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINL INC 6.992%/VAR 06/13/2029                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1895959.28   | 0.07%             | 2029-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                          | SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029                                    | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $783735.28    | 0.03%             | 2029-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 4.5% 07/01/2053#SD8340                                                 | CUSIP: 3132DWHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    676599 | PA      | $670933.32    | 0.03%             | 2053-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364251 | PA      | $386488.01    | 0.01%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC 7.119%/VAR 06/27/2034                                               | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6675000 | PA      | $7495922.41   | 0.29%             | 2034-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 5.5% 07/01/2053#SD8342                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538758 | PA      | $549963.71    | 0.02%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 2.5% 08/01/2036#MA4404                                                 | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8187557 | PA      | $7818569.67   | 0.30%             | 2036-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMW VECHILE OWNER TRUST 2023-A                                   | BMW VECHILE OWNER TRUST 2023-A 5.25% 11/26/2029                                  | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79000 | PA      | $80056.85     | 0.00%             | 2029-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4% 07/31/2030                                                          | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8675312.50   | 0.33%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                            | HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.31% 08/15/2029                           | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $76217.69     | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027                                        | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005359.47   | 0.04%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                | ARES CAPITAL CORP 7% 01/15/2027                                                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1279019.54   | 0.05%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA 6.921% 08/08/2033                                             | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3565000 | PA      | $3964777.57   | 0.15%             | 2033-08-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                  | BANK 2023-BNK46 A4 5.745% 08/15/2056                                             | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $462936.80    | 0.02%             | 2056-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP 7.079% 08/02/2043                                               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $7104844.63   | 0.27%             | 2043-08-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                    | SYNCHRONY CARD ISSUANCE TRUST 23-A1 A 5.54% 07/15/2029                           | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1509096.45   | 0.06%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 2.5% 02/01/2052#FS2660                                                 | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16558447 | PA      | $14406230.98  | 0.56%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3950000 | PA      | $3885349.60   | 0.15%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.375% 08/31/2028                                                      | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10234375.00  | 0.39%             | 2028-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC 5.55% 10/15/2053                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452069.59    | 0.02%             | 2053-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 4.5% 09/01/2053#SD8360                                                 | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415669 | PA      | $412188.50    | 0.02%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                     | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030                    | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1556016.00   | 0.06%             | 2030-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                  | BANK5 2023-5YR3 6.255% 09/15/2056                                                | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1438362 | PA      | $1496173.66   | 0.06%             | 2056-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                               | CANADIAN IMPERIAL BK OF COMM 5.926% 10/02/2026                                   | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1011573.88   | 0.04%             | 2026-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2023-B                                       | CNH EQUIPMENT TRUST 2023-B 5.46% 03/17/2031                                      | CUSIP: 12666DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $360574.48    | 0.01%             | 2031-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 5% 10/01/2053#MA5164                                                   | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331286 | PA      | $334049.64    | 0.01%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                   | US BANCORP DEL 6.787%/VAR 10/26/2027                                             | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764051.63    | 0.03%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                    | GOLDMAN SACHS GROUP INC (THE) 6.561%/VAR 10/24/2034                              | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3345907.77   | 0.13%             | 2034-10-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 MORTGAGE TRUST                                      | BMO 2023-5C2 MORTGAGE TRUST VAR 11/15/2056                                       | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $535083.70    | 0.02%             | 2056-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2023-5                       | SANTANDER DRIVE AUTO RECEIVABLES TR 2023-5 6.16% 12/17/2029                      | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151713.17    | 0.01%             | 2029-12-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                      | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1211109.62   | 0.05%             | 2029-10-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2                         | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 6.01% 01/15/2031                        | CUSIP: 58769FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $828745.84    | 0.03%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.625% 11/15/2026                                                      | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20137843.80  | 0.78%             | 2026-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | WESTPAC BANKING CORP 6.82% 11/17/2033                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3575000 | PA      | $4033503.65   | 0.16%             | 2033-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 5% 11/01/2053#MA5189                                                   | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284536 | PA      | $286909.17    | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 5.5% 12/01/2053#SD8383                                                 | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1180679 | PA      | $1206711.97   | 0.05%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.75% 11/15/2043                                     | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7719726.60   | 0.30%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                               | BROOKFIELD FIN INC 6.35% 01/05/2034                                              | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1409137.46   | 0.05%             | 2034-01-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                  | BANK5 2023-5YR4 6.5% 12/15/2056                                                  | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1298420 | PA      | $1367562.57   | 0.05%             | 2056-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                         | GENERAL MTRS FINL CO INC 6.1% 01/07/2034                                         | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2144412.48   | 0.08%             | 2034-01-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC 5.6% 06/01/2029                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041712.53   | 0.04%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 5% 01/01/2054#                                                         | CUSIP: 31418EZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3943611 | PA      | $3978973.81   | 0.15%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 5.5% 01/01/2054#SD8395                                                 | CUSIP: 3132DWKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399889 | PA      | $407831.50    | 0.02%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                          | SANTANDER HLDGS USA INC 6.174%/VAR 01/09/2030                                    | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522163.36    | 0.02%             | 2030-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                              | HUNGARY REPUBLIC OF 5.5% 03/26/2036 144A                                         | CUSIP: 445545AU0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   3100000 | PA      | $3140300.00   | 0.12%             | 2036-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                          | DEERE JOHN CAPITAL CORP 4.5% 01/16/2029                                          | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021749.31   | 0.04%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP 5.1% 02/15/2029                                                       | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514236.00    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                  | REGENCY CTRS LP 5.25% 01/15/2034                                                 | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038093.68   | 0.04%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 4.86% 06/18/2029       | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    178000 | PA      | $180958.61    | 0.01%             | 2029-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                   | CARMAX AUTO OWNER TRUST 2024-1 4.92% 10/16/2028                                  | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195999 | PA      | $197367.16    | 0.01%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY 5.466%/VAR 01/18/2035                                             | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2617039.63   | 0.10%             | 2035-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                   | CARMAX AUTO OWNER TRUST 2024-1 4.94% 08/15/2029                                  | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $254654.05    | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-A                                   | NISSAN AUTO LEASE TRUST 2024-A 4.97% 09/15/2028                                  | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $702575.86    | 0.03%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                       | CITIZENS FINANCIAL GRP INC 5.841%/VAR 01/23/2030                                 | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209127.67    | 0.01%             | 2030-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4% 01/31/2031                                                          | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10210156.20  | 0.39%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP 5.435%/VAR 01/24/2030                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207552.07    | 0.01%             | 2030-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORP 4% 07/15/2029                                                 | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1401235.84   | 0.05%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD            | FEDERAL HOME LN MTG MLT CTF GT 5.15% 12/25/2033                                  | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1603981.35   | 0.06%             | 2033-12-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 3% 05/01/2037#MA4604                                                   | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3203286 | PA      | $3104132.86   | 0.12%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                        | ROGERS COMMUNICATIONS INC 5.3% 02/15/2034                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1532922.80   | 0.06%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTL INC 4.875% 02/13/2029                                         | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    988000 | PA      | $1015592.05   | 0.04%             | 2029-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-1 OWNER TR                           | HONDA AUTO RECEIVABLES 2024-1 OWNER TR 5.17% 05/15/2030                          | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $122171.89    | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                      | CUMMINS INC 5.15% 02/20/2034                                                     | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   5335000 | PA      | $5565126.77   | 0.21%             | 2034-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2024-1                                | GM FINANCIAL LEASING TRUST 2024-1 5.09% 02/22/2028                               | CUSIP: 36269FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $270892.43    | 0.01%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                          | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.15% 03/01/2034                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518086.94    | 0.02%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KEYCORP 6.401%/VAR 03/06/2035                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3816924.83   | 0.15%             | 2035-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC 6.475%/VAR 06/01/2034                                          | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $2058925.52   | 0.08%             | 2034-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                 | ISRAEL STATE OF 5.75% 03/12/2054                                                 | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $1954876.22   | 0.08%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                              | BANCO BILBAO VIZ ARGENTARIA SA 6.033%/VAR 03/13/2035                             | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3208550.19   | 0.12%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV 5.335%/VAR 03/19/2030                                               | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2750000 | PA      | $2848852.77   | 0.11%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA 5.552%/VAR 03/14/2028                                         | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1420887.64   | 0.05%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 5.5% 03/01/2054#SD8408                                                 | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3201868 | PA      | $3255462.39   | 0.13%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA 6.875%/VAR 10/01/2054                                                     | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2575180.03   | 0.10%             | 2054-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH 5.318% 12/01/2034                                            | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1290873.15   | 0.05%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 4.5% 10/01/2053#MA5163                                                 | CUSIP: 31418EWZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    875897 | PA      | $868562.64    | 0.03%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 5.5% 11/01/2053#MA5190                                                 | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3920574 | PA      | $3998442.39   | 0.15%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MTG TR                                         | BENCHMARK 2024-V6 MTG TR 6.38427% 03/15/2057                                     | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $444099.26    | 0.02%             | 2057-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 5.04% 09/17/2029       | CUSIP: 379931AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $163514.40    | 0.01%             | 2029-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                    | PUBLIC SERVICE CO OF COLORADO 5.35% 05/15/2034                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2870677.65   | 0.11%             | 2034-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                               | REGAL REXNORD CORP 6.4% 04/15/2033                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2718314.38   | 0.10%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 4.5% 05/01/2054#SD8429                                                 | CUSIP: 3132DWLJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10265439 | PA      | $10176276.75  | 0.39%             | 2054-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                       | CITIZENS FINANCIAL GRP INC 6.645%/VAR 04/25/2035                                 | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1660225.86   | 0.06%             | 2035-04-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                               | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.56% 07/15/2031                              | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $244073.28    | 0.01%             | 2031-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                             | VERIZON MASTER TRUST 5.54% 04/22/2030                                            | CUSIP: 92348KCS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101747.66    | 0.00%             | 2030-04-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.375% 05/15/2034                                                      | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47000000 | PA      | $48797382.93  | 1.88%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                | KINROSS GOLD CORP 6.25% 07/15/2033                                               | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $824870.75    | 0.03%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC 6.875%/VAR 02/01/2055                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4188420.00   | 0.16%             | 2055-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                   | DEUTSCHE BANK AG NEW YORK BNCH 5.414% 05/10/2029                                 | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3597213.95   | 0.14%             | 2029-05-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | LAS VEGAS SANDS CORP 6% 08/15/2029                                               | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046447.78   | 0.04%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                            | WISCONSIN ELEC PWR CO 5% 05/15/2029                                              | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1290036.23   | 0.05%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD FINL NETWORK CC MASTR TR                                   | WORLD FINL NETWORK CC MASTR TR 5.47% 02/15/2031                                  | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4072528.00   | 0.16%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                       | HASBRO INC 6.05% 05/14/2034                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268445.58    | 0.01%             | 2034-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                      | VENTAS RLTY LTD PARTNERSHIP 5.625% 07/01/2034                                    | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527105.03    | 0.02%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NISOURCE INC 6.95%/VAR 11/30/2054                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1697848.75   | 0.07%             | 2054-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                              | JOHNSON and JOHNSON 4.8% 06/01/2029                                              | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258826.07    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10113671.90  | 0.39%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                 | ENTERGY CORP NEW 7.125%/VAR 12/01/2054                                           | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1569307.50   | 0.06%             | 2054-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.5% 05/31/2029                                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $56821875.00  | 2.19%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.625% 05/31/2031                                                      | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43000000 | PA      | $45176875.00  | 1.74%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                               | ENACT HOLDINGS INC 6.25% 05/28/2029                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3777807.13   | 0.15%             | 2029-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A                          | HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A 5.29% 12/15/2031                         | CUSIP: 412922AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $184249.71    | 0.01%             | 2031-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC 5.15% 09/02/2029                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2688400.91   | 0.10%             | 2029-09-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC 5.9% 09/02/2054                                               | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2950000 | PA      | $2963604.43   | 0.11%             | 2054-09-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                    | BRITISH COLUMBIA PROVINCE CDA 4.75% 06/12/2034                                   | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2610063.45   | 0.10%             | 2034-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC 5.4% 09/02/2034                                               | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $517434.98    | 0.02%             | 2034-09-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                       | MASTEC INC 5.9% 06/15/2029                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $4145880.54   | 0.16%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 5% 07/01/2054#MA5419                                                   | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757904 | PA      | $762331.97    | 0.03%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                   | PLAINS ALL AM PIPELN/PAA FIN C 5.7% 09/15/2034                                   | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2610962.65   | 0.10%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                            | REPUBLIC SERVICES INC 5% 11/15/2029                                              | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777598.65    | 0.03%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD 5.4% 06/21/2034                                                      | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1044396.53   | 0.04%             | 2034-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                               | BROOKFIELD FIN INC 5.675% 01/15/2035                                             | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3640000 | PA      | $3760513.99   | 0.14%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                 | ESSENT GROUP LTD 6.25% 07/01/2029                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $789236.51    | 0.03%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                              | SUMITOMO MITSUI FINL GRP INC 5.316% 07/09/2029                                   | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2080375.80   | 0.08%             | 2029-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.95%/VAR 03/10/2055          | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    950000 | PA      | $1004031.08   | 0.04%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 4.5% 08/01/2054#                                                       | CUSIP: 31418FBL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7472759 | PA      | $7405518.08   | 0.29%             | 2054-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                            | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                      | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2832855.99   | 0.11%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                    | GOLDMAN SACHS GROUP INC (THE) 5.049%/VAR 07/23/2030                              | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1538828.99   | 0.06%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                   | CARMAX AUTO OWNER TRUST 2024-3 4.89% 07/16/2029                                  | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    597000 | PA      | $603588.73    | 0.02%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                    | SYNCHRONY CARD ISSUANCE TRUST 4.93% 07/15/2030                                   | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2160000 | PA      | $2192867.42   | 0.08%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                           | CHUBB INA HOLDINGS INC 4.65% 08/15/2029                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256604.19    | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL 5.935%/VAR 08/02/2030                                        | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1556658.72   | 0.06%             | 2030-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.75% 08/15/2027                                                       | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $50214844.00  | 1.94%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.875% 08/15/2034                                                      | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1001454.30   | 0.04%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                     | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $374781.25    | 0.01%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD FINL NETWORK CC MASTR TR                                   | WORLD FINL NETWORK CC MASTR TR 4.62% 05/15/2031                                  | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2130000 | PA      | $2152583.54   | 0.08%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC 5.55% 08/15/2064                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1177734.83   | 0.05%             | 2064-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC 5.45% 09/15/2034                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2595780.23   | 0.10%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                       | TENNESSEE VALLEY AUTHORITY 4.375% 08/01/2034                                     | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1546015.11   | 0.06%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 6% 03/01/2054#SD8409                                                   | CUSIP: 3132DWKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922518 | PA      | $948511.72    | 0.04%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                      | EQUIFAX INC 4.8% 09/15/2029                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509011.63    | 0.02%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                 | BENCHMARK MORTGAGE TRUST 2024-V9 AS 6.06412% 08/15/2057                          | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $926122.41    | 0.04%             | 2057-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8900000 | PA      | $8428578.13   | 0.32%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO TRUST 2024-C                                     | WORLD OMNI AUTO TRUST 2024-C 4.44% 05/15/2030                                    | CUSIP: 98164NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $131971.97    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | FORD MOTOR CREDIT CO LLC 5.303% 09/06/2029                                       | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507584.02    | 0.02%             | 2029-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                          | SANTANDER HLDGS USA INC 5.353%/VAR 09/06/2030                                    | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1286102.99   | 0.05%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                        | TORONTO DOMINION BANK 5.146%/VAR 09/10/2034                                      | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $3671409.60   | 0.14%             | 2034-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                   | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                             | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766242.52    | 0.03%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                       | CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010175.35   | 0.04%             | 2029-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.5% 09/30/2026                                                        | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $44960009.85  | 1.73%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                       | JOHN DEERE OWNER TR 2024-C 4.15% 08/15/2031                                      | CUSIP: 477911AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45000 | PA      | $45400.83     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-C                              | FORD CREDIT AUTO OWNER TRUST 2024-C 4.11% 07/15/2030                             | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $403798.64    | 0.02%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V10 COML MTG TR                                   | BENCHMARK 2024-V10 COML MTG TR 5.7253% 10/15/2029                                | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $150660.71    | 0.01%             | 2057-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 15YR 2.5% 01/01/2037#SB8138                                                 | CUSIP: 3132D6BF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593182 | PA      | $566264.27    | 0.02%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                      | AMERICAN HONDA FINANCE CORP 4.45% 10/22/2027                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009657.41   | 0.04%             | 2027-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CENTERPOINT ENERGY INC 6.7%/VAR 05/15/2055                                       | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033708.00   | 0.04%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                      | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62000000 | PA      | $60571093.44  | 2.34%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                  | MAREX GROUP PLC 6.404% 11/04/2029                                                | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1875000 | PA      | $1962859.88   | 0.08%             | 2029-11-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                   | FEDERAL NAT MTG ASN GTD REM PA 4.45% 08/25/2034                                  | CUSIP: 3136BTHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1521145.35   | 0.06%             | 2034-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 5.5% 11/01/2054#MA5531                                                 | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6275845 | PA      | $6390195.65   | 0.25%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 5.5% 12/01/2054#SD8493                                                 | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1256115 | PA      | $1277824.75   | 0.05%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 5% 11/01/2054#MA5530                                                   | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2260649 | PA      | $2273856.36   | 0.09%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 5% 10/01/2054#MA5496                                                   | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4474111 | PA      | $4497481.57   | 0.17%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 5% 10/01/2054#SD8468                                                   | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8948732 | PA      | $9001012.28   | 0.35%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 5% 08/01/2054#MA5443                                                   | CUSIP: 31418FBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9158152 | PA      | $9217379.50   | 0.36%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC 5.1% 06/15/2035                                              | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1449350.29   | 0.06%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                | HUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/2030                              | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2594084.83   | 0.10%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                                        | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038047.00   | 0.04%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44150000 | PA      | $44565630.75  | 1.72%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC 5.592%/VAR 11/19/2034                                              | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773813.17    | 0.03%             | 2034-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA 6.625%/VAR 04/01/2055                                                     | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508234.00    | 0.02%             | 2055-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                     | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.62% 07/16/2029                    | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504510.75    | 0.02%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC 5.59%/VAR 11/26/2035                                    | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $788982.21    | 0.03%             | 2035-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | APPLOVIN CORP 5.125% 12/01/2029                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1889307.86   | 0.07%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | APPLOVIN CORP 5.375% 12/01/2031                                                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515338.32    | 0.02%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.125% 11/30/2031                                                      | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10266015.60  | 0.40%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 2.5% 12/01/2051#FS6925                                                 | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14681075 | PA      | $12754523.41  | 0.49%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 1.5% 10/01/2050#SD8082                                                 | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3371578 | PA      | $2684711.76   | 0.10%             | 2050-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                      | CENCORA INC 4.85% 12/15/2029                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028954.82   | 0.04%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                       | EVERGY INC 6.65%/VAR 06/01/2055                                                  | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514808.00    | 0.02%             | 2055-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                     | TAPESTRY INC 5.1% 03/11/2030                                                     | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774370.83    | 0.03%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                     | TAPESTRY INC 5.5% 03/11/2035                                                     | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037259.71   | 0.04%             | 2035-03-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 5% 12/20/2054#MB0091                                                     | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2775422 | PA      | $2788700.53   | 0.11%             | 2054-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 5% 11/20/2054#MB0025                                                     | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4608089 | PA      | $4630135.54   | 0.18%             | 2054-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.375% 12/31/2029                                                      | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30983203.20  | 1.19%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 5.5% 01/01/2055#MA5586                                                 | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699858 | PA      | $711953.43    | 0.03%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                   | SOLVENTUM CORP 5.6% 03/23/2034                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1568318.16   | 0.06%             | 2034-03-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                         | GENERAL MTRS FINL CO INC 5.35% 01/07/2030                                        | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518996.08    | 0.02%             | 2030-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                    | SOUTHERN CALIFORNIA EDISON CO 5.45% 03/01/2035                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4115703.84   | 0.16%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                               | CANADIAN IMPERIAL BK OF COMM 5.245%/VAR 01/13/2031                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4156537.96   | 0.16%             | 2031-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA 5.565% 01/17/2030                                             | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $628990.78    | 0.02%             | 2030-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA 6.033% 01/17/2035                                             | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1077593.93   | 0.04%             | 2035-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC 5.694%/VAR 04/15/2031                            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $498729.18    | 0.02%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY 5.23%/VAR 01/15/2031                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776687.12    | 0.03%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                              | FORD CREDIT AUTO LEASE TRUST 2025-A 4.72% 06/15/2028                             | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $241908.02    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.25% 01/31/2030                                                       | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25718750.00  | 0.99%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 6% 12/01/2054#SD8495                                                   | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731771 | PA      | $751189.47    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | ORACLE CORP 6.125% 08/03/2065                                                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2389434.27   | 0.09%             | 2065-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 6% 07/01/2054#RJ1974                                                   | CUSIP: 3142GSFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321691 | PA      | $331031.51    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                          | NATIONAL FUEL GAS CO NJ 5.5% 03/15/2030                                          | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    750000 | PA      | $780488.33    | 0.03%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24933595.00  | 0.96%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                   | EMBRAER NETHERLANDS FINANCE BV 5.98% 02/11/2035                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1350000 | PA      | $1448955.00   | 0.06%             | 2035-02-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                    | SYNCHRONY CARD ISSUANCE TRUST 4.78% 02/15/2031                                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2038559.00   | 0.08%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                       | TENNESSEE VALLEY AUTHORITY 5.25% 02/01/2055                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5132108.05   | 0.20%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.75% 02/15/2045                                                       | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13325000.00  | 0.51%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                        | ORIX CORP 5.4% 02/25/2035                                                        | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1043812.31   | 0.04%             | 2035-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                       | RENAISSANCERE HOLDINGS LTD 5.8% 04/01/2035                                       | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   1350000 | PA      | $1414606.46   | 0.05%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC 4.875% 03/15/2030                                                     | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1551056.90   | 0.06%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC 5.25% 03/01/2030                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518936.43    | 0.02%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 5% 02/20/2055#MB0204                                                     | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1250174 | PA      | $1256155.34   | 0.05%             | 2055-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 5.5% 11/20/2054#MB0026                                                   | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8732474 | PA      | $8863747.04   | 0.34%             | 2054-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.125% 02/28/2027                                                      | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $70404687.50  | 2.71%             | 2027-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C33                                           | BBCMS MTG A4 TR 2025-5C33 5.839% 03/15/2058                                      | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $148228.11    | 0.01%             | 2058-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                  | ENTERGY TEX INC 5.25% 04/15/2035                                                 | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    750000 | PA      | $778333.06    | 0.03%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                    | MARRIOTT INTERNATIONAL INC/MD 5.5% 04/15/2037                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2583529.10   | 0.10%             | 2037-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC 5.13%/VAR 03/03/2031                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1805696.36   | 0.07%             | 2031-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2025                                      | JOHN DEERE OWNER TRUST 2025 4.23% 09/17/2029                                     | CUSIP: 47800DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245000 | PA      | $247000.94    | 0.01%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C33                                           | BBCMS MTG TR 2025-5C33 6.168% 03/15/2058                                         | CUSIP: 072924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $423052.56    | 0.02%             | 2058-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | STEEL DYNAMICS INC 5.25% 05/15/2035                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2569148.23   | 0.10%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP 6.25% 08/15/2055                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043763.13   | 0.04%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TR 2025-A                              | CARMAX SELECT RECEIVABLES TR 2025-A 4.77% 09/17/2029                             | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $227292.55    | 0.01%             | 2029-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                          | SANTANDER HLDGS USA INC 5.741%/VAR 03/20/2031                                    | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208297.07    | 0.01%             | 2031-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                          | SANTANDER HLDGS USA INC 5.473%/VAR 03/20/2029                                    | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3066720.09   | 0.12%             | 2029-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV 5.066%/VAR 03/25/2031                                               | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1804194.21   | 0.07%             | 2031-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP 7.375%/VAR 09/15/2055                                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658301.74    | 0.03%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CNH EQUIP TR 2025-A                                              | CNH EQUIP TR 2025-A 4.54% 09/15/2032                                             | CUSIP: 12674BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    740000 | PA      | $756966.20    | 0.03%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                   | TR FINANCE LLC 3.35% 05/15/2026                                                  | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249562.43    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.125% 03/31/2032                                                      | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14881191.37  | 0.57%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 4.5% 11/01/2053#SD6736                                                 | CUSIP: 3132DUPV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    884290 | PA      | $876885.95    | 0.03%             | 2053-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 2.5% 09/01/2051#FM8745                                                 | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3757705 | PA      | $3262244.80   | 0.13%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 2.5% 02/01/2052#FS6380                                                 | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118156 | PA      | $102650.47    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 2.5% 06/01/2052#FS7944                                                 | CUSIP: 3140XPZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8875526 | PA      | $7705270.95   | 0.30%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                               | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $77572.78     | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                    | SAN DIEGO GAS and ELECTRIC CO 5.4% 04/15/2035                                    | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2605284.88   | 0.10%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056           | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    950000 | PA      | $984846.95    | 0.04%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 2.5% 05/01/2037#FS6377                                                 | CUSIP: 3140XNCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733407 | PA      | $700813.42    | 0.03%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL HOLDINGS INC 4.9% 04/03/2028                                                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011571.94   | 0.04%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORP 5.125% 04/15/2035                                             | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2572072.05   | 0.10%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 2.5% 05/01/37 #FS9492                                                  | CUSIP: 3140XRRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412995 | PA      | $394640.81    | 0.02%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 5.5% 01/01/2055#SL0019                                                 | CUSIP: 31427MAV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9124149 | PA      | $9282557.02   | 0.36%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIEMAE 30YR 5.5% 01/01/2055#FA0445                                            | CUSIP: 3140W0P74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22264839 | PA      | $22642376.96  | 0.87%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                    | GOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2031                              | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2070417.48   | 0.08%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4% 04/30/2032                                                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10191796.90  | 0.39%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | AMERICAN EXPRESS CO 5.016%/VAR 04/25/2031                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1089020.73   | 0.04%             | 2031-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | MICRON TECHNOLOGY INC 6.05% 11/01/2035                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3801984.27   | 0.15%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC 5.25% 05/15/2055                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1459886.18   | 0.06%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTL INC 4.375% 04/30/2030                                         | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519409.09   | 0.06%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                            | GENERAL DYNAMICS CORP 4.95% 08/15/2035                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723957.68    | 0.03%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 3% 05/01/2051#FS3235                                                   | CUSIP: 3140XJSZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1987866 | PA      | $1798786.10   | 0.07%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                   | WEIR GROUP INC 5.35% 05/06/2030 144A                                             | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776496.13    | 0.03%             | 2030-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | LAS VEGAS SANDS CORP 5.625% 06/15/2028                                           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024508.73   | 0.04%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.25% 05/15/2035                                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30500000 | PA      | $31282753.83  | 1.21%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC 4.643%/VAR 05/07/2028                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006958.28   | 0.04%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                  | MAREX GROUP PLC 5.829% 05/08/2028                                                | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   2650000 | PA      | $2702817.36   | 0.10%             | 2028-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 2.5% 05/01/2037#FS6376                                                 | CUSIP: 3140XNCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3667515 | PA      | $3504524.46   | 0.14%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO 5.35% 04/15/2028                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1280820.18   | 0.05%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267741.39   | 0.05%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                   | DEUTSCHE BANK AG NEW YORK BNCH 5.297%/VAR 05/09/2031                             | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $2008510.49   | 0.08%             | 2031-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                      | CUMMINS INC 4.7% 02/15/2031                                                      | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    900000 | PA      | $926134.97    | 0.04%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                      | CUMMINS INC 5.3% 05/09/2035                                                      | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2097628.68   | 0.08%             | 2035-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031                                           | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1294957.13   | 0.05%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 6% 04/01/2055#FA1377                                                   | CUSIP: 3140W1Q71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3252382 | PA      | $3338688.47   | 0.13%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                  | CATERPILLAR INC 5.2% 05/15/2035                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047606.79   | 0.04%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINL INC 5.737%/VAR 05/15/2029                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139637.65    | 0.01%             | 2029-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                         | EIDP INC 5.125% 05/15/2032                                                       | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1558650.80   | 0.06%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                 | WOODSIDE FIN LTD 4.9% 05/19/2028                                                 | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2800000 | PA      | $2851131.05   | 0.11%             | 2028-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                          | MAGNA INTL INC 5.875% 06/01/2035                                                 | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1070974.36   | 0.04%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                  | FORDF 2025-1 A1 4.63% 04/15/2030                                                 | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1527092.55   | 0.06%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC 5.115%/VAR 05/23/2031                                          | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1031319.98   | 0.04%             | 2031-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF LEASING LLC                                                  | GMF LEASING LLC 2025-2 A3 4.58% 05/22/2028                                       | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    869000 | PA      | $876383.02    | 0.03%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST 2025-A                       | NISSAN AUTO RECEIVABLES OWNER TRUST 2025-A 4.57% 11/15/2030                      | CUSIP: 65481GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $768059.70    | 0.03%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A                        | EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A 4.78% 07/16/2029                       | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $352391.83    | 0.01%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4.125% 05/31/2032                                                      | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8207905.60   | 0.32%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                        | TORONTO DOMINION BANK 4.574% 06/02/2028                                          | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2028760.06   | 0.08%             | 2028-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                                  | DRIVE 2025-1 A2 4.73% 09/15/2032                                                 | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1759558.15   | 0.07%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                    | SYNCHRONY CARD ISSUANCE TRUST 2025-A2 A 4.49% 05/15/2031                         | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1016330.10   | 0.04%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                             | ONTARIO PROVINCE CDA 4.85% 06/11/2035                                            | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2625123.83   | 0.10%             | 2035-06-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF LEASING LLC                                                  | GMF LEASING LLC 4.64% 04/20/2029                                                 | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3798258.75   | 0.15%             | 2029-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH      | AUSTRALIA and NZ BKG GRP LTD NEW YORK BRH 4.362% 06/18/2028                      | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2536817.23   | 0.10%             | 2028-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029                                   | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $508462.40    | 0.02%             | 2029-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                   | OMEGA HEALTHCARE INVESTORS INC 5.2% 07/01/2030                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2051201.94   | 0.08%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                        | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.15% 01/15/2031                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1764558.74   | 0.07%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                              | HUNGARY REPUBLIC OF 6% 09/26/2035 144A                                           | CUSIP: 445545AW6<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    750000 | PA      | $789847.50    | 0.03%             | 2035-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC 4.6% 06/20/2028                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    439000 | PA      | $444898.31    | 0.02%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG RESOURCES INC 4.4% 07/15/2028                                                | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3343787.63   | 0.13%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODS OPER LLC 4.6% 01/15/2031                                        | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2556024.83   | 0.10%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | MARVELL TECHNOLOGY INC 4.75% 07/15/2030                                          | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    324000 | PA      | $330314.47    | 0.01%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                     | MEXICO UNITED MEXICAN STATES 5.85% 07/02/2032                                    | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $1560000.00   | 0.06%             | 2032-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                         | WASTE MANAGEMENT INC DEL 3.875% 01/15/2029                                       | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3255620.00   | 0.13%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                           | CORP ANDINA DE FOMENTO 4.125% 06/30/2028                                         | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   1750000 | PA      | $1767482.50   | 0.07%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                               | HONDA MOTOR CO LTD 4.436% 07/08/2028                                             | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $4551949.04   | 0.18%             | 2028-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                 | WELLTOWER OP LLC 4.5% 07/01/2030                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2342342.75   | 0.09%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2448000 | PA      | $2496190.54   | 0.10%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                 | WILLIAMS COS INC 5.3% 09/30/2035                                                 | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1540214.73   | 0.06%             | 2035-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                      | PUBLIC STORAGE OPERATING CO 4.375% 07/01/2030                                    | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3048784.11   | 0.12%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 2.5% 04/01/2051#FM6799                                                 | CUSIP: 3140XARV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1897452 | PA      | $1647269.60   | 0.06%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 5% 03/20/2055#MB0258                                                     | CUSIP: 3618N5JC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6776952 | PA      | $6809376.04   | 0.26%             | 2055-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                              | SUMITOMO MITSUI FINL GRP INC 4.66%/VAR 07/08/2031                                | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2800000 | PA      | $2848661.34   | 0.11%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                      | AMERICAN HONDA FINANCE CORP 4.55% 07/09/2027                                     | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1817361.23   | 0.07%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                   | AMERICAN EXPRESS CR ACC MST TR 4.51% 07/15/2032                                  | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2267911.36   | 0.09%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                            | JPMORGAN CHASE and CO 5.615%/VAR 07/23/2036                                      | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4679983.17   | 0.18%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                        | PNC BANK NA PITTSBURGH PA 4.429%/VAR 07/21/2028                                  | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013857.02   | 0.08%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | AMERICAN EXPRESS CO 4.351%/VAR 07/20/2029                                        | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2725412.32   | 0.11%             | 2029-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                      | TRUIST BANK 4.42%/VAR 07/24/2028                                                 | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2515597.13   | 0.10%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL 5.019%/VAR 07/29/2029                                        | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1823155.61   | 0.07%             | 2029-07-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.875% 07/31/2030                                                      | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $7871699.18   | 0.30%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4% 07/31/2032                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $15787597.70  | 0.61%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA 4.498%/VAR 08/06/2029                                       | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2529794.85   | 0.10%             | 2029-08-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                   | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1527704.54   | 0.06%             | 2031-08-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                     | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707937.76    | 0.03%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 15YR 5% 07/01/2040#MA5771                                                   | CUSIP: 31418FMV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4198046 | PA      | $4263706.65   | 0.16%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                     | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6109687.50   | 0.24%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.625% 08/15/2028                                                      | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25142578.00  | 0.97%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                | M and T BANK CORP 5.4%/VAR 07/30/2035                                            | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4889094.07   | 0.19%             | 2035-07-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC 6%/VAR 02/15/2056                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014753.00   | 0.04%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                    | PUBLIC SERVICE CO OF COLORADO 5.15% 09/15/2035                                   | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2552661.20   | 0.10%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WOART 2025-C                                                     | WOART 2025-C A4 4.19% 11/17/2031                                                 | CUSIP: 981936AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1014883.60   | 0.04%             | 2031-11-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 4.5% 11/01/2054#SL0454                                                 | CUSIP: 31427MQG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6631430 | PA      | $6571758.91   | 0.25%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                  | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/2028                                  | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1019000 | PA      | $1025818.83   | 0.04%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                          | SIMON PROPERTY GROUP LP 4.375% 10/01/2030                                        | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3038332.23   | 0.12%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                         | MAIN STR CAP CORP 5.4% 08/15/2028                                                | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006896.40   | 0.08%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                          | FHLM 30YR 6% 05/01/2055#SL1194                                                   | CUSIP: 31427NKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2524206 | PA      | $2595314.99   | 0.10%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.875% 08/31/2032                                                      | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6325000 | PA      | $6394673.80   | 0.25%             | 2032-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.625% 08/31/2027                                                      | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10026171.90  | 0.39%             | 2027-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.625% 08/31/2030                                                      | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12564941.38  | 0.48%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                 | MERCK and CO INC 5.7% 09/15/2055                                                 | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2556741.70   | 0.10%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC 5.741%/VAR 09/10/2036                                          | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1863385.24   | 0.07%             | 2036-09-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                  | DOW CHEMICAL CO 5.65% 03/15/2036                                                 | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5011335.00   | 0.19%             | 2036-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                               | VOLKSWAGEN AUTO LEASE TRUST 2025-B 4.01% 01/22/2029 144A                         | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2310059.51   | 0.09%             | 2029-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC 5.174%/VAR 09/11/2036                                              | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2452070.96   | 0.09%             | 2036-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | BRIXMOR OPERATING PARTNERSHIP LP 4.85% 02/15/2033                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1359880.17   | 0.05%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                          | SIERRA PACIFIC POWER CO 6.375%/VAR 12/15/2055                                    | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1591030.88   | 0.06%             | 2055-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                           | WEBSTER FINANCIAL CORP 5.784%/VAR 09/11/2035                                     | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1749320.43   | 0.07%             | 2035-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.375% 09/15/2028                                                      | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7497363.30   | 0.29%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                   | CAPITAL ONE MULTI-ASST EXEC TR 4.02% 09/15/2032                                  | CUSIP: 14041NGG0<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2325168.90   | 0.09%             | 2032-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 4.5% 10/01/2054#SD8467                                                 | CUSIP: 3132DWMQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3386165 | PA      | $3355695.60   | 0.13%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 4.5% 08/20/2054#MA9849                                                   | CUSIP: 36179Y5J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4776003 | PA      | $4729406.85   | 0.18%             | 2054-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                              | WORLD OMNI SELECT AUTO TRUST 2025-A 4.08% 08/15/2031                             | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2010538.60   | 0.08%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC 4.32%/VAR 09/22/2029                             | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $2257816.82   | 0.09%             | 2029-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                     | MEXICO UNITED MEXICAN STATES 5.375% 03/22/2033                                   | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2100000 | PA      | $2107560.00   | 0.08%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP 4.625% 03/22/2033                                               | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2510513.85   | 0.10%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.875% 09/30/2032                                                      | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10106250.00  | 0.39%             | 2032-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.625% 09/30/2030                                                      | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15076757.85  | 0.58%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.5% 09/30/2027                                                        | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10010937.50  | 0.39%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                               | VOLKSWAGEN AUTO LEASE TRUST 2025-B 4% 05/20/2030                                 | CUSIP: 92868BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2980000 | PA      | $2993657.94   | 0.12%             | 2030-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC                                    | NATIONAL HEALTH INVESTORS INC 5.35% 02/01/2033                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1314721.11   | 0.05%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                   | AMERICAN ELEC PWR CO INC 5.80%/VAR 03/15/2056                                    | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004863.00   | 0.04%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                              | ALLIANT ENERGY CORP 5.75%/VAR 04/01/2056                                         | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1744345.40   | 0.07%             | 2056-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                       | FNMA 30YR 6% 06/01/2055#MA5736                                                   | CUSIP: 31418FLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4938951 | PA      | $5066925.92   | 0.20%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2% 03/01/2056 #TBA                                                       | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $21175.75     | 0.00%             | 2056-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2% 03/01/2056 #TBA                                                       | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -25000 | PA      | $-21175.75    | -0.00%            | 2056-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2.5% 03/01/2056 #TBA                                                     | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $8822402.00   | 0.34%             | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 3.5% 03/01/2056 #TBA                                                     | CUSIP: 21H032639<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -2350000 | PA      | $-2204777.52  | -0.09%            | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 3.5% 03/01/2056 #TBA                                                     | CUSIP: 21H032639<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2350000 | PA      | $2204777.52   | 0.09%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 4% 03/01/2056 #TBA                                                       | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30000000 | PA      | $28855077.00  | 1.11%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 5% 03/01/2056 #TBA                                                       | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -2950000 | PA      | $-2960371.02  | -0.11%            | 2056-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 5% 03/01/2056 #TBA                                                       | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12950000 | PA      | $12995527.02  | 0.50%             | 2056-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 5.5% 03/01/2056 #TBA                                                     | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5064379.50   | 0.20%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 6% 03/01/2056 #TBA                                                       | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8900000 | PA      | $9080540.06   | 0.35%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 6% 03/01/2056 #TBA                                                       | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -6350000 | PA      | $-6478812.29  | -0.25%            | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 6.5% 03/01/2056 #TBA                                                     | CUSIP: 21H062636<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $4156986.00   | 0.16%             | 2056-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 6.5% 03/01/2056 #TBA                                                     | CUSIP: 21H062636<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -4000000 | PA      | $-4156986.00  | -0.16%            | 2056-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 15YR 2% 03/01/2041 #TBA                                                     | CUSIP: 01F020430<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1600000 | PA      | $1490500.00   | 0.06%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 15YR 4% 03/01/2041 #TBA                                                     | CUSIP: 01F040438<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  22500000 | PA      | $22301367.75  | 0.86%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 15YR 5% 03/01/2041 #TBA                                                     | CUSIP: 01F050437<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7450000 | PA      | $7563204.99   | 0.29%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 15YR 5% 03/01/2041 #TBA                                                     | CUSIP: 01F050437<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2450000 | PA      | $-2487228.49  | -0.10%            | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 30YR 2% 03/01/2056 #TBA                                                     | CUSIP: 01F020638<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1450000 | PA      | $-1200837.95  | -0.05%            | 2056-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 30YR 2% 03/01/2056 #TBA                                                     | CUSIP: 01F020638<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  38250000 | PA      | $31677276.83  | 1.22%             | 2056-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 30YR 2.5% 03/01/2056 #TBA                                                   | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  50000000 | PA      | $43298830.00  | 1.67%             | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 30YR 3% 03/01/2056 #TBA                                                     | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  25000000 | PA      | $22606445.00  | 0.87%             | 2056-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 30YR 3.5% 03/01/2056 #TBA                                                   | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  29700000 | PA      | $27989930.43  | 1.08%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 30YR 4% 03/01/2056 #TBA                                                     | CUSIP: 01F040636<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  30000000 | PA      | $29159766.00  | 1.12%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 30YR 4.5% 03/01/2056 #TBA                                                   | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7500000 | PA      | $7416210.75   | 0.29%             | 2056-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 30YR 5% 03/01/2056 #TBA                                                     | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6240000 | PA      | $6268274.69   | 0.24%             | 2056-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 30YR 6% 03/01/2056 #TBA                                                     | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2325000 | PA      | $2384850.62   | 0.09%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 30YR 6.5% 03/01/2056 #TBA                                                   | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4250000 | PA      | $4413525.55   | 0.17%             | 2056-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.5% 10/15/2028                                                        | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35095704.00  | 1.35%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-2                                   | BMW VEHICLE LEASE TRUST 2025-2 3.97% 09/25/2028                                  | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2509515.50   | 0.10%             | 2028-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                          | CRH AMER FIN INC 4.4% 02/09/2031                                                 | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    408000 | PA      | $411041.14    | 0.02%             | 2031-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                    | FHLG 30YR 5.5% 09/01/2055#SL2817                                                 | CUSIP: 31427QDX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2278736 | PA      | $2318120.17   | 0.09%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V17 MORTGAGE TRUST                                | BENCHMARK 2025-V17 MORTGAGE TRUST 5.42451% 09/15/2058                            | CUSIP: 081934AU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156000 | PA      | $161654.67    | 0.01%             | 2058-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.75% 10/31/2032                                                       | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3509843.75   | 0.14%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.625% 10/31/2030                                                      | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20098437.60  | 0.77%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                   | CAPITAL ONE MULTI-ASST EXEC TR 4.65% 10/15/2037                                  | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2044818.80   | 0.08%             | 2037-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                            | SOUTHWEST AIRLINES CO 4.375% 11/15/2028                                          | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1260703.08   | 0.05%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                            | SOUTHWEST AIRLINES CO 5.25% 11/15/2035                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487732.46   | 0.06%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC 4.425%/VAR 11/04/2031                                   | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $1959428.23   | 0.08%             | 2031-11-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA 3.995%/VAR 11/03/2028                                       | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2503585.18   | 0.10%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC 4.619%/VAR 11/06/2031                                          | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1011457.56   | 0.04%             | 2031-11-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 2% 04/01/2056 #TBA                                                       | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $21178.68     | 0.00%             | 2056-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 3.5% 04/01/2056 #TBA                                                     | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2350000 | PA      | $2197433.77   | 0.08%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 5% 04/01/2056 #TBA                                                       | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2950000 | PA      | $2956337.78   | 0.11%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 6% 04/01/2056 #TBA                                                       | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3950000 | PA      | $4027350.09   | 0.16%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                        | GNII II 6.5% 04/01/2056 #TBA                                                     | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $4151986.00   | 0.16%             | 2056-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                             | UMBS 15YR 5% 04/01/2041 #TBA                                                     | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1650000 | PA      | $1674105.35   | 0.06%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC 5.45% 11/15/2055                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987971.80   | 0.08%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 4% 11/15/2035                                                          | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10035937.50  | 0.39%             | 2035-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.5% 11/15/2028                                                        | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20057031.20  | 0.77%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                      | POLARIS INC 5.6% 03/01/2031                                                      | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $2012049.57   | 0.08%             | 2031-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | GLOBAL PAYMENTS INC 4.5% 11/15/2028                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2806440.11   | 0.11%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                   | TARGA RES CORP 4.35% 01/15/2029                                                  | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    497000 | PA      | $501046.56    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                   | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035                                     | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1042940.97   | 0.04%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC 5.875% 11/30/2045                                     | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2375553.92   | 0.09%             | 2045-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                         | FLEX LTD 5.375% 11/13/2035                                                       | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1800000 | PA      | $1819728.59   | 0.07%             | 2035-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                     | ILLUMINA INC 4.75% 12/12/2030                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2285810.55   | 0.09%             | 2030-12-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                              | SCHWAB CHARLES CORP 4.914%/VAR 11/14/2036                                        | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500750.13   | 0.10%             | 2036-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                              | NORTHERN TRUST CORP 5.117%/VAR 11/19/2040                                        | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002497.61   | 0.04%             | 2040-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                      | UNITED STATES TREASURY BOND 4.625% 11/15/2045                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31500000 | PA      | $31706718.75  | 1.22%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC 4.5% 02/15/2031                                                     | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2323069.23   | 0.09%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                                              | VOYA GLOBAL FUNDING 4.6% 11/24/2030 144A                                         | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2335198.12   | 0.09%             | 2030-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | CENOVUS ENERGY INC 5.4% 03/20/2036                                               | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   3308000 | PA      | $3369574.45   | 0.13%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                 | ASCENSION HEALTH 4.923% 11/15/2035                                               | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $507397.71    | 0.02%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.5% 11/30/2030                                                        | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22650000 | PA      | $22637613.17  | 0.87%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P4                              | CARVANA AUTO RECEIVABLES TR 2025-P4 4.25% 11/10/2031                             | CUSIP: 14689AAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2531475.25   | 0.10%             | 2031-11-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                          | WESTERN GAS PARTNERS LP 5.5% 12/15/2035                                          | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3025863.12   | 0.12%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                      | VENTAS RLTY LTD PARTNERSHIP 5% 02/15/2036                                        | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2899419.86   | 0.11%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                   | DEUTSCHE BANK AG NEW YORK BNCH 4.469%/VAR 12/10/2031                             | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2765766.63   | 0.11%             | 2031-12-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.5% 12/15/2028                                                        | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20059375.00  | 0.77%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                             | SHELL FINANCE US INC 3.125% 11/07/2049 144A                                      | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $173407.86    | 0.01%             | 2049-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                             | SHELL FINANCE US INC 6.375% 12/15/2038 144A                                      | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1985072.18   | 0.08%             | 2038-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                    | AFFILIATED MANAGERS GROUP INC 5.5% 02/15/2036                                    | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3024568.86   | 0.12%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                         | GENERAL MTRS FINL CO INC 5.45% 01/08/2036                                        | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3052108.02   | 0.12%             | 2036-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | FORD MOTOR CREDIT CO LLC 5.753% 04/06/2033                                       | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2038038.14   | 0.08%             | 2033-04-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                         | EXPORT IMPORT BANK KOREA 3.75% 01/13/2029                                        | CUSIP: 302154EQ8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |   3500000 | PA      | $3515516.41   | 0.14%             | 2029-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                         | EXPORT IMPORT BANK KOREA 3.875% 01/13/2031                                       | CUSIP: 302154ER6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |   3000000 | PA      | $3023228.91   | 0.12%             | 2031-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                 | ISRAEL STATE OF 4.5% 01/13/2031                                                  | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2500000 | PA      | $2505454.40   | 0.10%             | 2031-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC 4.95% 01/15/2036                                                    | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2333692.75   | 0.09%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.75% 01/15/2033       | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2800000 | PA      | $2805482.62   | 0.11%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.5% 01/15/2029                                                        | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5015234.40   | 0.19%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 5.5% 01/15/2036 | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1795831.80   | 0.07%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                        | JABIL INC 4.2% 02/01/2029                                                        | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2304299.85   | 0.09%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2026-A                                       | CNH EQUIPMENT TRUST 2026-A A3 4.23% 05/15/2031                                   | CUSIP: 189920AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2520286.00   | 0.10%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                               | WELLS FARGO and CO NEW 4.182%/VAR 01/23/2030                                     | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5017717.70   | 0.19%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                    | GOLDMAN SACHS GROUP INC (THE) 4.148%/VAR 01/21/2029                              | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002070.95   | 0.19%             | 2029-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                    | GOLDMAN SACHS GROUP INC (THE) 4.516%/VAR 01/21/2032                              | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012349.74   | 0.08%             | 2032-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                    | GOLDMAN SACHS GROUP INC (THE) 5.065%/VAR 01/21/2037                              | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014067.12   | 0.08%             | 2037-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY 4.238%/VAR 01/09/2030                                             | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5017492.20   | 0.19%             | 2030-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2026-A                              | FORD CREDIT AUTO LEASE TRUST 2026-A 4.3% 07/15/2029                              | CUSIP: 345276AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $166060.27    | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2026-A                                       | CNH EQUIPMENT TRUST 2026-A A4 4.37% 07/15/2033                                   | CUSIP: 189920AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1014220.10   | 0.04%             | 2033-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                           | KOREA DEVELOPMENT BANK 4% 01/28/2031                                             | CUSIP: 500630ER5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |   5000000 | PA      | $5063338.40   | 0.20%             | 2031-01-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                   | PNC FINANCIAL SERVICES GRP INC 5.423%/VAR 01/25/2041                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2527400.50   | 0.10%             | 2041-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KEYCORP 5.305%/VAR 01/28/2037                                                    | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1113771.11   | 0.04%             | 2037-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                        | UST NOTES 3.75% 01/31/2031                                                       | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2525390.63   | 0.10%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO INC                                     | FEDEX FREIGHT HOLDING CO INC 4.95% 03/15/2033 144A                               | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2249934.55   | 0.09%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO INC                                     | FEDEX FREIGHT HOLDING CO INC 5.25% 03/15/2036 144A                               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1794432.22   | 0.07%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                   | MORGAN STANLEY PRIVATE BANK NA 4.213%/VAR 02/08/2030                             | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009511.90   | 0.08%             | 2030-02-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1                     | GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1 A3 4.07% 01/22/2029                 | CUSIP: 36273VAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2507111.75   | 0.10%             | 2029-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | ORACLE CORP 6.55% 02/04/2046                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974451.53    | 0.04%             | 2046-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC 4.241%/VAR 02/10/2030                                   | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2062000 | PA      | $2071543.39   | 0.08%             | 2030-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TR 2026-P1                       | WESTLAKE AUTOMOBILE RECEIVABLES TR 2026-P1 A3 4.51% 03/15/2030 144A              | CUSIP: 96043AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2507129.50   | 0.10%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC 5.65% 02/15/2056                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3325588.11   | 0.13%             | 2056-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TR 2026-A                                     | TOYOTA LEASE OWNER TR 2026-A A3 4.22% 02/20/2029 144A                            | CUSIP: 89240MAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2506179.50   | 0.10%             | 2029-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                              | CITADEL FINANCE LLC 5.15% 02/14/2031 144A                                        | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2489917.28   | 0.10%             | 2031-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                  | CONCENTRIX CORP 6.5% 03/01/2029                                                  | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3650077.41   | 0.14%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TR 2026-A                                      | NISSAN AUTO LEASE TR 2026-A A3 4.3% 03/15/2029                                   | CUSIP: 65481HAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1101934.68   | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                    | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 A3 4.18% 07/15/2030                | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1640000 | PA      | $1643449.74   | 0.06%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                        | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6% 03/15/2036                          | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2087326.69   | 0.08%             | 2036-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                             | JACOBS SOLUTIONS INC 4.75% 03/03/2031                                            | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3505326.34   | 0.14%             | 2031-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                   | TARGA RES CORP 6.05% 05/15/2056                                                  | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2479723.55   | 0.10%             | 2056-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RLI CORP                                                         | RLI CORP 5.6% 06/01/2036                                                         | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495879.35   | 0.10%             | 2036-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer