# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0000857490-25-000188
**Filing Date:** 2025-8
**Character Count:** 4536256
**Document Hash:** 5bdaf981e742b97c3d4c4b8d7777f8a9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000857490-25-000188.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000857490-25-000188

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUNDS
- **CENTRAL INDEX KEY:** 0000857490

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05962
- **FILM NUMBER:** 251264996

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND INC
- **DATE OF NAME CHANGE:** 19910505

## Series and Classes Contracts Data

### Total Bond Market Index Portfolio (Series ID: S000004395)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000012151 | Total Bond Market Index Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD VARIABLE INSURANCE FUNDS

- **b. Investment Company Act file number:** 811-05962

- **c. CIK number of Registrant:** 0000857490

- **d. LEI of Registrant:** 549300N9FZ0B1IR95761

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** TOTAL BOND MARKET INDEX PORTFOLIO

- **b. EDGAR series identifier (if any):** S000004395

- **c. LEI of Series:** 5ZDDIRU2ZZ8157CR8U65

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4852048527.61

**Total Liabilities:** $30232092.92

**Net Assets:** $4821816434.69

**Delayed Delivery Securities:** $18801537.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3962.55739965 | **1-Year:** -126648.32927114 | **5-Year:** -387791.89541734 | **10-Year:** -574957.20890453 | **30-Year:** -275097.14493264

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

- **3-Month:** -37.61840625 | **1-Year:** -1899.41493641 | **5-Year:** -5276.03753497 | **10-Year:** -6290.30253325 | **30-Year:** -3766.09144902

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012151 | 0.39%                | -0.67%               | 1.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4701230.64             | $8594321.25                                |
| Month 2  | $-1042189.60             | $-45772013.09                              |
| Month 3  | $-1359992.71             | $57834359.73                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75557.57     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119740.74    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2021-A Owner Trust                                       | NAROT 2021-A A4                | CUSIP: 65480BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17077 | PA      | $16954.56     | 0.00%             | 2027-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0319                      | CUSIP: 3142GQK92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    337447 | PA      | $354847.34    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6109                      | CUSIP: 3140X9YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    361400 | PA      | $303713.28    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8058                      | CUSIP: 3132D55T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228964 | PA      | $215286.19    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133149.96    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A2              | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26857 | PA      | $24909.27     | 0.00%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $105032.93    | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    248000 | PA      | $253992.93    | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04693                      | CUSIP: 3128M6RN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7059 | PA      | $7223.99      | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17763000 | PA      | $16575099.38  | 0.34%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74340.34     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4306                      | CUSIP: 3140X7YC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58724 | PA      | $53240.84     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $1275921.64   | 0.03%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179487.99    | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7272                      | CUSIP: 31417ECJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40502 | PA      | $37009.80     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50224.69     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98008.86     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106467.20    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0593                      | CUSIP: 3132DMUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    732898 | PA      | $646847.22    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                 | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $165107.22    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2955                      | CUSIP: 3138WCH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7997 | PA      | $7656.10      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150304.20    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159960.34    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLERCHRYS NA                | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $297219.31    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C7                                                     | BBCMS 2020-C7 A5               | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $44315.87     | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $204786.59    | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156988 | PA      | $143803.64    | 0.00%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    163000 | PA      | $187144.11    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98298.88     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8874                      | CUSIP: 36179X2F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    338889 | PA      | $302142.02    | 0.01%             | 2053-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199691.03    | 0.00%             | 2030-06-05      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663451.81    | 0.01%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99345.02     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $517590.23    | 0.01%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77796                      | CUSIP: 3128LBUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16665 | PA      | $17256.37     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1131                      | CUSIP: 3132DNHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99596 | PA      | $93348.31     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2883                      | CUSIP: 3132DQFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97182 | PA      | $98669.50     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6583                      | CUSIP: 3140KEJ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45118 | PA      | $37718.95     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-A             | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $44229.29     | 0.00%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    399000 | PA      | $389885.59    | 0.01%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    175000 | PA      | $156356.07    | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1754972 | PA      | $1694897.48   | 0.04%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91876                      | CUSIP: 312940CM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13791 | PA      | $13969.75     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $188973.31    | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $185642.14    | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346938.94    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A A4                | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $264621.11    | 0.01%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 A4                | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $80427.65     | 0.00%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97459.35     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3956                      | CUSIP: 31418DME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57140 | PA      | $55005.52     | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193126.57    | 0.00%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171432.32    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12705000 | PA      | $11712421.88  | 0.24%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-1                                      | MBART 2023-1 A3                | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37700 | PA      | $37698.21     | 0.00%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL/Genpact USA Inc                                          | GEN LUX/GEN USA                | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     50000 | PA      | $51824.77     | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3769                      | CUSIP: 3140X7FK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105111 | PA      | $98831.82     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3995                        | CUSIP: 36202ENL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4276 | PA      | $4499.00      | 0.00%             | 2037-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7168                      | CUSIP: 3140XN6E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129281 | PA      | $137301.87    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                        | AEGON LTD                      | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $200899.11    | 0.00%             | 2048-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4510                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    335926 | PA      | $310129.39    | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9606                      | CUSIP: 36179YU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    466379 | PA      | $474410.98    | 0.01%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $55508.02     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77517.48     | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-BABS                | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $245379.69    | 0.01%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $256315.36    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4441                      | CUSIP: 3140X75B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137933 | PA      | $123695.01    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0036                      | CUSIP: 3140XFBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54299 | PA      | $48636.60     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37746.56     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9846                      | CUSIP: 3138ER5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76489 | PA      | $75272.36     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03698                      | CUSIP: 3128M5NP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8904 | PA      | $9390.30      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104139.38    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408043.64    | 0.01%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3387                      | CUSIP: 3140X6XR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37696 | PA      | $37030.75     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    250000 | PA      | $249565.31    | 0.01%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3092                      | CUSIP: 3140QANJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80710 | PA      | $78493.11     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $601640.07    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8504                      | CUSIP: 3132DWNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    787434 | PA      | $753073.50    | 0.02%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395083.93    | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0014                      | CUSIP: 3142J6AQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    814367 | PA      | $828044.80    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129665.12    | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                     | FACTSET RESEARCH               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91123.67     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67700                      | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    519461 | PA      | $480776.78    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K751 A2                   | CUSIP: 3137HA4B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $151479.62    | 0.00%             | 2030-03-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9027                      | CUSIP: 3138ERA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24556 | PA      | $23376.17     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C9                                            | UBSCM 2018-C9 A4               | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $270184.92    | 0.01%             | 2051-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4746                        | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37877 | PA      | $37501.63     | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2611                      | CUSIP: 3142GS3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    643143 | PA      | $644344.29    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434091                      | CUSIP: 36207KF88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       824 | PA      | $855.52       | 0.00%             | 2030-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2892                      | CUSIP: 36179RF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    179370 | PA      | $165372.79    | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4559                        | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87633 | PA      | $88770.87     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    575000 | PA      | $442629.04    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346248.95    | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04877                      | CUSIP: 3128M6XE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7488 | PA      | $7909.74      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97100.71     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212246.31    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995018                      | CUSIP: 31416BK72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148762 | PA      | $153849.25    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95629.74     | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272233.85    | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF5472                      | CUSIP: 3133BTCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    503178 | PA      | $513877.75    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                                    | EART 2025-1A A3                | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150199.85    | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79715.11     | 0.00%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8004                      | CUSIP: 3132DV3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98270 | PA      | $86302.30     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08682                      | CUSIP: 3128MJXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83351 | PA      | $79291.69     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $650969.06    | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8347                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2228008 | PA      | $2151741.10   | 0.04%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1954                      | CUSIP: 3132AEE36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120592 | PA      | $120213.90    | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.42    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147005.10    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8221                      | CUSIP: 3140XQD38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304796 | PA      | $312296.25    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4588500.00   | 0.10%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CSAIL 2018-CX11 A5             | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $270257.24    | 0.01%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171019.35    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196162.85    | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    250000 | PA      | $150166.60    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57890.51     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                | FLIR SYSTEMS                   | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90503.58     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $51020.31     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    125000 | PA      | $130419.98    | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202887.95    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                              | JPMBB 2015-C33 A4              | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79110 | PA      | $78750.92     | 0.00%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    221000 | PA      | $216384.27    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18587                      | CUSIP: 3128MMUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84154 | PA      | $82108.68     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    775000 | PA      | $678833.11    | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128897.55    | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725946                      | CUSIP: 31402DP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30550 | PA      | $31467.32     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $431686.29    | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78914.46     | 0.00%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $261682.04    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $438702.77    | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126916.04    | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203205.81    | 0.00%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $86416.92     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195573.22    | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4709                      | CUSIP: 31418EGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    481108 | PA      | $474678.09    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2090                      | CUSIP: 3132AEKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1843264 | PA      | $1621659.36   | 0.03%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225983.72    | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7340                      | CUSIP: 3140QTEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275336 | PA      | $281079.44    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8024                      | CUSIP: 3132DV4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267910 | PA      | $235030.85    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13792400 | PA      | $12759047.46  | 0.26%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8647                      | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    453875 | PA      | $448207.18    | 0.01%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    106000 | PA      | $97322.56     | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A3                | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202390.52    | 0.00%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWN PUB SERV               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86755.13     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2044                      | CUSIP: 36179QHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16399 | PA      | $16067.09     | 0.00%             | 2029-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 AS               | CUSIP: 05492TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $31529.55     | 0.00%             | 2053-02-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 AS             | CUSIP: 06211CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $26520.37     | 0.00%             | 2056-07-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126042.30    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4299                      | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23266 | PA      | $22969.68     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7248                      | CUSIP: 3138WHBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85772 | PA      | $81409.88     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A3                 | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38174 | PA      | $35381.03     | 0.00%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94569.35     | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-M           | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $74500.39     | 0.00%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    364000 | PA      | $373411.56    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                  | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73907.68     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96259.23     | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213370.25    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                  | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $200945.93    | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118855.61    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    184000 | PA      | $179917.19    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        11 | NC      | $8044.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103091.71    | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3867                      | CUSIP: 31417AJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20464 | PA      | $19258.47     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135831.37    | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2977                      | CUSIP: 3140XJJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207810 | PA      | $195098.50    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176171.90    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $253840.61    | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K507 A2                   | CUSIP: 3137HAMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101910.95    | 0.00%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950718                      | CUSIP: 31413NVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19334 | PA      | $20360.35     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $940389.17    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748558.08    | 0.02%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15774                      | CUSIP: 3132J62G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48402 | PA      | $44005.82     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW8597                      | CUSIP: 3138XYRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52110 | PA      | $51029.70     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4746                      | CUSIP: 3132A5HX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    234087 | PA      | $207334.09    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80373                      | CUSIP: 31335GMW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $1.99         | 0.00%             | 2026-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101431.43    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                       | TAOT 2022-B A3                 | CUSIP: 89238FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11006 | PA      | $10978.69     | 0.00%             | 2026-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8643000 | PA      | $8883383.44   | 0.18%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205310.42    | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126092.64    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5406                      | CUSIP: 3132DTAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159649 | PA      | $166360.25    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7535                      | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1520471 | PA      | $1344789.53   | 0.03%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    175000 | PA      | $177026.55    | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73373.95     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $221286.03    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147421.44    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU0972                      | CUSIP: 3138X0CJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3221 | PA      | $2930.86      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161781.61    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254678.24    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 967811                      | CUSIP: 31414JVC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6140 | PA      | $6302.84      | 0.00%             | 2037-12-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91967.67     | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    260000 | PA      | $239711.19    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203000.40    | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153124.63    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $203972.60    | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    472000 | PA      | $395110.55    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    677000 | PA      | $674139.67    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56421.36     | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 699932                      | CUSIP: 31400WSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       279 | PA      | $287.40       | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $178539.62    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174381.44    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92383.79     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP               | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $181293.21    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FC1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    149000 | PA      | $149259.38    | 0.00%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8080                      | CUSIP: 3132D56R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    118754 | PA      | $111474.59    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91928                      | CUSIP: 3128P8D99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32096 | PA      | $30837.13     | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    315000 | PA      | $310304.61    | 0.01%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127306.18    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261286.75    | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                                         | WOART 2023-B A3                | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37334 | PA      | $37358.80     | 0.00%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8719                      | CUSIP: 3138MQVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35372 | PA      | $34672.91     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 A4                 | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $65794.07     | 0.00%             | 2054-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $213719.85    | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Community Health Network Inc                                                     | COMMUNITY HEALTH               | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $88353.69     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                  | MAREX GROUP                    | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102908.46    | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126832.88    | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M4 A2                 | CUSIP: 3136AVY52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128357 | PA      | $125176.43    | 0.00%             | 2026-12-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145009.89    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197698.02    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155091.16    | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6865                      | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    541424 | PA      | $460734.23    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $582506.39    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15454                      | CUSIP: 3128MEH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7627 | PA      | $7488.22      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5024                      | CUSIP: 3140J9SN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89413 | PA      | $79054.43     | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84000.12     | 0.00%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8997                      | CUSIP: 3140XC7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185475 | PA      | $155869.53    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97869.99     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 AS              | CUSIP: 06035RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24130.95     | 0.00%             | 2060-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8256                      | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    926408 | PA      | $863372.64    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186463.72    | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716815.74    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3339                      | CUSIP: 3132DQV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108015 | PA      | $107541.39    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254693                      | CUSIP: 31371K3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4539 | PA      | $4661.45      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183991.13    | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $114895.69    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $143790.33    | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485683                      | CUSIP: 36209YRC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       934 | PA      | $960.42       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $593552.33    | 0.01%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206505.76    | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181649.95    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85515.17     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    250000 | PA      | $252023.76    | 0.01%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2025-A1 A                | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150874.01    | 0.00%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   1100000 | PA      | $1104239.00   | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163623.79    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                       | BMO 2023-C7 AS                 | CUSIP: 05593FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $222037.82    | 0.00%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2120                      | CUSIP: 3140XHLA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56990 | PA      | $53308.01     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $316320.46    | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $49438.17     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                            | HART 2023-A A3                 | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38957 | PA      | $38965.44     | 0.00%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | PHILLIPS EDIS                  | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217528.75    | 0.00%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98195.62     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345009.51    | 0.01%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M5 A2                 | CUSIP: 3136B8TG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107178 | PA      | $98799.85     | 0.00%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0093                      | CUSIP: 3132DMC60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335277 | PA      | $334856.00    | 0.01%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290752.49    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    575000 | PA      | $562341.96    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    375000 | PA      | $320559.86    | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1711                      | CUSIP: 3132AD3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13200 | PA      | $12800.65     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134192.21    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5070                      | CUSIP: 3140XLT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187229 | PA      | $191894.62    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3572                      | CUSIP: 3140X66J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35260 | PA      | $34434.86     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $277743.15    | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3240                      | CUSIP: 31418CS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144362 | PA      | $140442.67    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149912.82    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17534000 | PA      | $16912775.82  | 0.35%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| California Endowment/The                                                         | CALI ENDOWMENT                 | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29022.10     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7175                      | CUSIP: 31417T6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1756 | PA      | $1820.48      | 0.00%             | 2039-11-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9380500 | PA      | $6809656.72   | 0.14%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8162                      | CUSIP: 3140XQB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278766 | PA      | $284458.65    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197017.79    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236290.34    | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0287                      | CUSIP: 3140W0J97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    963488 | PA      | $979971.34    | 0.02%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A3                   | CUSIP: 3137FHQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $72284.93     | 0.00%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA3351                      | CUSIP: 31339SWL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349569 | PA      | $293880.36    | 0.01%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130711.67    | 0.00%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPSW6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $201136.80    | 0.00%             | 2026-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185028.07    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00609                      | CUSIP: 31292GVA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       169 | PA      | $177.27       | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8081000 | PA      | $8174436.56   | 0.17%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26439.13     | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101961.07    | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112798.32    | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    725000 | PA      | $715718.22    | 0.01%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3042                      | CUSIP: 3140XJLY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238377 | PA      | $230266.39    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $213132.69    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75482.98     | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60614.79     | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1540000 | PA      | $1652612.50   | 0.03%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9723                      | CUSIP: 36179YYU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1605740 | PA      | $1537727.82   | 0.03%             | 2054-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                  | MAREX GROUP                    | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50621.57     | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169069.76    | 0.00%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1746                      | CUSIP: 3138WA5G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41768 | PA      | $40942.71     | 0.00%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0392                      | CUSIP: 31427MNJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    227709 | PA      | $232557.82    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $110702.19    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0366                      | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1027680 | PA      | $1029617.56   | 0.02%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    158000 | PA      | $152683.74    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202166.61    | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2062                      | CUSIP: 3138WPJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    352834 | PA      | $345339.40    | 0.01%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4466                      | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1198411 | PA      | $997758.33    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6135                      | CUSIP: 3140X9Y90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    417898 | PA      | $334750.96    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERSP7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    108000 | PA      | $106743.42    | 0.00%             | 2029-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8140                      | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2632241 | PA      | $2098647.06   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217308.70    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223232.11    | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7409                      | CUSIP: 3140XPGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    297469 | PA      | $238282.97    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $150988.87    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124722.86    | 0.00%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147896.24    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99977.26     | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $5368992.17   | 0.11%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08620                      | CUSIP: 3128MJVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104417 | PA      | $97039.49     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778973                      | CUSIP: 36176XFN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63279 | PA      | $59268.01     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74740.10     | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124817.57    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124128.20    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     58000 | PA      | $41197.23     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348235.28    | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263991.59    | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193806.59    | 0.00%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479494                      | CUSIP: 36209RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30638 | PA      | $29534.78     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266942.01    | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342796.17    | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3145                      | CUSIP: 3132DQP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    726872 | PA      | $734817.84    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                   | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406149.15    | 0.01%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5153                      | CUSIP: 3133KYWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97943 | PA      | $83509.01     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $161072.72    | 0.00%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $376579.43    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 AS              | CUSIP: 90276YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23801.70     | 0.00%             | 2052-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781918                      | CUSIP: 36241KDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4045 | PA      | $4084.17      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C A3                | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100994.74    | 0.00%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61447.60     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                                | BARRICK MINING                 | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $82363.31     | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75876.27     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2316                      | CUSIP: 3140Q9SE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251321 | PA      | $237204.87    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9858                      | CUSIP: 3133KR5T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216849 | PA      | $222253.36    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2802                      | CUSIP: 31418CDG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88300 | PA      | $84000.73     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    475000 | PA      | $371374.99    | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $406107.96    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147042.97    | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117289.25    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81673.62     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BJ          | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $66152.58     | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93296.15     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782371                      | CUSIP: 36241KT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22762 | PA      | $23006.85     | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84177.46     | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $250290.47    | 0.01%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1981000 | PA      | $2005375.59   | 0.04%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255464.64    | 0.01%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127512.92    | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                   | BROOKFIELD CAP                 | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106075.56    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173179.40    | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $300320.78    | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15349000 | PA      | $15428742.81  | 0.32%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $348813.17    | 0.01%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213938.51    | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60809.98     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C A4                | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51212.07     | 0.00%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250232.14    | 0.01%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2515000 | PA      | $2312326.36   | 0.05%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7502                      | CUSIP: 3132DVKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    567276 | PA      | $519037.93    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 AS               | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62000 | PA      | $59346.83     | 0.00%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5105                      | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    465733 | PA      | $400610.39    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88886.97     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154867.94    | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8588000 | PA      | $6792235.80   | 0.14%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2967                      | CUSIP: 3140XJJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194413 | PA      | $191556.21    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $388067.34    | 0.01%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157943.52    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    265000 | PA      | $305921.23    | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200167.64    | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    525000 | PA      | $413804.98    | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355847.57    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59214.48     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5254                      | CUSIP: 3140HJZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85582 | PA      | $80774.73     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2017-C8                                          | CFCRE 2017-C8 A4               | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48832.28     | 0.00%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50484.68     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $321075.45    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4315                      | CUSIP: 3140X7YM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72220 | PA      | $65747.06     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $519288.68    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5488                      | CUSIP: 3140X9C29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    333282 | PA      | $314874.81    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5303                      | CUSIP: 3132DS3L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431617 | PA      | $441281.10    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4248                      | CUSIP: 3132E0WH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    254260 | PA      | $260914.20    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $129615.65    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $133895.05    | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    157000 | PA      | $148079.68    | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    408000 | PA      | $400416.07    | 0.01%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    275000 | PA      | $286513.98    | 0.01%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124786.41    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5174                        | CUSIP: 36202FXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60111 | PA      | $57922.25     | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4652                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    784115 | PA      | $723655.10    | 0.02%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5497                      | CUSIP: 3140X9DB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66075 | PA      | $60789.67     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                            | HART 2023-A A4                 | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25035.97     | 0.00%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 498517                      | CUSIP: 36210PYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       873 | PA      | $896.01       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $513604.30    | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                            | FEDEX 2020-1                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379687 | PA      | $327824.15    | 0.01%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00421                      | CUSIP: 31292GPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $8.71         | 0.00%             | 2025-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1179                      | CUSIP: 31427NJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    463306 | PA      | $463303.04    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257990.45    | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18525                      | CUSIP: 3128MMSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20472 | PA      | $20245.72     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160252.16    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4120                      | CUSIP: 31418DSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1868139 | PA      | $1561774.01   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3900                        | CUSIP: 36202EKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13145 | PA      | $13810.94     | 0.00%             | 2036-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197309.13    | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4919                      | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318802 | PA      | $319796.54    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M12 A2                | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175854 | PA      | $172274.93    | 0.00%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87114.20     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469318.17    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206042.79    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128130.05    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89197.68     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176837.28    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216377.20    | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157069.65    | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486630                      | CUSIP: 36210AST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       462 | PA      | $473.89       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08706                      | CUSIP: 3128MJYC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    453583 | PA      | $418954.59    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   1500000 | PA      | $1381469.97   | 0.03%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8567                      | CUSIP: 36179XQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    153246 | PA      | $143017.79    | 0.00%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                            | MSWF 2023-2 A5                 | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $53546.95     | 0.00%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08677                      | CUSIP: 3128MJXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41634 | PA      | $39631.88     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101919.13    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54730.98     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4078                      | CUSIP: 31418DQ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282102 | PA      | $236191.60    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978218.50    | 0.02%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $229931.45    | 0.00%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    131000 | PA      | $124034.39    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8012                      | CUSIP: 3132DV3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    234089 | PA      | $220501.96    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4380                      | CUSIP: 31418D2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    594936 | PA      | $518948.14    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399288.88    | 0.01%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    450000 | PA      | $288863.16    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | MSBAM 2017-C33 A5              | CUSIP: 61767CAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146368.46    | 0.00%             | 2050-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $566185.63    | 0.01%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662796.63    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 AS              | CUSIP: 08162XBL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $8413.64      | 0.00%             | 2053-10-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125942.15    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8432                      | CUSIP: 3132DWLM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    644264 | PA      | $655286.81    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3611                      | CUSIP: 3140J8AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36627 | PA      | $35224.30     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65086.50     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3855                      | CUSIP: 3140QPH91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342193 | PA      | $320833.75    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 2A2               | CUSIP: 3136BHNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $162711.52    | 0.00%             | 2033-03-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43777.26     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    717000 | PA      | $508499.27    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137180.46    | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    255000 | PA      | $246745.98    | 0.01%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW3913                      | CUSIP: 3140MVK31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    588506 | PA      | $549197.97    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-2                                               | ALLYA 2022-2 A4                | CUSIP: 02008MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50188.52     | 0.00%             | 2028-04-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $174367.37    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194882.23    | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129001.88    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1940277 | PA      | $1951451.50   | 0.04%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202551.83    | 0.00%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80540.75     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186164.51    | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $83587.12     | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8453                      | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1766091 | PA      | $1766079.11   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99250.90     | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71810.10     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $373388.85    | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $180217.73    | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307749.23    | 0.01%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08588                      | CUSIP: 3128MJUN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62957 | PA      | $60397.24     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786679                      | CUSIP: 3622ACJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    203317 | PA      | $204589.30    | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41856                      | CUSIP: 3128K2BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17589 | PA      | $18197.46     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67421.72     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73339.28     | 0.00%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49232.53     | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7566                      | CUSIP: 3138Y9MQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65836 | PA      | $61087.15     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1175                      | CUSIP: 31418AJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65823 | PA      | $60048.61     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259890.51    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202212.49    | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201372.40    | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745515                      | CUSIP: 31403DGY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9511 | PA      | $9620.12      | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82888                       | CUSIP: 36225FF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5138 | PA      | $5217.18      | 0.00%             | 2041-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108143.66    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196598.63    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4439                      | CUSIP: 31418D4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    218056 | PA      | $189932.09    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138080.76    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147763.58    | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7145000 | PA      | $7014938.64   | 0.15%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93974.21     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6089                      | CUSIP: 36179UXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    563335 | PA      | $500533.03    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1336000 | PA      | $1350149.38   | 0.03%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    104000 | PA      | $100401.63    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146550.42    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605813                      | CUSIP: 36201XAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2791 | PA      | $2818.50      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0951                      | CUSIP: 3132DNBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275745 | PA      | $242334.98    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2043                      | CUSIP: 3133L8HU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    259015 | PA      | $230265.82    | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3135                      | CUSIP: 3138WCPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14464 | PA      | $13453.70     | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                                           | JONES LANG LASAL               | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107324.53    | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1870000 | PA      | $1736763.70   | 0.04%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $86627.85     | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2853                      | CUSIP: 3138AGE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       787 | PA      | $820.03       | 0.00%             | 2041-06-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 B                 | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20260.88     | 0.00%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $741448.69    | 0.02%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                  | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100922.83    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance PLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    550000 | PA      | $544415.16    | 0.01%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42739.88     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55428.75     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314552.81    | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $150631.27    | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207428.75    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4623                      | CUSIP: 3140QQD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133518 | PA      | $131556.13    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100560.13    | 0.00%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319167.14    | 0.01%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237244.69    | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39919.90     | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07020                      | CUSIP: 3128M9DZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5761 | PA      | $5835.36      | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    475000 | PA      | $432725.66    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8268                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1056242 | PA      | $1020085.75   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141407.94    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    101000 | PA      | $86219.08     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08837                      | CUSIP: 3128MJ4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17513 | PA      | $17026.97     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37343.68     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0365                      | CUSIP: 3618N5MP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    599941 | PA      | $589308.57    | 0.01%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200468.84    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1828                      | CUSIP: 3132DPA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107774 | PA      | $103803.86    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205311.08    | 0.00%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6773                      | CUSIP: 3140XNQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335364 | PA      | $356693.51    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99230.02     | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147649.19    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6867                      | CUSIP: 3138EPTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53717 | PA      | $52544.55     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY7263                      | CUSIP: 3140NQB98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364691 | PA      | $372183.44    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX ST PRIV ACTIVITY-B          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $136579.94    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933313                      | CUSIP: 31412SK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1934 | PA      | $2002.92      | 0.00%             | 2038-03-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241008.69    | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    450000 | PA      | $437866.97    | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151688.57    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137263.59    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125651.26    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3992                      | CUSIP: 31418DNJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56346 | PA      | $51254.95     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127077.00    | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781840                      | CUSIP: 36241KBH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17579 | PA      | $17476.68     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87881.39     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59299.36     | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9172                      | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    266872 | PA      | $272406.14    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4429                      | CUSIP: 31417A4P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12650 | PA      | $11909.49     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG4091                      | CUSIP: 3133C4RL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    307014 | PA      | $301639.40    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 A4              | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $256476.30    | 0.01%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $139024.13    | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    625000 | PA      | $586558.64    | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38674                      | CUSIP: 31297UT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1836 | PA      | $1857.78      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69715.63     | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    736000 | PA      | $716401.62    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $716517.54    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $387236.84    | 0.01%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200538.98    | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148865.48    | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8726                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    435692 | PA      | $438419.64    | 0.01%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91619                      | CUSIP: 3128P7YQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71344 | PA      | $68881.09     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137894.48    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $355110.91    | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832718                      | CUSIP: 31407KDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18652 | PA      | $19212.81     | 0.00%             | 2035-08-01      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K510 A2                   | CUSIP: 3137HB3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102688.76    | 0.00%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $190725.18    | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    786000 | PA      | $801842.51    | 0.02%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A4              | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72000 | PA      | $70901.49     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                      | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1244248 | PA      | $1069540.33   | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203303.63    | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5784                      | CUSIP: 3140XMNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179300 | PA      | $184665.04    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0352                      | CUSIP: 3133KTL99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400829 | PA      | $334122.35    | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9725                      | CUSIP: 36179YYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    880462 | PA      | $882671.92    | 0.02%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5077                      | CUSIP: 3140X8UB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108060 | PA      | $96047.54     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    124941 | PA      | $119468.83    | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198806.14    | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787636.72    | 0.02%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5991                      | CUSIP: 3140X9UR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    222546 | PA      | $187023.62    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38278.65     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1584                      | CUSIP: 31418AXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63089 | PA      | $61613.06     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9799                      | CUSIP: 3140QV3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    551396 | PA      | $554321.43    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152925.96    | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                                     | DBJPM 2016-C3 A5               | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97973.02     | 0.00%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M12 A2                | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $48710.11     | 0.00%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10162700 | PA      | $9793905.17   | 0.20%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $148749.80    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208506.77    | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CK3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    140000 | PA      | $141850.84    | 0.00%             | 2026-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201164.34    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200866.47    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78649.10     | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4690000 | PA      | $3520980.87   | 0.07%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759087                      | CUSIP: 36230UCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51519 | PA      | $49768.74     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $205985.14    | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     56000 | PA      | $56301.20     | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2805                      | CUSIP: 3140QADK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    157893 | PA      | $153112.64    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7463000 | PA      | $7532382.54   | 0.16%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1640                      | CUSIP: 3132ADZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67189 | PA      | $65343.64     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                      | CGCMT 2016-C1 AAB              | CUSIP: 17290YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4509 | PA      | $4493.14      | 0.00%             | 2049-05-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 AS              | CUSIP: 05553WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $53114.16     | 0.00%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K081 A2                   | CUSIP: 3137FJEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $348409.71    | 0.01%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596235.09    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $229699.70    | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889505                      | CUSIP: 31410KGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7233 | PA      | $7590.70      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142230.57    | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123533.26    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101269.65    | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490380.46    | 0.01%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58201.95     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    125000 | PA      | $125237.04    | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS            | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $92681.98     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7977                      | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52030 | PA      | $51333.26     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    350000 | PA      | $301770.63    | 0.01%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488390.39    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2339000 | PA      | $2284088.33   | 0.05%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    215000 | PA      | $171983.24    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M8 A2                 | CUSIP: 3136BQSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50107.48     | 0.00%             | 2033-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278113.63    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $340718.86    | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128335.76    | 0.00%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725591                      | CUSIP: 31402DC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11176 | PA      | $11294.90     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194208.47    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 A5              | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $115957.29    | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                                   | WFCM 2017-C41 A4               | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243605.45    | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5094                      | CUSIP: 3133KYUT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    248723 | PA      | $206981.69    | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71204.03     | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691269.09    | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203238.68    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $202418.05    | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    560000 | PA      | $551939.32    | 0.01%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79203.60     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423991                      | CUSIP: 36206W7C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        25 | PA      | $25.29        | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142907.53    | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    550000 | PA      | $533470.65    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $202825.66    | 0.00%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152459.01    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244364.99    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283445.25    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216001.33    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102613.62    | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CV2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100752.87    | 0.00%             | 2026-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $96478.95     | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A3               | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91103 | PA      | $89285.21     | 0.00%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32697.64     | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294604.83    | 0.01%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9394                      | CUSIP: 3138ERNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1277577 | PA      | $1121984.69   | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90085.89     | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7796                      | CUSIP: 3140QTUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    249727 | PA      | $262194.44    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5985                      | CUSIP: 36179UUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    103574 | PA      | $95005.56     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122278.05    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A1 A                | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203088.50    | 0.00%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08432                      | CUSIP: 3128MJPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11187 | PA      | $11091.55     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47383.28     | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254132.07    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1027                      | CUSIP: 31418AD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51455 | PA      | $48324.25     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7500                      | CUSIP: 3132DVKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    118939 | PA      | $112852.93    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    225000 | PA      | $221287.65    | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44476.10     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150035.98    | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00597                      | CUSIP: 31292GUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       152 | PA      | $155.67       | 0.00%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd/New York NY                            | ICBC/NEW YORK                  | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    250000 | PA      | $246607.27    | 0.01%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149371.06    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97885.76     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    605000 | PA      | $616037.11    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0499                      | CUSIP: 3132DMRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34859 | PA      | $30711.75     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    132000 | PA      | $135748.02    | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97233.12     | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5027                      | CUSIP: 3133KYSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28463 | PA      | $26285.91     | 0.00%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation/The                                                  | CLEVELAND CLINIC               | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84111.01     | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126553.52    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89608.67     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4924                      | CUSIP: 3140XLPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    895298 | PA      | $784583.82    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    625000 | PA      | $542652.39    | 0.01%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91581                      | CUSIP: 3128P7XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125971 | PA      | $121785.61    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5268                      | CUSIP: 31418E2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140941 | PA      | $144954.97    | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202594.09    | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06010                      | CUSIP: 3128M8AK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41066 | PA      | $41589.71     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $193557.93    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-156 A2                  | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $74937.14     | 0.00%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3373                      | CUSIP: 3140X6XB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50768 | PA      | $49793.08     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4807                      | CUSIP: 31418EKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    930234 | PA      | $933715.75    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $222709.71    | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257179                      | CUSIP: 31371NUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        67 | PA      | $66.68        | 0.00%             | 2028-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3188                      | CUSIP: 3132DQRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255451 | PA      | $261518.20    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97788.64     | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT3209                      | CUSIP: 3138WQR79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24591 | PA      | $23153.96     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71422.14     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144245.71    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3615                      | CUSIP: 31418DAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88908 | PA      | $83803.32     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08727                      | CUSIP: 3128MJYZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    138924 | PA      | $128318.12    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B2PJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $398450.40    | 0.01%             | 2026-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A3               | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97941.30     | 0.00%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1883                      | CUSIP: 3132DPCU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    167953 | PA      | $156210.38    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78854.95     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462860.60    | 0.01%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 A5              | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $106511.69    | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 454117                      | CUSIP: 36208LPA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       162 | PA      | $164.95       | 0.00%             | 2028-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74339.58     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102859.82    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180282.50    | 0.00%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80442.76     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $429684.27    | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449494                      | CUSIP: 36208FKF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       165 | PA      | $167.28       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $257656.78    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4016                      | CUSIP: 31418DPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    233064 | PA      | $208528.75    | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    210000 | PA      | $195478.86    | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                   | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300841.75    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85377.88     | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBSCM 2019-C18 A4              | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69077.55     | 0.00%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79842.67     | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154294.54    | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93815.50     | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313509                      | CUSIP: 31374GGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        31 | PA      | $32.89        | 0.00%             | 2027-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                | BMARK 2023-B39 A5              | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $184380.63    | 0.00%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4045                      | CUSIP: 31418RP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34346 | PA      | $34744.30     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $354693.92    | 0.01%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8651                      | CUSIP: 36179XTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50814 | PA      | $52690.24     | 0.00%             | 2053-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97856.56     | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332775.05    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G31003                      | CUSIP: 3132J4KR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97375 | PA      | $89423.94     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    511000 | PA      | $494325.94    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91202.89     | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0659                      | CUSIP: 3138EGWV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10265 | PA      | $10159.81     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137800 | PA      | $138904.07    | 0.00%             | 2035-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 A5               | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $169762.44    | 0.00%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4102                      | CUSIP: 31417ARY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65650 | PA      | $61669.73     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49344.11     | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7160000 | PA      | $7123360.92   | 0.15%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3544                      | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37550 | PA      | $36321.00     | 0.00%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102628.32    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0220                      | CUSIP: 36179MG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1279141 | PA      | $1192550.80   | 0.02%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58956.02     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    272000 | PA      | $272602.54    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $132972.41    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193085.45    | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A2                 | CUSIP: 3137FYTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $161812.92    | 0.00%             | 2036-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2574000 | PA      | $1971221.48   | 0.04%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $144045.26    | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77071.43     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105692.79    | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4680000 | PA      | $4023154.70   | 0.08%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93052.05     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694541.40    | 0.01%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97188.48     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82845                       | CUSIP: 36225FET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2587 | PA      | $2633.33      | 0.00%             | 2041-05-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    301000 | PA      | $308175.34    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08694                      | CUSIP: 3128MJXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    119786 | PA      | $113951.56    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8327000 | PA      | $8401812.85   | 0.17%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    515000 | PA      | $528768.28    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    373000 | PA      | $367136.09    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3164                      | CUSIP: 3140X6QS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    121612 | PA      | $111727.00    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345173.80    | 0.01%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2522                      | CUSIP: 31418BYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142320 | PA      | $131418.38    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 USA LLC                                                       | CNOOC FINANCE                  | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201071.08    | 0.00%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    368000 | PA      | $373492.34    | 0.01%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100657.58    | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                     | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $135649.18    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142189.19    | 0.00%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3407                      | CUSIP: 31416YYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2199 | PA      | $2182.67      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97707.98     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K083 A2                   | CUSIP: 3137FJXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1698921.69   | 0.04%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79807.07     | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5124                      | CUSIP: 3140QQVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    221465 | PA      | $212545.32    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264842.39    | 0.01%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252689.50    | 0.01%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112567.40    | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $225844.48    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2003                      | CUSIP: 3140J6GM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25427 | PA      | $24070.60     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8089                      | CUSIP: 3132D57A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    510515 | PA      | $468246.84    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18659                      | CUSIP: 3128MMWV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    167309 | PA      | $162490.81    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302100.01    | 0.01%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65761.20     | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $160077.41    | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89760                      | CUSIP: 312936ZZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22916 | PA      | $22738.14     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30867.29     | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102676.93    | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    534000 | PA      | $413054.80    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125991.86    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155241.54    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-1 A                 | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $276419.25    | 0.01%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8053                      | CUSIP: 3140XP5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    358040 | PA      | $354121.36    | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $492853.02    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786358                      | CUSIP: 3622AB5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    511633 | PA      | $492160.53    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $191496.13    | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238054.79    | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204139.78    | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES -          | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95114.76     | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67708                      | CUSIP: 3132XCR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58285 | PA      | $53707.37     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203642.42    | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0614                      | CUSIP: 31417YVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181141 | PA      | $175207.00    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8083                      | CUSIP: 3132D56U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    875718 | PA      | $781802.29    | 0.02%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103512.79    | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    217000 | PA      | $203840.04    | 0.00%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201691.84    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $505582.38    | 0.01%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202755.55    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200391.70    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350409.79    | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5583                      | CUSIP: 3138A7FZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25648 | PA      | $25395.80     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $275515.04    | 0.01%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4210                      | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    575583 | PA      | $480830.95    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8948                      | CUSIP: 36179X5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1349733 | PA      | $1358181.84   | 0.03%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4269                      | CUSIP: 31418DW73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98009 | PA      | $87205.79     | 0.00%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3107                      | CUSIP: 36179RNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23008 | PA      | $22614.52     | 0.00%             | 2045-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400185.83    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102105.20    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79310.74     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                   | NALT 2024-A A3                 | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50187.73     | 0.00%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $563939.40    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50969.66     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3937                      | CUSIP: 3140X7LT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74864 | PA      | $73174.42     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                   | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87932.20     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0203                      | CUSIP: 3618N5GM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1282584 | PA      | $1227456.91   | 0.03%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4638092 | PA      | $3697883.14   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4722                      | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39449 | PA      | $39717.91     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9643                      | CUSIP: 3140QVWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    327764 | PA      | $324048.72    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50539.47     | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76841.46     | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39773.15     | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200294.06    | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12655000 | PA      | $12528450.00  | 0.26%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    395000 | PA      | $340353.78    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436594.50    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475573.96    | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170030.45    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8925                      | CUSIP: 3140XQ4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134813 | PA      | $137402.00    | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233888.36    | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187620.62    | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    590000 | PA      | $624640.00    | 0.01%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141353.96    | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6156                      | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     97036 | PA      | $94586.62     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-2                                      | MBART 2023-2 A3                | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50649.46     | 0.00%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    375000 | PA      | $303586.52    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99996.86     | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6312                      | CUSIP: 3140XNAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    305007 | PA      | $320734.73    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC                 | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57174.59     | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8099                      | CUSIP: 3128UGL70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1014 | PA      | $1052.02      | 0.00%             | 2041-03-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162238.73    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638EB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     50000 | PA      | $49925.87     | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5200                      | CUSIP: 3140X8X69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    533432 | PA      | $504637.15    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4720                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    299612 | PA      | $282892.45    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1737642.61   | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                       | CNH 2024-A A3                  | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50252.76     | 0.00%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5233                        | CUSIP: 36202FY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141793 | PA      | $136594.04    | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154600.93    | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105689.55    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311381.82    | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8469                      | CUSIP: 3132DWMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    686086 | PA      | $686081.63    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9906                      | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    924269 | PA      | $925722.42    | 0.02%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                    | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    233000 | PA      | $196266.83    | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58106                      | CUSIP: 3128KMAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3491 | PA      | $3612.48      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $179641.99    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8857                      | CUSIP: 3138ETZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103656 | PA      | $98967.99     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5115                        | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    124356 | PA      | $123050.34    | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199507.96    | 0.00%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    140906 | PA      | $133131.36    | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7704                      | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2007782 | PA      | $1637307.16   | 0.03%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248489.39    | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141333.01    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0137                      | CUSIP: 3140Y6EK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    316508 | PA      | $330207.84    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4616                      | CUSIP: 3132DSDV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419905 | PA      | $441557.89    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80322                      | CUSIP: 31335GLB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $12.86        | 0.00%             | 2025-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98438.45     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280873.07    | 0.01%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| System Energy Resources Inc                                                      | SYSTEM ENG RES                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98853.98     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    386000 | PA      | $303827.13    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205805.83    | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236986.90    | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9015                      | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    900867 | PA      | $866510.23    | 0.02%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177235.28    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00764                      | CUSIP: 31292GZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1517 | PA      | $1547.44      | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10029000 | PA      | $10173950.34  | 0.21%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ7859                      | CUSIP: 3138MPWV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12862 | PA      | $12614.43     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 520975                      | CUSIP: 31384DXC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       477 | PA      | $497.78       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3778                      | CUSIP: 31418RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1984 | PA      | $2055.15      | 0.00%             | 2040-05-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     85000 | PA      | $57081.12     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725222                      | CUSIP: 31402CVP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20122 | PA      | $20696.84     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8214                      | CUSIP: 3132DWDT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1135320 | PA      | $1023877.49   | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    559000 | PA      | $548810.32    | 0.01%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2019-A3 A3               | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $293002.41    | 0.01%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 B                 | CUSIP: 09660SAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $313587.69    | 0.01%             | 2057-05-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 A5               | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $256548.35    | 0.01%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5386                      | CUSIP: 3132DS6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180928 | PA      | $185477.42    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 A3                | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26495 | PA      | $26568.57     | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K760 A2                   | CUSIP: 3137HKDD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50566.84     | 0.00%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1007                      | CUSIP: 3138XQDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169075 | PA      | $162419.11    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95432.94     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9780                      | CUSIP: 36179Y2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2122003 | PA      | $2155894.60   | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     82634 | PA      | $82425.16     | 0.00%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    402000 | PA      | $400297.77    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72705.30     | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5141                        | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14300 | PA      | $14488.47     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 B                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47697.50     | 0.00%             | 2050-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200659.49    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8276                      | CUSIP: 3132DWFR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    460174 | PA      | $453700.20    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70286.72     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 AS              | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $40967.39     | 0.00%             | 2043-09-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370468.31    | 0.01%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 A4               | CUSIP: 90276EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97817.98     | 0.00%             | 2050-06-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6598                      | CUSIP: 3140XNKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    340589 | PA      | $306837.33    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8149                      | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    180527 | PA      | $164759.73    | 0.00%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357619.65    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185184.22    | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59459.05     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35072                      | CUSIP: 31297QT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30245 | PA      | $30604.46     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: D4S46MLM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $753251.45    | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 AS              | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69304.29     | 0.00%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60874.79     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7721                      | CUSIP: 3140XBSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    373544 | PA      | $314036.03    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18474                      | CUSIP: 3128MMQ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40256 | PA      | $39157.47     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8157                      | CUSIP: 3132DWB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74891 | PA      | $65325.83     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2801                      | CUSIP: 3140QADF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26519 | PA      | $25790.61     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A59270                      | CUSIP: 3128KNJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1729 | PA      | $1792.57      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50926.66     | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647734                      | CUSIP: 36292FSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4476 | PA      | $4521.20      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    288000 | PA      | $281579.99    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30703                      | CUSIP: 3132J4AD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28246 | PA      | $27619.78     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167774.10    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97506.55     | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154264.76    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90027.61     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50603.97     | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204823.11    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | WFCM 2016-LC24 ASB             | CUSIP: 95000HBG6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |     13499 | PA      | $13418.80     | 0.00%             | 2049-10-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $102653.94    | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1366                      | CUSIP: 31416WQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       317 | PA      | $315.83       | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    802000 | PA      | $691110.36    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425610.21    | 0.01%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251647.76    | 0.01%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $169728.38    | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4286                      | CUSIP: 3140X7XQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155268 | PA      | $124666.56    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199593.29    | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2076                      | CUSIP: 3132DPJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78711 | PA      | $62853.50     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1163576.57   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115480.81    | 0.00%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0535                      | CUSIP: 3138MFSZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220035 | PA      | $201587.63    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408689.20    | 0.01%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250410                      | CUSIP: 31371FDP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         6 | PA      | $6.00         | 0.00%             | 2025-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO WTR-BAB          | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111532.57    | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93497                      | CUSIP: 3129413E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12937 | PA      | $12830.88     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    111000 | PA      | $100316.07    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93093                      | CUSIP: 312941NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98880 | PA      | $98110.51     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $179257.55    | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42630.44     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70210.74     | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78048.67     | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $202685.58    | 0.00%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104146.13    | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78865                      | CUSIP: 31288HZ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10102 | PA      | $10213.56     | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295045.29    | 0.01%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97853.41     | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                 | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205201.40    | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1266361.06   | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A3              | CUSIP: 06540RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66456 | PA      | $65099.35     | 0.00%             | 2054-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2023-B                                                   | NALT 2023-B A3                 | CUSIP: 65473FAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5326 | PA      | $5333.06      | 0.00%             | 2026-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191186.26    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14832                      | CUSIP: 3128PULM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2258 | PA      | $2247.39      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9668                      | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    346176 | PA      | $347152.78    | 0.01%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146052.42    | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A4              | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146320.08    | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K152 A2                   | CUSIP: 3137BPVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $94511.04     | 0.00%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $84902.86     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1200                      | CUSIP: 31418AKN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24066 | PA      | $23246.80     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $207924.99    | 0.00%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203390.22    | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    125000 | PA      | $123423.53    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181332.89    | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $80602.18     | 0.00%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207078.01    | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222244.40    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151586.61    | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81756.87     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5487                      | CUSIP: 31419GCZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1496 | PA      | $1489.91      | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77251.05     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03517                      | CUSIP: 31292K4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66480 | PA      | $65916.94     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $124537.22    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |     50000 | PA      | $49746.02     | 0.00%             | 2027-02-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21383000 | PA      | $21455668.84  | 0.44%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10224000 | PA      | $9445218.70   | 0.20%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | CF 2019-CF1 A5                 | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $120095.69    | 0.00%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2016-C1                               | JPMBB 2016-C1 ASB              | CUSIP: 46645LAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5372 | PA      | $5349.18      | 0.00%             | 2049-03-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $188874.29    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156212.46    | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    425000 | PA      | $417890.56    | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320719.27    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class A Pass Through Trust                              | AM AIRLN 21-1A                 | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307409 | PA      | $273018.94    | 0.01%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A5              | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105093.97    | 0.00%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7418                      | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3198760 | PA      | $2722038.85   | 0.06%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1772                      | CUSIP: 31418A6J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45860 | PA      | $44743.51     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202483.17    | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8515                      | CUSIP: 3132DWN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    554151 | PA      | $554146.94    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652188                      | CUSIP: 36292LRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7183 | PA      | $7255.96      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184114.29    | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03432                      | CUSIP: 3128M5ED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20135 | PA      | $20855.98     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15678                      | CUSIP: 31296QJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4012 | PA      | $4279.37      | 0.00%             | 2033-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    935000 | PA      | $918548.08    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146535.74    | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176586.04    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4024                      | CUSIP: 3140QBPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73000 | PA      | $66564.69     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773891.15    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $262390.77    | 0.01%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 Mortgage Trust                                                      | BMO 2023-5C1 AS                | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $318206.82    | 0.01%             | 2056-08-15      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166116.77    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 429362                      | CUSIP: 31379T5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       446 | PA      | $456.02       | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     85000 | PA      | $86072.21     | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66773.70     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151946.81    | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30401.94     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146157.03    | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49738.81     | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100857.77    | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9778                      | CUSIP: 36179Y2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    436903 | PA      | $429603.89    | 0.01%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11229000 | PA      | $11255756.57  | 0.23%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302694.71    | 0.01%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08784                      | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342842 | PA      | $315382.44    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2694                      | CUSIP: 3142GS7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273589 | PA      | $275040.21    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5757                      | CUSIP: 31418FMF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $278930.82    | 0.01%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470100.33    | 0.01%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202396.70    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100727.81    | 0.00%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    670000 | PA      | $530065.13    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 762808                      | CUSIP: 36176DGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17496 | PA      | $17292.93     | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622278                      | CUSIP: 36291AJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2266 | PA      | $2287.05      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5217                      | CUSIP: 3140X8YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    314437 | PA      | $252071.64    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                    | JDOT 2023-C A4                 | CUSIP: 47787CAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20410.96     | 0.00%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142032.88    | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0291                      | CUSIP: 3132DMKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122935 | PA      | $122550.29    | 0.00%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0416                      | CUSIP: 3140XFPA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    520591 | PA      | $455563.38    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4922                      | CUSIP: 3140QQPG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106552 | PA      | $109473.58    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    379000 | PA      | $372389.93    | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | NORSK HYDRO A/S                | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $266743.69    | 0.01%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-150 A2                  | CUSIP: 3137H9C98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $957264.30    | 0.02%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109609.95    | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0023                      | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    102572 | PA      | $98740.88     | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | REPUB URUGUAY                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    230000 | PA      | $208216.76    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199265.10    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207551.48    | 0.00%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1325878.58   | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5597                      | CUSIP: 36179UGE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99303 | PA      | $99202.84     | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8872200 | PA      | $8992459.92   | 0.19%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123921.08    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202076.86    | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8184                      | CUSIP: 3132DWCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179237 | PA      | $156007.86    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3690                      | CUSIP: 3133KKC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    584327 | PA      | $470075.53    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08738                      | CUSIP: 3128MJZC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77197 | PA      | $71254.77     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505834.98    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271263.10    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188140.06    | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51111.81     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4839                      | CUSIP: 36179TLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22590 | PA      | $22090.06     | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10725000 | PA      | $9943247.99   | 0.21%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75215.18     | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $704538.34    | 0.01%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88568.00     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357159.06    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138856.35    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL C-2              | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $194250.78    | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05852                      | CUSIP: 3128M7ZR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6731 | PA      | $6972.97      | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $148533.47    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405928.31    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466147.98    | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18401                      | CUSIP: 3128MMNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1218 | PA      | $1209.42      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2076                      | CUSIP: 36179QJV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19013 | PA      | $19264.66     | 0.00%             | 2044-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-1                                       | EART 2022-1A D                 | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39374 | PA      | $39012.82     | 0.00%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206516.39    | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49569.04     | 0.00%             | 2064-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412028.92    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $245192.76    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781287                      | CUSIP: 36225BNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1072 | PA      | $1100.29      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5106                      | CUSIP: 31418EU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    703354 | PA      | $691040.67    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7771                      | CUSIP: 3133KPT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62376 | PA      | $58385.02     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                           | CRVNA 2025-P2 A4               | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116000 | PA      | $117284.38    | 0.00%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $877303.06    | 0.02%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03504                      | CUSIP: 3128M5GM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13815 | PA      | $14573.63     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C19                                                    | BBCMS 2023-C19 AS              | CUSIP: 05553RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $25910.37     | 0.00%             | 2056-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3172                      | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    281195 | PA      | $252044.13    | 0.01%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2023-A1 A1               | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200855.46    | 0.00%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2607                      | CUSIP: 3140XH3R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    992380 | PA      | $930127.57    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    164000 | PA      | $168536.42    | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98289.51     | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7396                      | CUSIP: 3140QFGE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153339 | PA      | $140635.77    | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0046                      | CUSIP: 3132ACBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153571 | PA      | $145952.72    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154961.41    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79478.32     | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99637.95     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198341.25    | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6432                      | CUSIP: 31418UEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39977 | PA      | $39605.13     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $191902.88    | 0.00%             | 2173-08-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4491                      | CUSIP: 3138M77D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136427 | PA      | $124432.47    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253895                      | CUSIP: 31371J7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       212 | PA      | $223.06       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196211.40    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361208.20    | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53773.31     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $83791.33     | 0.00%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $59430.33     | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M4 A2                 | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116899 | PA      | $113851.12    | 0.00%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118632.62    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55055 | PA      | $51742.32     | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9518                      | CUSIP: 3140XDSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1342995 | PA      | $1128206.98   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8366                      | CUSIP: 3132DWJK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454632 | PA      | $446531.48    | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08528                      | CUSIP: 3128MJSS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127969 | PA      | $116424.00    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90178                      | CUSIP: 312938FT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18549 | PA      | $18032.01     | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5655                      | CUSIP: 3140XMH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169825 | PA      | $167754.04    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104998.89    | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377975.76    | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $186658.30    | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9941000 | PA      | $9254449.69   | 0.19%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 A3             | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52991.29     | 0.00%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207606.56    | 0.00%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99083.42     | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8397                      | CUSIP: 3138ETKK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65179 | PA      | $60867.21     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $206337.67    | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118418.14    | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    720000 | PA      | $524206.92    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $282850.36    | 0.01%             | 2040-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89154.25     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208821.30    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9120                      | CUSIP: 3140XRD28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125280 | PA      | $131652.36    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2964                      | CUSIP: 31418CJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97351 | PA      | $94567.92     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8583                      | CUSIP: 3140XCRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206397 | PA      | $186201.32    | 0.00%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8422                      | CUSIP: 3133KQLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    276508 | PA      | $282448.82    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    143000 | PA      | $139642.99    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8801                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1271717 | PA      | $1279677.96   | 0.03%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80804                      | CUSIP: 3132L53M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106430 | PA      | $112210.52    | 0.00%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179367.82    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660091.37    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0363                      | CUSIP: 3618N5MM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    499225 | PA      | $463994.92    | 0.01%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CSAIL 2017-CX9 A5              | CUSIP: 12595FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48288.16     | 0.00%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $337701.49    | 0.01%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155546.21    | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     66000 | PA      | $67588.61     | 0.00%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $258145.18    | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $234187.62    | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61658                      | CUSIP: 31335BZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49034 | PA      | $49141.44     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2979                      | CUSIP: 3140X6JZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140232 | PA      | $132487.35    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65675.69     | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96409                      | CUSIP: 312945DN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160724 | PA      | $152062.40    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187084.19    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510706                      | CUSIP: 36211EKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       907 | PA      | $929.48       | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    703000 | PA      | $724006.92    | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51993.54     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84042.43     | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    331000 | PA      | $260521.55    | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $191340.94    | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31850.79     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80644.43     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91653.23     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76095.88     | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NORTHWESTERN CRP               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93480.35     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206719.23    | 0.00%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131932.76    | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                      | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49963.92     | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120418.19    | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81647.05     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2106                      | CUSIP: 31417LKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5053 | PA      | $5258.98      | 0.00%             | 2039-08-01      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888276                      | CUSIP: 31410F2H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10011 | PA      | $10342.23     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373186.82    | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593247.84    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189903.48    | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125873.50    | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46927.88     | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA5940                      | CUSIP: 31329PS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24304 | PA      | $23637.01     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $433345.22    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0318                      | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    150869 | PA      | $140618.22    | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0423                      | CUSIP: 3138LQPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50761 | PA      | $46273.25     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243712.11   | 0.03%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6405000 | PA      | $6570629.26   | 0.14%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     90000 | PA      | $93347.79     | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8213                      | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    288925 | PA      | $250306.39    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7506                      | CUSIP: 3132DVKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    437347 | PA      | $414285.19    | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228288.56    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 A4               | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244866.48    | 0.01%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    575000 | PA      | $404065.10    | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25631.21     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100444.87    | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    673000 | PA      | $656127.72    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-2                                              | DRIVE 2021-2 D                 | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22298 | PA      | $22125.54     | 0.00%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49410.76     | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8534                      | CUSIP: 3132DWPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    410631 | PA      | $417463.50    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49473.38     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc                                                          | TAKEDA US                      | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275022.00    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08842                      | CUSIP: 3128MJ5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    465922 | PA      | $440316.78    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                                                         | EVERGY MISSOURI                | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51119.81     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360381.83    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY               | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $201427.82    | 0.00%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101597.77    | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1284                      | CUSIP: 36179NM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86225 | PA      | $78423.99     | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B6R24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    170000 | PA      | $170179.35    | 0.00%             | 2027-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K078 A2                   | CUSIP: 3137FGR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $99443.37     | 0.00%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101876.37    | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO 2024-C10 A5                | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102976.00    | 0.00%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4097                      | CUSIP: 31418DRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255130 | PA      | $223261.20    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $264860.21    | 0.01%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3592                      | CUSIP: 31418C7E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72778 | PA      | $68644.95     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297253.59    | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    115000 | PA      | $95128.78     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8443                      | CUSIP: 3140XQLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266252 | PA      | $272720.95    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $306911.35    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49448.73     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321164.30    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8428                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1185934 | PA      | $1171124.07   | 0.02%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193828.54    | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118762.65    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995672                      | CUSIP: 31416CCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165094 | PA      | $163664.90    | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    460000 | PA      | $445809.40    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3988                      | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200520 | PA      | $168074.34    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76175.80     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725231                      | CUSIP: 31402CVY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8642 | PA      | $8729.22      | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203085.30    | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412531                      | CUSIP: 36206JHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        28 | PA      | $28.32        | 0.00%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3972                      | CUSIP: 31418DMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27492 | PA      | $26625.58     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9754000 | PA      | $7962083.49   | 0.17%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5267                      | CUSIP: 3140XLZ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144407 | PA      | $146617.65    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C5                                            | UBSCM 2017-C5 A5               | CUSIP: 90276TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96382.82     | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139510.48    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3184                      | CUSIP: 31418CRE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123459 | PA      | $120184.11    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                        | HAROT 2023-2 A3                | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22070 | PA      | $22132.61     | 0.00%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193453.02    | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-B                                                   | NALT 2024-B A3                 | CUSIP: 65481DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202148.84    | 0.00%             | 2027-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0181                      | CUSIP: 3132D9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82398 | PA      | $73116.66     | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107407 | PA      | $102017.39    | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219645.21    | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72584.22     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                                          | CSAIL 2017-C8 A4               | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $145992.62    | 0.00%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                                  | BANK 2020-BN29 A4              | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $42762.22     | 0.00%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132169.52    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98132.45     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0985                      | CUSIP: 31419BCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21287 | PA      | $21082.43     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1142012.02   | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138802.04    | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WELLS FARGO BANK               | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303873.46    | 0.01%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS RAPID TRN SR            | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102198.19    | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311124.61    | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230006.33    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 AS              | CUSIP: 36264KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $20863.85     | 0.00%             | 2053-12-12      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    320000 | PA      | $217028.53    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204221.89    | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180905.93    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92720.55     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80364                      | CUSIP: 31335GMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.25        | 0.00%             | 2025-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A4              | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46816 | PA      | $45783.34     | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47979.05     | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1L1251                      | CUSIP: 3128Q3L82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1850 | PA      | $1892.27      | 0.00%             | 2036-02-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98405.02     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194545.02    | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4777                      | CUSIP: 3140F0JX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41423 | PA      | $39892.38     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1089                      | CUSIP: 36179NF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99436 | PA      | $90550.63     | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179829.94    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405719.17    | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5140                      | CUSIP: 31418EWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    316736 | PA      | $327402.39    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272466.29    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08578                      | CUSIP: 3128MJUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26778 | PA      | $26385.99     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4069                      | CUSIP: 3128JPMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       740 | PA      | $768.35       | 0.00%             | 2038-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0926                      | CUSIP: 31418NA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7838 | PA      | $8118.10      | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK11                                                                  | BANK 2018-BN11 A3              | CUSIP: 06540TAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98832.18     | 0.00%             | 2061-03-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00810                      | CUSIP: 31283G3T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       285 | PA      | $299.66       | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12477000 | PA      | $12710943.75  | 0.26%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200098.85    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9851                      | CUSIP: 36179Y5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1841856 | PA      | $1845039.77   | 0.04%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4361                      | CUSIP: 31418DZ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96921 | PA      | $90828.53     | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $180180.62    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74355.10     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $480521.79    | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    142000 | PA      | $125434.63    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119793.99    | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3766                      | CUSIP: 3140XKFG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66061 | PA      | $52999.62     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221794.00    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $187682.46    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147347.84    | 0.00%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    365000 | PA      | $375563.90    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $105581.54    | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $495479.47    | 0.01%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258672.67    | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58266.26     | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | RIVERSIDE CO-TXBL-REV          | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |     50000 | PA      | $45987.80     | 0.00%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04475                      | CUSIP: 3128M6JU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5689 | PA      | $5762.14      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562446.57    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5193                      | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86778 | PA      | $84750.01     | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91367.95     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                    | CGCMT 2016-GC37 A4             | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49513.03     | 0.00%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN-B-3-UNREF          | CUSIP: 650036JX5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     85000 | PA      | $81408.04     | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    900000 | PA      | $807228.76    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    590000 | PA      | $643289.70    | 0.01%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08372                      | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36193 | PA      | $35916.10     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8100                      | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    816383 | PA      | $766042.22    | 0.02%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102964.56    | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102189.15    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6651                      | CUSIP: 31419HL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2060 | PA      | $2137.72      | 0.00%             | 2040-12-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 A4               | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $253792.62    | 0.01%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96089.24     | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $277801.23    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2021-B Owner Trust                                       | TAOT 2021-B A4                 | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12942 | PA      | $12919.88     | 0.00%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7938                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    658609 | PA      | $601085.58    | 0.01%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $86234.79     | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2739                      | CUSIP: 3142GTBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    480805 | PA      | $473703.10    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113405.92    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3537                      | CUSIP: 3140J74X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20633 | PA      | $20281.25     | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     45000 | PA      | $46092.20     | 0.00%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185626.09    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71640.05     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55111.00     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4119                      | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3946848 | PA      | $3154164.88   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4891                      | CUSIP: 3138AJNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45912 | PA      | $45446.06     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4734                      | CUSIP: 3140XLHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325482 | PA      | $275461.54    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102332.59    | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226517.73    | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786714                      | CUSIP: 3622ACK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    618081 | PA      | $622915.50    | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    450000 | PA      | $441665.92    | 0.01%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8021                      | CUSIP: 3132DV4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    616077 | PA      | $514966.24    | 0.01%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89072.65     | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178784.38    | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99648.79     | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M2 A2                 | CUSIP: 3136B0YM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    369912 | PA      | $359933.30    | 0.01%             | 2028-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                      | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    953226 | PA      | $959193.30    | 0.02%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 956018                      | CUSIP: 31413USF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        14 | PA      | $14.79        | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78749.00     | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50581.02     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73484.00     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201949.66    | 0.00%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662223.65    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-164 A2                  | CUSIP: 3137HDUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $206452.86    | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                  | WFCM 2015-LC22 AS              | CUSIP: 94989TBB9<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74681.98     | 0.00%             | 2058-09-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $147590.07    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18710                      | CUSIP: 3128MMYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45054 | PA      | $44307.63     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4680                      | CUSIP: 31417BFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25410 | PA      | $23922.79     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205157.63    | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4379                      | CUSIP: 3140X72M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46202 | PA      | $40849.70     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81377.68     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203194.63    | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256059                      | CUSIP: 31371MMG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4076 | PA      | $4210.59      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY1394                      | CUSIP: 3138YERQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54359 | PA      | $48745.23     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243640.26    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0406                      | CUSIP: 3132CWNX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27793 | PA      | $26271.42     | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    460000 | PA      | $447126.27    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6410                      | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196806 | PA      | $180400.86    | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01311                      | CUSIP: 31292HN42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       738 | PA      | $779.81       | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 C                 | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $61536.79     | 0.00%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106097.44    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91960.29     | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8383                      | CUSIP: 3132DWJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1722015 | PA      | $1724156.43   | 0.04%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201664.37    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    800000 | PA      | $808772.36    | 0.02%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52705.75     | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270175.22    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50817.15     | 0.00%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    575000 | PA      | $563196.89    | 0.01%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0533                      | CUSIP: 36179MSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    153413 | PA      | $140034.07    | 0.00%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01097                      | CUSIP: 31292HGE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1541 | PA      | $1627.27      | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-159 A2                  | CUSIP: 3137HAMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140000 | PA      | $140206.72    | 0.00%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3598                      | CUSIP: 36179R7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    365126 | PA      | $346234.22    | 0.01%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    244000 | PA      | $239969.37    | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $501952.63    | 0.01%             | 2027-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118548.74    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10333000 | PA      | $9949548.78   | 0.21%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $327421.64    | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                  | CONCENTRIX CORP                | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    136000 | PA      | $142731.11    | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197764.17    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2940                      | CUSIP: 3138YUHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95519 | PA      | $88292.01     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179665.76    | 0.00%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231722.58    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-1                                     | GMALT 2023-1 B                 | CUSIP: 362541AF1<br>LEI: 254900DSTG5GSVOBDN09 | Long             | ABS-CBDO         | CORP              | US        |     16230 | PA      | $16241.54     | 0.00%             | 2027-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18522                      | CUSIP: 3128MMSL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94336 | PA      | $92455.18     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202906.67    | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0138                      | CUSIP: 36179MEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6280 | PA      | $6177.12      | 0.00%             | 2027-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40980.47     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40597.44     | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196705.13    | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85609.44     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2 7/25                    | CUSIP: 21H020675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    595000 | PA      | $484770.84    | 0.01%             | 2025-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5.5 7/25                  | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80000 | PA      | $80079.47     | 0.00%             | 2025-07-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9933                      | CUSIP: 3140XEBB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251646 | PA      | $217774.86    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72264.42     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 A4                | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100648.79    | 0.00%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2081000 | PA      | $1697965.94   | 0.04%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    265000 | PA      | $243623.04    | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8879                      | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    984932 | PA      | $991097.79    | 0.02%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140092.96    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | WFCM 2016-LC24 A4              | CUSIP: 95000HBF8<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    162000 | PA      | $158983.19    | 0.00%             | 2049-10-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    415000 | PA      | $339763.73    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495345.52    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K050 A2                   | CUSIP: 3137BLW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82057 | PA      | $81810.51     | 0.00%             | 2025-08-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    175000 | PA      | $151156.42    | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1132979.69   | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                    | COMM 2017-COR2 A3              | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $34127.04     | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418358.60    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254223                      | CUSIP: 31371KLC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2222 | PA      | $2356.92      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125002.51    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8243000 | PA      | $8539876.76   | 0.18%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2472                      | CUSIP: 31418BXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105610 | PA      | $100966.28    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153033.61    | 0.00%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202997.54    | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272555.05    | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8421                      | CUSIP: 3132DWLA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    736535 | PA      | $749136.38    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11824000 | PA      | $12118676.19  | 0.25%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588295.85    | 0.01%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9991000 | PA      | $10039003.66  | 0.21%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8154                      | CUSIP: 3132DWBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80371 | PA      | $60444.49     | 0.00%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166965.88    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0659                      | CUSIP: 31427MWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    368365 | PA      | $383187.70    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    175000 | PA      | $127869.06    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100811.09    | 0.00%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1802                      | CUSIP: 3138EJAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12845 | PA      | $13370.03     | 0.00%             | 2041-07-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    428000 | PA      | $426225.30    | 0.01%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $722207.55    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97523.87     | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638EC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    320000 | PA      | $309127.13    | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8505                      | CUSIP: 3132DWNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1295282 | PA      | $1269671.86   | 0.03%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82975.13     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5122                        | CUSIP: 36202FVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2822 | PA      | $2802.71      | 0.00%             | 2026-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                        | GMCAR 2023-3 A4                | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18000 | PA      | $18292.41     | 0.00%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51155.86     | 0.00%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8289                      | CUSIP: 3132DWF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1289430 | PA      | $1294256.97   | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    525000 | PA      | $525082.49    | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490653.02    | 0.01%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $246150.49    | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2874                      | CUSIP: 3132DQFP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225911 | PA      | $217306.18    | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201732.50    | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1165                      | CUSIP: 31418AJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318839 | PA      | $308084.94    | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $208273.58    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1846                      | CUSIP: 3138EJBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4880 | PA      | $5027.29      | 0.00%             | 2037-10-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3737                      | CUSIP: 31417AEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79289 | PA      | $74440.93     | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8222                      | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    611960 | PA      | $571467.38    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 A4               | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $140961.51    | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149064.17    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74106.59     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173483.70    | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890354                      | CUSIP: 31410LE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5416 | PA      | $5584.74      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $140063.04    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $170708.12    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98445.08     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9908                      | CUSIP: 36180AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    430169 | PA      | $441019.27    | 0.01%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $288775.55    | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198636.21    | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    740000 | PA      | $727976.27    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3528437.50   | 0.07%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0714                      | CUSIP: 3140XFYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    197397 | PA      | $165826.51    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5453                      | CUSIP: 31418FBX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    480916 | PA      | $487675.90    | 0.01%             | 2044-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6060                      | CUSIP: 3140X9WW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    166616 | PA      | $134558.61    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176024.57    | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD8249                      | CUSIP: 3140FGEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16312 | PA      | $14600.34     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2619                      | CUSIP: 3132DP4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    246010 | PA      | $247238.41    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $117990.63    | 0.00%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162459.13    | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                       | TAOT 2024-A A3                 | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100595.69    | 0.00%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131919.89    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100848.08    | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5471                      | CUSIP: 31418FCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    655631 | PA      | $666643.07    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178513.80    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                   | WFCM 2019-C53 A4               | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $187638.86    | 0.00%             | 2052-10-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | RIO TINTO ALCAN                | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $243939.66    | 0.01%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 AS               | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54000 | PA      | $52275.68     | 0.00%             | 2050-07-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4329                      | CUSIP: 31418DY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    896470 | PA      | $820565.13    | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3935                      | CUSIP: 36179SLQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47520 | PA      | $41297.25     | 0.00%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271624.04    | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244326.52    | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2714                      | CUSIP: 3138EKAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49506 | PA      | $46290.97     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7467                      | CUSIP: 3138EQJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74250 | PA      | $71688.80     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204352.15    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                       | VALET 2023-2 A3                | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50760.07     | 0.00%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173774.12    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154344.61    | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141860.78    | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    750000 | PA      | $519008.98    | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $184785.38    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3937                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    189253 | PA      | $174838.22    | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205138.26    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0437                      | CUSIP: 3132CWPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159403 | PA      | $146753.00    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9204                      | CUSIP: 3140XRGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    848232 | PA      | $876134.02    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98043.62     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181652.80    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102809.20    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147691.87    | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375915.75    | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $173775.23    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    350000 | PA      | $236869.48    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178868.10    | 0.00%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101160.32    | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6374                      | CUSIP: 31418UCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25775 | PA      | $26073.86     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A4                 | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $413063.55    | 0.01%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 B               | CUSIP: 12591KAH8<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $13027.50     | 0.00%             | 2046-10-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1812                      | CUSIP: 3132DPAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    269262 | PA      | $265305.46    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199459.25    | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $134925.96    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163113.85    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126803.05    | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201059.18    | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 AM               | CUSIP: 08161HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $72961.71     | 0.00%             | 2051-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71794.14     | 0.00%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8377                      | CUSIP: 3132DWJW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143226 | PA      | $150585.14    | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    635000 | PA      | $443517.23    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-1 A                 | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $126571.71    | 0.00%             | 2029-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $67543.63     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3284                      | CUSIP: 31418CUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35479 | PA      | $34897.43     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49002.71     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95044.67     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United Airlines 2023-1 Class A Pass Through Trust                                | UNTD AIR 23-1 A                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214946 | PA      | $219246.09    | 0.00%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57572.00     | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122892.47    | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202881.56    | 0.00%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253521.38    | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1303708.32   | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460743.00    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5107                      | CUSIP: 31418EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    502693 | PA      | $503475.63    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9278                      | CUSIP: 3138E2JY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72503 | PA      | $68197.95     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44998.27     | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $59951.03     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    550000 | PA      | $498414.61    | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201388.55    | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1518                      | CUSIP: 3140XGVL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    465900 | PA      | $372328.43    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262261.09    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $370691.29    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548943.51    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $73064.85     | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $141762.35    | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A2                   | CUSIP: 3137F83Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $153085.56    | 0.00%             | 2030-10-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $223100.86    | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6630                      | CUSIP: 3140KELL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189287 | PA      | $152690.29    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204053.03    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5399                      | CUSIP: 3140X87M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    311339 | PA      | $291905.87    | 0.01%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0205                      | CUSIP: 3138W9GP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144387 | PA      | $131345.82    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147341.27    | 0.00%             | 2051-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    202000 | PA      | $206487.60    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783308                      | CUSIP: 36241LU95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1115 | PA      | $1108.50      | 0.00%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22071400 | PA      | $22417989.84  | 0.46%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     68000 | PA      | $56164.48     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                     | GMALT 2023-2 A3                | CUSIP: 362548AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8588 | PA      | $8592.83      | 0.00%             | 2026-07-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196914.17    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49490                      | CUSIP: 3132WPRL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    369217 | PA      | $339644.69    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48388.48     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M8 A2                 | CUSIP: 3136BMST6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $129163.70    | 0.00%             | 2031-12-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8518                      | CUSIP: 3133A3PB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71179 | PA      | $62533.00     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                   | CARMX 2022-1 A4                | CUSIP: 14317CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $49107.46     | 0.00%             | 2027-08-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA COMMONWEALTH                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $67143.93     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $95669.25     | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    243000 | PA      | $200592.38    | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 AS               | CUSIP: 90276VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73055.55     | 0.00%             | 2051-02-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | CORNELL UNIV                   | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125428.93    | 0.00%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A4                | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20326.20     | 0.00%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    850000 | PA      | $832512.96    | 0.02%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100013.58    | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K520 A2                   | CUSIP: 3137HCKV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205000 | PA      | $211854.34    | 0.00%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    436000 | PA      | $432176.70    | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3173                      | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    299796 | PA      | $276960.67    | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120514.16    | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6307                      | CUSIP: 3138EPAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27370 | PA      | $27005.17     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275499.45    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    273000 | PA      | $279253.68    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12786                      | CUSIP: 31296MCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10182 | PA      | $10451.89     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1516                      | CUSIP: 3142GRVJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    376618 | PA      | $379086.91    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20466                      | CUSIP: 31306XQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14647 | PA      | $14394.05     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0698                      | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    686553 | PA      | $626304.10    | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197489.10    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $59900.29     | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9175                      | CUSIP: 3140KVFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122213 | PA      | $98126.14     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3757                      | CUSIP: 3140XKE71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431860 | PA      | $436445.30    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6111                      | CUSIP: 3138WFYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44151 | PA      | $41974.96     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210321.94    | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | EATON VANCE CORP               | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98709.82     | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | JPMCC 2019-COR4 A5             | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94933.45     | 0.00%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1061                      | CUSIP: 3142GRFB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271800 | PA      | $274091.67    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146227.73    | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    175000 | PA      | $120195.55    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9995000 | PA      | $9288322.22   | 0.19%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $383447.64    | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116433.07    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $336315.38    | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97422.27     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24712.87     | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373765.70    | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75362.09     | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3518                      | CUSIP: 31418C4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16600 | PA      | $16569.19     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42974.58     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 Mortgage Trust                                                    | COMM 2014-UBS4 A5              | CUSIP: 12591QAR3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      1762 | PA      | $1742.90      | 0.00%             | 2047-08-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167104.37    | 0.00%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC               | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48745.87     | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B3A29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $500270.00    | 0.01%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BE7848                      | CUSIP: 3617G2WH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41322 | PA      | $37832.22     | 0.00%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    231000 | PA      | $210742.27    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0946                      | CUSIP: 3138A2BQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45577 | PA      | $44097.73     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2132                      | CUSIP: 3138M5LN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135500 | PA      | $127140.08    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $135430.19    | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    755000 | PA      | $675607.52    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 AS              | CUSIP: 36257UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46078.85     | 0.00%             | 2052-09-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $151305.73    | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98129.00     | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202981.07    | 0.00%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47191.21     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7888000 | PA      | $7790632.50   | 0.16%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $230467.87    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7256                      | CUSIP: 36179WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    381421 | PA      | $337826.82    | 0.01%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7525                      | CUSIP: 3132DVLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    844528 | PA      | $714475.33    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204439.99    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    480000 | PA      | $353468.72    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6656                      | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    346552 | PA      | $307268.38    | 0.01%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4283                      | CUSIP: 3140X7XM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    361342 | PA      | $332666.27    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     82000 | PA      | $83108.79     | 0.00%             | 2030-05-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $848846.00    | 0.02%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133640.94    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6646900 | PA      | $4738253.03   | 0.10%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-B                                         | WOART 2022-B A3                | CUSIP: 98163QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19936 | PA      | $19873.95     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $126438.28    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698481                      | CUSIP: 36296Q6S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43665 | PA      | $43202.88     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280641.30    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7827                      | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2966158 | PA      | $2522248.75   | 0.05%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51885.13     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                         | INGERSOLL-RND GL               | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127712.96    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4              | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $144909.75    | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    335000 | PA      | $302262.45    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K082 A2                   | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $74739.68     | 0.00%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Ochsner LSU Health System of North Louisiana                                     | OCHSNER LSU HLTH               | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40954.71     | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3662                      | CUSIP: 3140X7B81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110919 | PA      | $97237.37     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $218093.73    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 A5              | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $193447.67    | 0.00%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725027                      | CUSIP: 31402CPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104901 | PA      | $105953.87    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 389128                      | CUSIP: 36205FHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       919 | PA      | $933.82       | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51299.89     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $240889.03    | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-TXBL          | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $71971.35     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423865                      | CUSIP: 36206WZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        27 | PA      | $27.18        | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                  | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $101824.66    | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                                   | WFCM 2020-C58 A4               | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43680.74     | 0.00%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8761000 | PA      | $8840738.77   | 0.18%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2422                      | CUSIP: 3142GSVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    729469 | PA      | $730832.18    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88861.91     | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C A3                 | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50545.03     | 0.00%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7130                      | CUSIP: 3140XA4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    223220 | PA      | $191836.41    | 0.00%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205545.28    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173744.57    | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4511                      | CUSIP: 31418EAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2170116 | PA      | $1724098.59   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    610000 | PA      | $379736.82    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102861.53    | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4013                      | CUSIP: 31418DN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172643 | PA      | $162815.49    | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253672                      | CUSIP: 31371JW91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       944 | PA      | $992.49       | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9308                      | CUSIP: 36179YKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    344779 | PA      | $357321.48    | 0.01%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01840                      | CUSIP: 3128LXBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18046 | PA      | $18262.96     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183391.32    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                                                | BMARK 2021-B28 A5              | CUSIP: 08163GAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86628.00     | 0.00%             | 2054-08-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $295239.69    | 0.01%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K118 A2                   | CUSIP: 3137F62M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $350690.12    | 0.01%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100036.71    | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                         | MCLAREN HEALTH                 | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41248.47     | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    880000 | PA      | $878275.46    | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8095                      | CUSIP: 3138WH7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200102 | PA      | $185087.73    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $398665.09    | 0.01%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83931.77     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976209.50    | 0.02%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39564.69     | 0.00%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                      | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550834 | PA      | $541362.64    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7864                      | CUSIP: 3140XPW21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71869 | PA      | $74367.54     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7507                      | CUSIP: 3132DVKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    356553 | PA      | $315246.57    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49885.95     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4018                        | CUSIP: 36202EPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12051 | PA      | $12688.21     | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294969.11    | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $27295.25     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08347                      | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20486 | PA      | $20336.09     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783403                      | CUSIP: 36241LX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     81577 | PA      | $76601.26     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BG1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    550000 | PA      | $605048.52    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 543467                      | CUSIP: 36212TW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       431 | PA      | $448.40       | 0.00%             | 2030-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21944.14     | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2833                      | CUSIP: 31418CEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117347 | PA      | $104302.85    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01841                      | CUSIP: 3128LXBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22755 | PA      | $23485.68     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7274                      | CUSIP: 3140XPCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    326076 | PA      | $321080.85    | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182092.93    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3791                      | CUSIP: 3140XKF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90492 | PA      | $94500.60     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78665.30     | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $435180.17    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | UNITED NATIONS DEV-A           | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104501.83    | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112489.70    | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66125.78     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8760000 | PA      | $8577614.08   | 0.18%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952925                      | CUSIP: 31413RD60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        48 | PA      | $51.02        | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37                                                                  | BANK 2021-BN37 A5              | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $109473.48    | 0.00%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86055.45     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PIPELINES LP                | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49408.44     | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY4181                      | CUSIP: 3140NLUF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    449989 | PA      | $442111.25    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    244000 | PA      | $255098.53    | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1370                      | CUSIP: 3140X4QY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    445551 | PA      | $397415.39    | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $376302.01    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354142.44    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242901.75    | 0.01%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180760.56    | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8017                      | CUSIP: 3132DV4A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346910 | PA      | $316109.46    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $178019.69    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6450                      | CUSIP: 3138A8EY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       827 | PA      | $861.67       | 0.00%             | 2041-02-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1245                      | CUSIP: 3140X4L38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15594 | PA      | $15579.48     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1350                      | CUSIP: 3132DNQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41376 | PA      | $39881.00     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                                | KEYSPAN CORP                   | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51228.15     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    122000 | PA      | $122546.96    | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    550000 | PA      | $339014.58    | 0.01%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8098                      | CUSIP: 3132DV7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2490880 | PA      | $1990612.82   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205081.31    | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $892231.99    | 0.02%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 A4               | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49313.69     | 0.00%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145462.70    | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QY3140                      | CUSIP: 31426MP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    499951 | PA      | $478603.74    | 0.01%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4196                      | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53790 | PA      | $49676.50     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413993.64    | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210599.62    | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131211.88    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 A5              | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $182115.00    | 0.00%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $426497.00    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4719                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    948958 | PA      | $875787.14    | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197012.61    | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 A3                | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51662.67     | 0.00%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95999.95     | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORG-WARNER AUTO               | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82592.37     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145145.23    | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145447.67    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2160                      | CUSIP: 3132DPMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    209497 | PA      | $214324.89    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 A4                | CUSIP: 36269FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25149.84     | 0.00%             | 2028-02-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    290000 | PA      | $238369.35    | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                     | GMALT 2023-2 B                 | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25051.23     | 0.00%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A79021                      | CUSIP: 3128LDAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13347 | PA      | $13836.90     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA3487                      | CUSIP: 3140A32V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238677 | PA      | $242999.10    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $145458.61    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06875                      | CUSIP: 3128M86L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20832 | PA      | $21545.66     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202270.71    | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206452.84    | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    295000 | PA      | $309704.73    | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    325000 | PA      | $267241.95    | 0.01%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781594                      | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7051 | PA      | $7270.62      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254009                      | CUSIP: 31371KDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       574 | PA      | $602.41       | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3743                      | CUSIP: 3132E0EQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    344378 | PA      | $358530.66    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M1 A2                 | CUSIP: 3136AUG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134483 | PA      | $131239.34    | 0.00%             | 2026-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93405.93     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202497.47    | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ETBF3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $100675.80    | 0.00%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    225000 | PA      | $222296.84    | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67011.35     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99158.75     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | FIRST MERIT BANK               | CUSIP: 320844PD9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148162.72    | 0.00%             | 2026-11-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    128000 | PA      | $124817.99    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    252000 | PA      | $251629.20    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0039                      | CUSIP: 3140XFBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48907 | PA      | $43256.84     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4317                      | CUSIP: 3140X7YP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    102666 | PA      | $90002.13     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260724.43    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                    | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193245.06    | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A1                   | CUSIP: 3137F82M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12432 | PA      | $11444.91     | 0.00%             | 2030-05-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8618400 | PA      | $8725456.64   | 0.18%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171543.72    | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4749                      | CUSIP: 3140X8H34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41301 | PA      | $40443.44     | 0.00%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0554                      | CUSIP: 3138W9TL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72571 | PA      | $71697.97     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                              | FORDO 2023-A A3                | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34142 | PA      | $34179.31     | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K120 A2                   | CUSIP: 3137F72P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $261861.66    | 0.01%             | 2030-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121517.73    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18642                      | CUSIP: 3128MMWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21746 | PA      | $21467.34     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08667                      | CUSIP: 3128MJW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43214 | PA      | $39996.27     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183249.41    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232737.78    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185049.22    | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3066                      | CUSIP: 31419DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       711 | PA      | $708.52       | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53548.15     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310270.92    | 0.01%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199108.16    | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300712.97    | 0.01%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4079                      | CUSIP: 31418DQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    443748 | PA      | $388319.11    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70621.23     | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196330.23    | 0.00%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6038                      | CUSIP: 3132DTV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300952 | PA      | $311109.05    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60199.55     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192471.25    | 0.00%             | 2027-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $150013.26    | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06020                      | CUSIP: 3128M8AV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38895 | PA      | $40338.13     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229997.50    | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    330000 | PA      | $276275.87    | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6338                      | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    942556 | PA      | $836594.81    | 0.02%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3427                      | CUSIP: 31418CYZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4459 | PA      | $4454.57      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235833.38    | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200423.94    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10846000 | PA      | $5712791.56   | 0.12%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1795                      | CUSIP: 3140Q87H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51396 | PA      | $51540.35     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 3.5 7/25                  | CUSIP: 01F032476<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    480000 | PA      | $463237.34    | 0.01%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101634.36    | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M9 A2                 | CUSIP: 3136B4VT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224389 | PA      | $216080.98    | 0.00%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1257                      | CUSIP: 3132ADME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162777 | PA      | $148621.91    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51124.92     | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1913857 | PA      | $1628628.65   | 0.03%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 AS              | CUSIP: 06427DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28000 | PA      | $27380.29     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114927.26    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268274.74    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M3 A2                 | CUSIP: 3136ARTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48497 | PA      | $47882.17     | 0.00%             | 2026-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148713.19    | 0.00%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7471                      | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2412455 | PA      | $1968064.45   | 0.04%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7674400 | PA      | $5674259.50   | 0.12%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4422                      | CUSIP: 31418D4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    288941 | PA      | $247378.94    | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $351908.04    | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204685.84    | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                              | JPMBB 2014-C23 AS              | CUSIP: 46643ABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48805.12     | 0.00%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 528392                      | CUSIP: 31384M7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1126 | PA      | $1184.61      | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION               | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    250000 | PA      | $148750.96    | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    285000 | PA      | $267891.67    | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    241000 | PA      | $244174.34    | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359973.70    | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111570.80    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102574.78    | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147086.60    | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $187901.23    | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353121.43    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392796.16    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113972.71    | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8616                      | CUSIP: 31417VSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1907 | PA      | $1983.01      | 0.00%             | 2040-01-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                       | DARTMOUTH-HITCH                | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $76688.35     | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504955.62    | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2898                      | CUSIP: 3132DQGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    284692 | PA      | $285562.13    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 303546                      | CUSIP: 31373UET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $1.89         | 0.00%             | 2025-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143855.77    | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5908                      | CUSIP: 36184CR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34170 | PA      | $31649.58     | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBH4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204257.04    | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                      | BMO 2023-5C2 AS                | CUSIP: 05610QAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $213493.90    | 0.00%             | 2056-11-15      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194283.38    | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449539                      | CUSIP: 36208FLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1361 | PA      | $1380.51      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 A3              | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $122101.78    | 0.00%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5282                      | CUSIP: 31418E2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318579 | PA      | $304926.16    | 0.01%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7598                      | CUSIP: 3140QFNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    592982 | PA      | $502591.97    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889995                      | CUSIP: 31410KXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26526 | PA      | $27463.60     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11328000 | PA      | $11115600.00  | 0.23%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8062                      | CUSIP: 3132D55X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282369 | PA      | $265501.15    | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01981                      | CUSIP: 3128LXFW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6065 | PA      | $6142.94      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171838.38    | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237434.70    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302371.10    | 0.01%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2469                      | CUSIP: 3133KHW69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44435 | PA      | $40420.45     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40812.77     | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252806                      | CUSIP: 31371HYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       198 | PA      | $206.67       | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS             | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250691.55    | 0.01%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG1997                      | CUSIP: 3133C2GE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    248603 | PA      | $244328.65    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232867.32    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43140.37     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3276                      | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56920 | PA      | $52151.04     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01759                      | CUSIP: 3132GE5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6868 | PA      | $6808.70      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701874                      | CUSIP: 36296UXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5551 | PA      | $5493.86      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101797.46    | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255892                      | CUSIP: 31371MF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        52 | PA      | $51.44        | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735230                      | CUSIP: 31402QY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18891 | PA      | $19472.93     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    255000 | PA      | $156411.68    | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 AS              | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $31955.35     | 0.00%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4048                      | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    639115 | PA      | $559881.17    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5231                      | CUSIP: 3138EMY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86234 | PA      | $85425.65     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50098.43     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1398263.88   | 0.03%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7337                      | CUSIP: 3140XBEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    186262 | PA      | $161307.43    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205161.51    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7136                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    912446 | PA      | $776461.03    | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105186.36    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12375000 | PA      | $7847006.81   | 0.16%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221215.96    | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62015.63     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $191303.14    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    602208 | PA      | $537896.00    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3744                      | CUSIP: 31418DES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219385 | PA      | $192666.48    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80245.73     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34553.25     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $215993.30    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191229.46    | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7780000 | PA      | $6433087.50   | 0.13%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                   | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201614.48    | 0.00%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $501790.00    | 0.01%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00525                      | CUSIP: 31292GSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       126 | PA      | $127.61       | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 781585                      | CUSIP: 31404XJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6722 | PA      | $6926.17      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734035                      | CUSIP: 3620AMPU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       355 | PA      | $353.45       | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198600.89    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36459 | PA      | $36097.36     | 0.00%             | 2033-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736570                      | CUSIP: 3620AQJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130195 | PA      | $128760.33    | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197343.27    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1283                      | CUSIP: 3138EHM90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6200 | PA      | $6444.36      | 0.00%             | 2042-01-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    775000 | PA      | $794314.36    | 0.02%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $345450.30    | 0.01%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210855.62    | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 7/25                  | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1775000 | PA      | $1774305.80   | 0.04%             | 2025-07-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352547.45    | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5557                      | CUSIP: 31418FE78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    657554 | PA      | $653684.55    | 0.01%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49016.86     | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8212                      | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1003177 | PA      | $834586.08    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    114000 | PA      | $119448.71    | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $478359.48    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    590000 | PA      | $590112.88    | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI               | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204543.21    | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314048.80    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9798                      | CUSIP: 3138WK3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    613228 | PA      | $584533.01    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264079.66    | 0.01%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94396.80     | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    309000 | PA      | $305531.10    | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106488.44    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4178                      | CUSIP: 31418DUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    702895 | PA      | $630369.05    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3340                      | CUSIP: 3140X6WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63903 | PA      | $62775.79     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104343.96    | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $236951.51    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    421000 | PA      | $427210.85    | 0.01%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10735000 | PA      | $10739612.72  | 0.22%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3990                      | CUSIP: 31418DNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    620723 | PA      | $520867.50    | 0.01%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138658.78    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85630.63     | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5365                      | CUSIP: 3138WE6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61226 | PA      | $56593.27     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112227.18    | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128113.28    | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434317.15    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203019.16    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82084.00     | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101620.18    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3796                      | CUSIP: 3138ELGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5826 | PA      | $5779.06      | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                     | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $106857.38    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2025-A2 A                | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100715.68    | 0.00%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC WTR-BABS-TXB               | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51472.13     | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $740334.52    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92435.60     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269754.37    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8269                      | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    926775 | PA      | $914912.19    | 0.02%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5082                        | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23796 | PA      | $23547.58     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478802.29    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240453.79    | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $391939.08    | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5697                      | CUSIP: 31418FKK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1020000 | PA      | $948364.58    | 0.02%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI8460                      | CUSIP: 36198VMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34112 | PA      | $32711.33     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $431575.29    | 0.01%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0515                      | CUSIP: 31417YSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       209 | PA      | $208.40       | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335047.03    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M14 A2                | CUSIP: 3136B9KC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    234035 | PA      | $210186.54    | 0.00%             | 2030-05-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97473.35     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    300000 | PA      | $311600.60    | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220573.71    | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 A4               | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $270657.56    | 0.01%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97871.79     | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97695                      | CUSIP: 312946RQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49619 | PA      | $48079.59     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    650000 | PA      | $641837.49    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 470014                      | CUSIP: 36209FDT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        73 | PA      | $74.63        | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U               | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83746.11     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K753 A2                   | CUSIP: 3137HB2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $201623.40    | 0.00%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550685                      | CUSIP: 36213CXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2187 | PA      | $2209.04      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47946.04     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06673                      | CUSIP: 3128M8XA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13941 | PA      | $14718.71     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $109586.94    | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    850000 | PA      | $891208.08    | 0.02%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204309.75    | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4441                      | CUSIP: 31418D5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70738 | PA      | $62952.79     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5653                      | CUSIP: 36179UH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38005 | PA      | $37967.32     | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144517.87    | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154825.56    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                      | SEATTLE CHLD                   | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122928.75    | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 529740                      | CUSIP: 36212CPZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1181 | PA      | $1207.50      | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    203000 | PA      | $265958.13    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 A4              | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43332.82     | 0.00%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                | BMARK 2023-B39 AS              | CUSIP: 081925BA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $53002.22     | 0.00%             | 2056-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129588.25    | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5470                      | CUSIP: 31418FCG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1104909 | PA      | $1104901.94   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341627.15    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60739                      | CUSIP: 31335AZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78542 | PA      | $71646.06     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7640                      | CUSIP: 3140XPP29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82924 | PA      | $84964.61     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5200                      | CUSIP: 31418EX62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217483 | PA      | $219158.93    | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 ASB             | CUSIP: 61766LBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1194 | PA      | $1191.46      | 0.00%             | 2049-01-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1098685.10   | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63206.13     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258464.64    | 0.01%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434017.48    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241337.51    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149313.29    | 0.00%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121234.40    | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B A4                 | CUSIP: 44934QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $152324.82    | 0.00%             | 2030-09-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    175000 | PA      | $148422.75    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K056 A2                   | CUSIP: 3137BQYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145425 | PA      | $143155.33    | 0.00%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1267                      | CUSIP: 31417KMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26181 | PA      | $25405.33     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8121                      | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2672483 | PA      | $2133237.11   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20129                      | CUSIP: 31306XEA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61606 | PA      | $60570.18     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778882                      | CUSIP: 36176XCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    105964 | PA      | $99246.64     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4232                      | CUSIP: 31418DV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    377885 | PA      | $325713.79    | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2747                      | CUSIP: 31418CBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29552 | PA      | $27260.85     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8647                      | CUSIP: 3138MQTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55384 | PA      | $51889.05     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10763000 | PA      | $9613965.69   | 0.20%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5399                      | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    214214 | PA      | $208939.71    | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 AS              | CUSIP: 06541ABP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $21282.94     | 0.00%             | 2054-02-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154695.28    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784457                      | CUSIP: 3622A25S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82147 | PA      | $79383.65     | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                      | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1019361 | PA      | $978305.12    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4180                      | CUSIP: 31418DUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219257 | PA      | $205816.67    | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    615000 | PA      | $508095.46    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786578                      | CUSIP: 3622ACFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    313303 | PA      | $308778.12    | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403168.76    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171561.97    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8496                      | CUSIP: 3132DWNM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    399201 | PA      | $405781.69    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94009.05     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77355.02     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    725000 | PA      | $757022.55    | 0.02%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77662.72     | 0.00%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109445.28    | 0.00%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $324235.12    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114176.71    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4943                        | CUSIP: 36202FP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       780 | PA      | $776.58       | 0.00%             | 2026-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85890.68     | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO6225                      | CUSIP: 3140K14K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109315 | PA      | $95830.77     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    450000 | PA      | $431972.17    | 0.01%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87715                      | CUSIP: 312934SC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36612 | PA      | $36330.73     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104898.57    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2974                      | CUSIP: 31418CJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46960 | PA      | $45758.48     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    380000 | PA      | $302916.48    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1561                      | CUSIP: 31418AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103642 | PA      | $99690.48     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45323.44     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01490                      | CUSIP: 31292HUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       439 | PA      | $451.47       | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41198                      | CUSIP: 3128K1KK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13948 | PA      | $14126.52     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149292.62    | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 563354                      | CUSIP: 31386GZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1069 | PA      | $1123.61      | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $119960.71    | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91887                      | CUSIP: 3128P8CY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148759 | PA      | $141780.41    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175183.32    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36532.96     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88148.43     | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $230197.54    | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9223                      | CUSIP: 3140QVG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346297 | PA      | $352437.90    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8675                      | CUSIP: 3140XQT98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194923 | PA      | $202933.68    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 B               | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23438.52     | 0.00%             | 2047-09-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97378.15     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204415.04    | 0.00%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201574.92    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202877.10    | 0.00%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7338                      | CUSIP: 3132DVEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319493 | PA      | $323085.36    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1H2617                      | CUSIP: 3128QLSE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       662 | PA      | $677.28       | 0.00%             | 2036-05-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2018-A7 A7               | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199031.54    | 0.00%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                                | MSC 2017-HR2 A4                | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48746.79     | 0.00%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $141367.68    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $80081.16     | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    406000 | PA      | $402677.89    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453407.40    | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2148                      | CUSIP: 36179QL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    188440 | PA      | $174202.23    | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $617398.34    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                                                   | OAKTREE SPECIAL                | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99037.20     | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    925000 | PA      | $1052846.10   | 0.02%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-1                                               | ALLYA 2022-1 A3                | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12927 | PA      | $12908.61     | 0.00%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 A2                | CUSIP: 3136BHMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $42953.18     | 0.00%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51704.59     | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5031                      | CUSIP: 3133KYSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31731 | PA      | $28487.94     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80452.23     | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8501                      | CUSIP: 3132D6NS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181562 | PA      | $167324.03    | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4382                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    128907 | PA      | $119047.84    | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337354.03    | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70910.11     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05131                      | CUSIP: 3128M7A89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3618 | PA      | $3805.33      | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294341.34    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63524.27     | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238118.42    | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7357                      | CUSIP: 3133KPE61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    209688 | PA      | $201586.56    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $90452.89     | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0172                      | CUSIP: 3128S4FM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4536 | PA      | $4666.69      | 0.00%             | 2036-12-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124648.14    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2417                      | CUSIP: 31418BVK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46574 | PA      | $44913.38     | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4577                        | CUSIP: 36202FCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    102236 | PA      | $101266.72    | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98468.40     | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156221.95    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ6046                      | CUSIP: 3138AXWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6581 | PA      | $6833.63      | 0.00%             | 2041-12-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8182                      | CUSIP: 3132DWCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3020483 | PA      | $2399692.17   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-182          | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97268.71     | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73801.38     | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                                        | HAROT 2024-1 A3                | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100857.28    | 0.00%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3827                      | CUSIP: 31418DHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    152909 | PA      | $144969.01    | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    277000 | PA      | $285950.79    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122529.50    | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7767                      | CUSIP: 3138EQTZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46504 | PA      | $46032.44     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    350000 | PA      | $340065.86    | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1042                      | CUSIP: 3138WAEQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    102127 | PA      | $97941.41     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO WTR-B                | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102547.01    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BZ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $344625.48    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4128                      | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57690 | PA      | $49849.72     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68183.76     | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5281                      | CUSIP: 3140QQ2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214466 | PA      | $211314.98    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299215.20    | 0.01%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150830.01    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102689.17    | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3143                      | CUSIP: 31418CP57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32388 | PA      | $28686.46     | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2025-A2 A                | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201857.64    | 0.00%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99132.20     | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200660.28    | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0026                      | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    900486 | PA      | $901902.06    | 0.02%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1077                      | CUSIP: 3132DNFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63329 | PA      | $59356.35     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q06232                      | CUSIP: 3132GRHH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81549 | PA      | $78682.19     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204408.59    | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3582                      | CUSIP: 3140QN6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    315163 | PA      | $274219.70    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3305                      | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    287691 | PA      | $263587.15    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735580                      | CUSIP: 31402RFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71921 | PA      | $72688.38     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $206028.92    | 0.00%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102498.79    | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08073                      | CUSIP: 3128MJCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12360 | PA      | $12778.60     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0934                      | CUSIP: 3142GRBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220212 | PA      | $225768.99    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70580.43     | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152240.60    | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K089 A2                   | CUSIP: 3137FL6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24583.78     | 0.00%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49351.73     | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $218637.22    | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $211108.57    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73200.76     | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV             | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     25000 | PA      | $19800.39     | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74526.71     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2074                      | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50856 | PA      | $48666.65     | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185563.42    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471645.22    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0309                      | CUSIP: 3618N5KX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    576950 | PA      | $585489.00    | 0.01%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152094.00    | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151088.07    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3024                      | CUSIP: 3140XJLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105701 | PA      | $98310.98     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193600.52    | 0.00%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178781.32    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 A5              | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $131308.50    | 0.00%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    800000 | PA      | $684273.62    | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0604                      | CUSIP: 3140XFU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    449681 | PA      | $359367.07    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100801.69    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5835000 | PA      | $5694595.31   | 0.12%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00612                      | CUSIP: 31292GVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        59 | PA      | $60.40        | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100145.75    | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202577.10    | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197099.10    | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7094000 | PA      | $6956276.66   | 0.14%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS I               | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104815.45    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4359                      | CUSIP: 31418DZZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    705013 | PA      | $628302.85    | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87103.24     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    114000 | PA      | $119980.55    | 0.00%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6724                      | CUSIP: 3138EBPJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120051 | PA      | $109744.52    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K140 A2                   | CUSIP: 3137H6LZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $88247.09     | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class AA Pass Through Trust                             | AM AIRLIN 16-3 A               | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89744 | PA      | $84887.32     | 0.00%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170528.63    | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204931.62    | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K506 A2                   | CUSIP: 3137HAMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101454.54    | 0.00%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3227                      | CUSIP: 3140QASR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21123 | PA      | $20463.38     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8640000 | PA      | $8097300.00   | 0.17%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111512.48    | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3049                      | CUSIP: 3142GTL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    296546 | PA      | $305511.86    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3995                      | CUSIP: 3140XKNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131277 | PA      | $134877.03    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                         | MEMORIAL HEALTH                | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70906.33     | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42738.47     | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3639                      | CUSIP: 31418DBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25419 | PA      | $24641.41     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0524                      | CUSIP: 3140XFSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    568634 | PA      | $492096.11    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211250.90    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8103                      | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    611660 | PA      | $559870.88    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $106018.35    | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 A5               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $72756.20     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2775                      | CUSIP: 31418CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94749 | PA      | $91210.78     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118731.18    | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4882                        | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    215367 | PA      | $207889.65    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221877.95    | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3181                      | CUSIP: 3132DQRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    161148 | PA      | $163262.47    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197238.72    | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    440000 | PA      | $414156.81    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 Mortgage Trust                                                    | COMM 2015-LC19 AM              | CUSIP: 200474BE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2026 | PA      | $2023.40      | 0.00%             | 2048-02-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $218896.84    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1163                      | CUSIP: 3138AEJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17574 | PA      | $17391.51     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01939                      | CUSIP: 3128LXEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       745 | PA      | $753.94       | 0.00%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K049 A2                   | CUSIP: 3137BLMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16990 | PA      | $16938.59     | 0.00%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256510.83    | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888366                      | CUSIP: 31410F6B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24560 | PA      | $26482.82     | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176137.45    | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5218                      | CUSIP: 31418EYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116530 | PA      | $122585.19    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172771.17    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    481000 | PA      | $447212.82    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247207.48    | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83646.82     | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    175000 | PA      | $172292.37    | 0.00%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00492                      | CUSIP: 31292GRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        45 | PA      | $46.08        | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126237.95    | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03935                      | CUSIP: 31292LLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58457 | PA      | $56310.86     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8351                      | CUSIP: 3132D6H45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282100 | PA      | $284097.79    | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4493                      | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2788512 | PA      | $2321625.05   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77238.78     | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    549000 | PA      | $544108.68    | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $339627.62    | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 A5                 | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $94441.80     | 0.00%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6986                      | CUSIP: 3140QEXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189047 | PA      | $151197.18    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                                   | WFCM 2015-C30 A4               | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7995 | PA      | $7979.46      | 0.00%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C14                                                    | BBCMS 2022-C14 A5              | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $177699.40    | 0.00%             | 2055-02-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584613.28    | 0.01%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $95772.53     | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5650                      | CUSIP: 36179UH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49929 | PA      | $45923.59     | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2861                      | CUSIP: 3138EKFB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117901 | PA      | $110752.37    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K106 A2                   | CUSIP: 3137FRUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1190161.57   | 0.02%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4186                      | CUSIP: 3140XKUL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    193101 | PA      | $185197.81    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    312000 | PA      | $303218.17    | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6878000 | PA      | $6646136.15   | 0.14%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $384067.47    | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18435                      | CUSIP: 3128MMPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11709 | PA      | $11523.18     | 0.00%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8350                      | CUSIP: 3132DWH30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    651490 | PA      | $664265.09    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78191.95     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 821206                      | CUSIP: 31406VKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4437 | PA      | $4484.70      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6769000 | PA      | $6850968.33   | 0.14%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2022-6 A                  | CUSIP: 92348KAZ6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99957.35     | 0.00%             | 2029-01-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32368                      | CUSIP: 31307NTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7223 | PA      | $7070.44      | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08846                      | CUSIP: 3128MJ5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53014 | PA      | $48469.28     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    680000 | PA      | $590769.65    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48806.58     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223746.44    | 0.00%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1368                      | CUSIP: 3140X4QW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145225 | PA      | $129535.72    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98888.30     | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0089                      | CUSIP: 36179MC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    128500 | PA      | $123658.11    | 0.00%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8040000 | PA      | $7510490.58   | 0.16%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8106                      | CUSIP: 3132DWAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2097109 | PA      | $1673960.81   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94028                      | CUSIP: 312942PM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7681 | PA      | $7618.28      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151763.53    | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15227                      | CUSIP: 3128MEA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104523 | PA      | $103413.97    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C22                              | JPMBB 2014-C22 AS              | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29653 | PA      | $28763.16     | 0.00%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    360000 | PA      | $259976.84    | 0.01%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $655893.42    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8068                      | CUSIP: 3132DV6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    277612 | PA      | $243195.22    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 A3                | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100384.70    | 0.00%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4369                      | CUSIP: 3140X72B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    378158 | PA      | $347439.30    | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96880.56     | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Medical Center/Cincinnati OH                                 | CHILDREN'S HOSPI               | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42358.15     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                   | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185245.14    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59780.36     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1886                      | CUSIP: 36182WCX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10063 | PA      | $9660.97      | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200144.51    | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3294                      | CUSIP: 3138WCUU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256935 | PA      | $246015.00    | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2953                      | CUSIP: 31417MH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20294 | PA      | $20117.46     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 A4             | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $187532.62    | 0.00%             | 2052-06-13      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $179887.04    | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $547998.99    | 0.01%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8097                      | CUSIP: 3132D57J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    390300 | PA      | $348442.27    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2510                      | CUSIP: 3132DPYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283794 | PA      | $279623.60    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207436.89    | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS-A-TXBL           | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     50000 | PA      | $37753.97     | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC-BABS-TXB             | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     70000 | PA      | $77634.63     | 0.00%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49099.84     | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888996                      | CUSIP: 31410GUV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7996 | PA      | $8236.58      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    448000 | PA      | $360672.84    | 0.01%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237240.79    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1160                      | CUSIP: 36179NJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23255 | PA      | $23556.09     | 0.00%             | 2043-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    217000 | PA      | $221714.55    | 0.00%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75681.95     | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204606.43    | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210164.56    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58655.40     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 A4               | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $223227.05    | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    317000 | PA      | $318122.67    | 0.01%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    665000 | PA      | $512447.77    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2023-A1 A                | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $121386.83    | 0.00%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99104.99     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124168.44    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                  | BANK 2019-BN22 A4              | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $270574.03    | 0.01%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49979.27     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96575.14     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                  | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127738.71    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1372                      | CUSIP: 31427NQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    279744 | PA      | $286409.65    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96781.49     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100070.18    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    307000 | PA      | $310451.56    | 0.01%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3935                      | CUSIP: 3138WDLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58713 | PA      | $54680.06     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8122                      | CUSIP: 3140XCAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210916 | PA      | $193244.68    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206714.71    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF 2023-1 A5                 | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104758.14    | 0.00%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                      | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2148510 | PA      | $1717003.91   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K127 A2                   | CUSIP: 3137FXZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $380866.39    | 0.01%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4075                      | CUSIP: 31418DQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179908 | PA      | $169161.23    | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24933.79     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96099.89     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590337.13    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89213.16     | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2489                      | CUSIP: 31418BXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27468 | PA      | $26541.12     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    450000 | PA      | $457016.61    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4363                      | CUSIP: 31418DZ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    276112 | PA      | $228926.34    | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K093 A2                   | CUSIP: 3137FMCR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    397093 | PA      | $382413.32    | 0.01%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80069.59     | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4174                      | CUSIP: 3133KKT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73027 | PA      | $61370.09     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215562.66    | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAM5<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $202001.40    | 0.00%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EART 2022-2A D                 | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $24914.74     | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0268                      | CUSIP: 3128S4JM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       108 | PA      | $111.27       | 0.00%             | 2037-03-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3618                      | CUSIP: 3140QPAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106312 | PA      | $99277.77     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2935                      | CUSIP: 36179RHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44938 | PA      | $43923.01     | 0.00%             | 2030-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A2                   | CUSIP: 3137FG6S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $98210.52     | 0.00%             | 2032-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4758                      | CUSIP: 3132A5JB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321752 | PA      | $284477.18    | 0.01%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59632.03     | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4               | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $241181.48    | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    475000 | PA      | $461867.27    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206941.27    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $187189.82    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147403.13    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7837                      | CUSIP: 3140XBV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419250 | PA      | $366880.78    | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $106445.67    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3467                      | CUSIP: 31418CZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263064 | PA      | $248288.15    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174297.56    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1079                      | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    170841 | PA      | $154643.32    | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310122.12    | 0.01%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    254000 | PA      | $217766.36    | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130038.16    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4940                      | CUSIP: 31418EP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    393606 | PA      | $387207.36    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $80469.46     | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $571672.68    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3494                      | CUSIP: 3140X63C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69530 | PA      | $59605.02     | 0.00%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9510                      | CUSIP: 3140QVR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304148 | PA      | $310491.92    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2516                      | CUSIP: 3132DPYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    307089 | PA      | $308047.04    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9260000 | PA      | $8641099.20   | 0.18%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3033                      | CUSIP: 36179RLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    166295 | PA      | $149055.41    | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4197                      | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    161451 | PA      | $152643.58    | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178499.53    | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412088.39    | 0.01%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 3A2               | CUSIP: 3136B56S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88514 | PA      | $80481.10     | 0.00%             | 2031-09-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    334000 | PA      | $327639.91    | 0.01%             | 2026-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147382.85    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                    | CGCMT 2016-GC36 A5             | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $468921.52    | 0.01%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    440000 | PA      | $417132.13    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00468                      | CUSIP: 31292GQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $8.83         | 0.00%             | 2026-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781271                      | CUSIP: 36225BMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       617 | PA      | $631.90       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202784.24    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    375000 | PA      | $254182.82    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62487.52     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    191000 | PA      | $183517.21    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140360.38    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204859.31    | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177728.88    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442905.02    | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284109.60    | 0.01%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 408330                      | CUSIP: 36206DST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       140 | PA      | $140.38       | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                      | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    458141 | PA      | $389790.89    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287480.25    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293102.39    | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5852                      | CUSIP: 3132DTQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202910 | PA      | $213453.15    | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 A4                | CUSIP: 02007WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16000 | PA      | $16282.74     | 0.00%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357761                      | CUSIP: 31376KMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15760 | PA      | $16268.63     | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $472239.49    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8420                      | CUSIP: 3132DWK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    769652 | PA      | $770127.60    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1980339.61   | 0.04%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92131.44     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $323995.06    | 0.01%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91396.27     | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251275.36    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01136                      | CUSIP: 31292HHM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       608 | PA      | $639.11       | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192742.05    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98219.89     | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 A4               | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $148437.54    | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726912                      | CUSIP: 31402ER91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       470 | PA      | $464.54       | 0.00%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    265000 | PA      | $246020.06    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2023-A1 A                | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $299725.86    | 0.01%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3695                      | CUSIP: 31418DC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    476742 | PA      | $460568.00    | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    665000 | PA      | $653600.02    | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101523.22    | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287219.98    | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99307.64     | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7136                      | CUSIP: 31418U4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67165 | PA      | $67945.42     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167315.83    | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $265643.75    | 0.01%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $693088.61    | 0.01%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8493                      | CUSIP: 36179XNJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    238714 | PA      | $245985.13    | 0.01%             | 2052-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8310                      | CUSIP: 3132DWGT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256035 | PA      | $265476.96    | 0.01%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99904.62     | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166787.63    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143579.86    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98893.96     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4782                      | CUSIP: 31418EJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207043 | PA      | $186590.67    | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08344                      | CUSIP: 3128MJL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37041 | PA      | $36773.01     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100105.89    | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8540                      | CUSIP: 3133KQPZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325834 | PA      | $321250.37    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8661                      | CUSIP: 3138WJTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28480 | PA      | $26987.09     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00543                      | CUSIP: 3132GDS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17863 | PA      | $17705.57     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 A4              | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $157511.87    | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848358                      | CUSIP: 31408DQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5803 | PA      | $5995.46      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7650                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    847876 | PA      | $750239.53    | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1061000 | PA      | $1001562.81   | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97715.41     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $251626.91    | 0.01%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205755.33    | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5145                      | CUSIP: 3133KYWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    680120 | PA      | $580207.25    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 A3                | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252580.85    | 0.01%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | JP MORGAN CHASE                | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293707.66    | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101187.87    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6702                      | CUSIP: 3132DUNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    540372 | PA      | $560924.73    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K070 A2                   | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $73737.82     | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206084.78    | 0.00%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD-TXB-C-BABS          | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100736.34    | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     98000 | PA      | $66132.44     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24880.83     | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3870                      | CUSIP: 3140X7JQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72369 | PA      | $66486.44     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98474.71     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    501000 | PA      | $440108.43    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    350000 | PA      | $279818.12    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    107000 | PA      | $71387.36     | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    811000 | PA      | $819901.99    | 0.02%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    607000 | PA      | $563228.76    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | VALE                           | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     75000 | PA      | $72748.16     | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4100                      | CUSIP: 31418DRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2404201 | PA      | $1921341.84   | 0.04%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-160 A2                  | CUSIP: 3137HASK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $200204.58    | 0.00%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7509                      | CUSIP: 3132DVKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    586042 | PA      | $517966.08    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                    | WFCM 2015-P2 ASB               | CUSIP: 95000AAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1983 | PA      | $1978.78      | 0.00%             | 2048-12-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125774.81    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200469.24    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68013.07     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                   | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178948.97    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13703900 | PA      | $11789636.47  | 0.24%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91096.19     | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0782                      | CUSIP: 36179M2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     74336 | PA      | $67813.48     | 0.00%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101652.46    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    125000 | PA      | $72864.66     | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8079                      | CUSIP: 3132DV6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1968369 | PA      | $1574273.10   | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 A5             | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $276335.92    | 0.01%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $218111.19    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780615                      | CUSIP: 36225AVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        47 | PA      | $46.90        | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198859.19    | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251811.76    | 0.01%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150617.61    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118791.62    | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442618.43    | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 A4              | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $64533.10     | 0.00%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71067.92     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    575000 | PA      | $383687.37    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     50000 | PA      | $49610.05     | 0.00%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7369                      | CUSIP: 36179WFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130043 | PA      | $119040.98    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2187                      | CUSIP: 3138EJND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6629 | PA      | $6884.55      | 0.00%             | 2042-03-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316013.40    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149985.05    | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233054.67    | 0.00%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8880                      | CUSIP: 3140QU2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    390530 | PA      | $411704.97    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH              | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $97083.74     | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $62497.59     | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2978                      | CUSIP: 3140XJJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    474196 | PA      | $444300.83    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1479536.51   | 0.03%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171277.67    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS                 | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205892.93    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125568.97    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164383.34    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7635                      | CUSIP: 3140XPPV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    245969 | PA      | $231211.42    | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                   | WFCM 2020-C55 A5               | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $151672.85    | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4417                      | CUSIP: 31418D4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    663637 | PA      | $591014.47    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737430                      | CUSIP: 3620ARHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17839 | PA      | $17640.53     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152929.35    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5439                      | CUSIP: 3140QRBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    324822 | PA      | $321571.53    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0934                      | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    188388 | PA      | $175254.88    | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0897                      | CUSIP: 3138AD7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2996 | PA      | $2965.63      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $203633.34    | 0.00%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5272                      | CUSIP: 3140XL2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183699 | PA      | $189253.12    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3591                      | CUSIP: 3140QN7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    840356 | PA      | $764169.94    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53949.69     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    139000 | PA      | $129322.76    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7601                      | CUSIP: 3138WHNT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    138670 | PA      | $131617.50    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS9163                      | CUSIP: 3132AAFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31368 | PA      | $30248.01     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7784                      | CUSIP: 3140QTUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310565 | PA      | $319954.39    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90266.73     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48493.03     | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9816                      | CUSIP: 3140XR4A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    358288 | PA      | $376860.55    | 0.01%             | 2054-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97897.40     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    252000 | PA      | $254069.85    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204024.29    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102410.46    | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228608.86    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730817                      | CUSIP: 31402J4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10235 | PA      | $10338.10     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-4 A1A                | CUSIP: 92348KBS1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $161357.06    | 0.00%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151197.60    | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8247                      | CUSIP: 3138WJEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300618 | PA      | $289164.41    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6383000 | PA      | $6351583.64   | 0.13%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7362                      | CUSIP: 31417EFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61156 | PA      | $55540.83     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                | BMARK 2019-B13 A4              | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $262287.54    | 0.01%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82797                       | CUSIP: 36225FDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3599 | PA      | $3662.64      | 0.00%             | 2041-04-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1214610.10   | 0.03%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9760                      | CUSIP: 3138WKZ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    146436 | PA      | $142688.55    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462184.67    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198146.13    | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124181.40    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50436.77     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    800000 | PA      | $747294.94    | 0.02%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98008.75     | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92889.60     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 345077                      | CUSIP: 36203CJW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        55 | PA      | $55.07        | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4              | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $109618.31    | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3420                      | CUSIP: 3140X6YS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27176 | PA      | $25119.57     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A3                 | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37247 | PA      | $37486.05     | 0.00%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164622.10    | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH8768                      | CUSIP: 3140GXW64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35948 | PA      | $34354.80     | 0.00%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3307                      | CUSIP: 31418CU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96031 | PA      | $93333.49     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4806                      | CUSIP: 31418EKU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1186560 | PA      | $1170979.04   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $128953.49    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8981                      | CUSIP: 3133BJ6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60509 | PA      | $58280.38     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49715.53     | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0148                      | CUSIP: 3138EGEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47554 | PA      | $46082.03     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7330                      | CUSIP: 3140QTEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283312 | PA      | $284992.72    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    367000 | PA      | $365900.66    | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488063.57    | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119815.06    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5141                      | CUSIP: 3140X8WB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129720 | PA      | $109014.37    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604548                      | CUSIP: 36200MTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11129 | PA      | $11064.08     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138615.86    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3426                      | CUSIP: 3140X6YY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28058 | PA      | $28023.24     | 0.00%             | 2050-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252282.43    | 0.01%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7993000 | PA      | $8300230.94   | 0.17%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8727                      | CUSIP: 36179XVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90183 | PA      | $92137.98     | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18578                      | CUSIP: 3128MMUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75292 | PA      | $73507.10     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23556.39     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202230.74    | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1141                      | CUSIP: 31418AHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86327 | PA      | $83440.56     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76176.83     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225422 | PA      | $207880.10    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50081.46     | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171769.82    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4502                      | CUSIP: 3140X8AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206402 | PA      | $166496.51    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198512.25    | 0.00%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77173.92     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37723.69     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4038                      | CUSIP: 3140X7PY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11989 | PA      | $10751.70     | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 C                 | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20317.06     | 0.00%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149987.28    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555424                      | CUSIP: 31385XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33633 | PA      | $34542.53     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8643                      | CUSIP: 36179XS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    754983 | PA      | $671759.72    | 0.01%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6054                      | CUSIP: 3132DTWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    378080 | PA      | $382213.09    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $369459.21    | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8944                      | CUSIP: 36179X5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    383545 | PA      | $350195.93    | 0.01%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8335                      | CUSIP: 3140QUHM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454521 | PA      | $459489.29    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68801.12     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179523.39    | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8053                      | CUSIP: 3132DV5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15691 | PA      | $15196.75     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $168205.13    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6421                      | CUSIP: 3140QED33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9018 | PA      | $7900.00      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 A3                 | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $160769.30    | 0.00%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE26 Mortgage Trust                                                  | COMM 2015-CR26 A4              | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203638 | PA      | $202712.51    | 0.00%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $611068.10    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4067                      | CUSIP: 36179SQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    262729 | PA      | $228317.31    | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147313.44    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244918.72    | 0.01%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAA9<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204323.47    | 0.00%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $172046.52    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3626000 | PA      | $2760150.87   | 0.06%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568503.66    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197544.24    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102324.34    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146378.01    | 0.00%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57545.29     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY2022                      | CUSIP: 3140NJG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195848 | PA      | $192480.87    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98421.97     | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1828896.76   | 0.04%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4229                      | CUSIP: 31418DVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    496697 | PA      | $456349.02    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7705                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1818661 | PA      | $1546483.85   | 0.03%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8154                      | CUSIP: 3132D6BX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    231837 | PA      | $216539.04    | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203297.22    | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $313724.78    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102274.43    | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    412000 | PA      | $358271.94    | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8041                      | CUSIP: 3132D55A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24679 | PA      | $23726.14     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50740.23     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83836.38     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247374.54    | 0.01%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205626.13    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A          | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    112626 | PA      | $124748.56    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100707.88    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290995.78    | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8243                      | CUSIP: 3132DWEQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1130985 | PA      | $1019615.00   | 0.02%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00836                      | CUSIP: 31292G4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       943 | PA      | $991.38       | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 AM              | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $45943.76     | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11908                      | CUSIP: 3132HNDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10002 | PA      | $9397.07      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-A Owner Trust                                       | NAROT 2022-A A3                | CUSIP: 65479QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5564 | PA      | $5545.38      | 0.00%             | 2026-08-17      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    425000 | PA      | $393991.12    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $400469.79    | 0.01%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4686                      | CUSIP: 31417BF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81689 | PA      | $76785.75     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $420488.81    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER DANIELS                 | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86761.49     | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    707000 | PA      | $712692.60    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                      | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450805 | PA      | $359842.90    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737839                      | CUSIP: 3620ARV81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       509 | PA      | $506.22       | 0.00%             | 2026-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167453.61    | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                           | WEBSTER FINL                   | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53703.83     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 B                | CUSIP: 12635FAY0<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46663.44     | 0.00%             | 2048-08-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3249                      | CUSIP: 3140X6TF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35742 | PA      | $31557.06     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C34                                   | WFCM 2016-C34 A4               | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73522.25     | 0.00%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K090 A2                   | CUSIP: 3137FLMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $195676.72    | 0.00%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81980.57     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-169 A2                  | CUSIP: 3137HK2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $301670.46    | 0.01%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85252.53     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $477658.79    | 0.01%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8236                      | CUSIP: 3132DWEH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    193755 | PA      | $174675.85    | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 AS               | CUSIP: 08161CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $144767.90    | 0.00%             | 2051-02-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239887.85    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    331000 | PA      | $317312.00    | 0.01%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    498000 | PA      | $497577.60    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738902                      | CUSIP: 3620AS3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24945 | PA      | $24076.57     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   1400000 | PA      | $1418110.04   | 0.03%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 917288BK7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    468095 | PA      | $466940.35    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255631                      | CUSIP: 31371L4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16231 | PA      | $16746.40     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83364.21     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $193373.28    | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199866.35    | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293893.41    | 0.01%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102748.66    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96202.13     | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179228.31    | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81115.08     | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                 | ESSENT GROUP LTD               | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $103564.19    | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1998                      | CUSIP: 3132DPGF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    268071 | PA      | $265472.31    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194445.43    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A2                   | CUSIP: 3137FKUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $396487.68    | 0.01%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07212                      | CUSIP: 3128M9KZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61282 | PA      | $57323.69     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     71000 | PA      | $57361.03     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82191                       | CUSIP: 36225ENH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1268 | PA      | $1282.67      | 0.00%             | 2038-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI          | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     34965 | PA      | $34949.42     | 0.00%             | 2028-06-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 AS             | CUSIP: 46591EAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23088.35     | 0.00%             | 2052-06-13      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $214309.56    | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6285                      | CUSIP: 36179U6W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    174290 | PA      | $163801.60    | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259512.33    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71565 | PA      | $66399.15     | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $327317.90    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    675000 | PA      | $606159.71    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2578                      | CUSIP: 31418B2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46479 | PA      | $42918.86     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $137792.14    | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM8935                      | CUSIP: 36185B4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13086 | PA      | $12521.74     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469199.52    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER               | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198764 | PA      | $189997.02    | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196854.27    | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148997.98    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-B            | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100219.40    | 0.00%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5652                      | CUSIP: 3140XMH66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    621109 | PA      | $623239.98    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271519.14    | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 AS              | CUSIP: 08163DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $42723.36     | 0.00%             | 2054-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209668.98    | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $194780.74    | 0.00%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8083                      | CUSIP: 3132DV6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    279868 | PA      | $233970.66    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022902.00   | 0.04%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49043.94     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8454                      | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2616309 | PA      | $2661069.88   | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5428                      | CUSIP: 3132DTA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    413996 | PA      | $416839.46    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN6696                      | CUSIP: 3133GDNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250260 | PA      | $222482.68    | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1795                      | CUSIP: 3138EH7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44068 | PA      | $43508.39     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH                 | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52760.16     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54313.97     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05891                      | CUSIP: 3128M72Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21449 | PA      | $22218.88     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68577.80     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7117                      | CUSIP: 3140QS4B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426575 | PA      | $437605.86    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5701                      | CUSIP: 31418FKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    361890 | PA      | $367883.10    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151970.80    | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1083073.52   | 0.02%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6930                      | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1625196 | PA      | $1325569.91   | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-1                                  | COPAR 2022-1 A4                | CUSIP: 14043QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $49571.46     | 0.00%             | 2027-09-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48058.46     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2961                      | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    454410 | PA      | $418853.72    | 0.01%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    175000 | PA      | $140388.23    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177622.71    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2902                      | CUSIP: 3132DQGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    467690 | PA      | $468856.29    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8527                      | CUSIP: 3132DWPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321725 | PA      | $338367.39    | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49105.63     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369427.05    | 0.01%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103218.05    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171678.59    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    224000 | PA      | $216518.89    | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9018                      | CUSIP: 36179YAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    986053 | PA      | $1006809.10   | 0.02%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47033                      | CUSIP: 3128K7Y69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20785 | PA      | $21050.19     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5198                      | CUSIP: 3140XLX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178778 | PA      | $181346.50    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 A3              | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $107106.85    | 0.00%             | 2043-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309124.21    | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326062.21    | 0.01%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4496                        | CUSIP: 36202E7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73082 | PA      | $74023.73     | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230441.70    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8118                      | CUSIP: 3132D6AT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    649514 | PA      | $578436.64    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AX0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $303926.40    | 0.01%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193630.44    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08538                      | CUSIP: 3128MJS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122940 | PA      | $115066.52    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111609.68    | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146421.50    | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106361.20    | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8947                      | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    896874 | PA      | $885323.70    | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08217                      | CUSIP: 3128MJG38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2596 | PA      | $2737.56      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    383000 | PA      | $309435.34    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $324792.67    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1316                      | CUSIP: 3140W1PA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329264 | PA      | $331423.03    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8387                      | CUSIP: 3138ETJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133114 | PA      | $127244.81    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91849                      | CUSIP: 3128P8BS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107655 | PA      | $103937.89    | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3454                      | CUSIP: 36179RZT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    298857 | PA      | $276093.05    | 0.01%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $210659.79    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36856.31     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $275963.50    | 0.01%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 331092                      | CUSIP: 31375CXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        21 | PA      | $21.44        | 0.00%             | 2025-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224982.83    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-3                                    | SDART 2021-3 D                 | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11450 | PA      | $11403.76     | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1736                      | CUSIP: 3132DN4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    332373 | PA      | $321063.86    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2022-A                                          | HDMOT 2022-A A4                | CUSIP: 41284YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $24808.98     | 0.00%             | 2030-01-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3327                      | CUSIP: 3140X6VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103243 | PA      | $97314.60     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74205.08     | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254949                      | CUSIP: 31371LEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6735 | PA      | $6803.56      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555800                      | CUSIP: 31385XNR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17066 | PA      | $17527.11     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6766                      | CUSIP: 36179VQT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    602229 | PA      | $533773.94    | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5530                      | CUSIP: 31418FEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1251254 | PA      | $1226514.33   | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4785                        | CUSIP: 36202FJ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       292 | PA      | $291.39       | 0.00%             | 2025-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    350000 | PA      | $359425.54    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                   | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    140000 | PA      | $161296.68    | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $321652.41    | 0.01%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8565                      | CUSIP: 3140XQQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163310 | PA      | $165605.17    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    442000 | PA      | $417652.52    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $800568.99    | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175538.29    | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1519 A2                 | CUSIP: 3137F8TF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $78053.90     | 0.00%             | 2035-12-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200418.64    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95584.64     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104791.80    | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0133                      | CUSIP: 3140EUEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143114 | PA      | $139635.43    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    757000 | PA      | $460159.04    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488998.85    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281362.34    | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $471807.28    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K084 A2                   | CUSIP: 3137FJZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $272600.52    | 0.01%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7077                      | CUSIP: 31417D2K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27216 | PA      | $24788.77     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139729.84    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $240086.96    | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    225000 | PA      | $196485.42    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53813.67     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109008.41    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499777.38    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107278 | PA      | $106370.59    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5309                      | CUSIP: 3140XL3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110938 | PA      | $116060.31    | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 AS              | CUSIP: 08162MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $26442.05     | 0.00%             | 2053-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    666000 | PA      | $665066.41    | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113679.04    | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | AHOLD FIN USA                  | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108525.62    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219658.86    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555531                      | CUSIP: 31385XEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36021 | PA      | $37005.20     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $302422.17    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3551                      | CUSIP: 31416Y5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55139 | PA      | $54570.44     | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR2695                      | CUSIP: 3140L07H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251625 | PA      | $202346.47    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    113000 | PA      | $104159.96    | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $473213.14    | 0.01%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18604                      | CUSIP: 3128MMU68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36535 | PA      | $35250.81     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    156000 | PA      | $159688.37    | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119770.15    | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8695                      | CUSIP: 3140QUUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182316 | PA      | $188113.03    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 A4                 | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74201.01     | 0.00%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $53555.30     | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4659                      | CUSIP: 3132A5E84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43216 | PA      | $39864.82     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205523.75    | 0.00%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K508 A2                   | CUSIP: 3137HAQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $152581.40    | 0.00%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CP3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90478.83     | 0.00%             | 2040-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96015.51     | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2975                      | CUSIP: 3142GTJV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18057 | PA      | $18358.30     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K096 A2                   | CUSIP: 3137FNB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $212199.64    | 0.00%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 936585                      | CUSIP: 31412V6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4347 | PA      | $4362.69      | 0.00%             | 2037-04-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8880                      | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    595105 | PA      | $607817.61    | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $662602.23    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122166.73    | 0.00%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251151.19    | 0.01%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427661.48    | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1231                      | CUSIP: 3140J5LM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89723 | PA      | $88658.09     | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208807.66    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K533 A2                   | CUSIP: 3137HHW23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100150.56    | 0.00%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 AS              | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49136.16     | 0.00%             | 2061-05-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $214015.16    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2261                      | CUSIP: 3128QSQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2338 | PA      | $2405.07      | 0.00%             | 2037-10-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102422.82    | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37696.16     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2023-A2 A                | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $103063.89    | 0.00%             | 2030-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32547.04     | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6555                      | CUSIP: 31329QH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40726 | PA      | $40674.75     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1210                      | CUSIP: 31418AKY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25310 | PA      | $24835.95     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5149                      | CUSIP: 3132DSWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    382865 | PA      | $392287.09    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1279                      | CUSIP: 3138X0M54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76077 | PA      | $74353.81     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4603                      | CUSIP: 3140X8DH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62646 | PA      | $57553.85     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2807                      | CUSIP: 31418CDM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38830 | PA      | $35794.78     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $82394.65     | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91025.55     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $203142.78    | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    525000 | PA      | $536831.13    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3218                      | CUSIP: 31418CSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56101 | PA      | $54386.79     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8491                      | CUSIP: 3132DWNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1035100 | PA      | $1014633.75   | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94614.47     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444722.49    | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95586.44     | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026234.41   | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482730.87    | 0.01%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3735                      | CUSIP: 3138X3EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75164 | PA      | $68199.17     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4095                      | CUSIP: 3138LURR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187728 | PA      | $176235.63    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134644.89    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    250000 | PA      | $157096.87    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140927.95    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C          | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $65153.06     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1700000 | PA      | $1707370.72   | 0.04%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 AS               | CUSIP: 36251XAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48807.73     | 0.00%             | 2049-11-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $129231.97    | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136999.32    | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99315.38     | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4578                      | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1834853 | PA      | $1526492.02   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204385.27    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $535720.35    | 0.01%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08747                      | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    471555 | PA      | $419677.25    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2140000 | PA      | $1916386.71   | 0.04%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150627.78    | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205977.01    | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198194.11    | 0.00%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $342072.75    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB1087                      | CUSIP: 3140AAF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1244152 | PA      | $1265359.41   | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177338.09    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                              | JPMBB 2014-C25 A5              | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24721 | PA      | $24140.69     | 0.00%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137240.13    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118112.75    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                             | ASSOC BANC-CORP                | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51348.22     | 0.00%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4 7/25                    | CUSIP: 01F040479<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    590000 | PA      | $577024.96    | 0.01%             | 2025-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $274260.78    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0652                      | CUSIP: 3140W0WN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    552430 | PA      | $557777.96    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91809.62     | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3481                      | CUSIP: 3140X62P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    665434 | PA      | $563168.46    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76759.12     | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW0036                      | CUSIP: 3140MRBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80997 | PA      | $78076.80     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $67922.46     | 0.00%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05928                      | CUSIP: 3128M74M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23848 | PA      | $23656.63     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | GOLDMAN SACHS                  | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233662.39    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48911.66     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355994.53    | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A3                | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $121238.03    | 0.00%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $49318.09     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ4794                      | CUSIP: 3138YWKG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38079 | PA      | $37175.63     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54406 | PA      | $51483.77     | 0.00%             | 2030-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5192                      | CUSIP: 31418EXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    511811 | PA      | $528726.18    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6489                      | CUSIP: 31417DF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205913 | PA      | $188214.68    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451010.47    | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82718.17     | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353840.53    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    325000 | PA      | $316651.39    | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     65000 | PA      | $65437.62     | 0.00%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99893.11     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4724                      | CUSIP: 3132A5G90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    287402 | PA      | $280048.06    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9901.06      | 0.00%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                   | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66218.44     | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $129460.24    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18363                      | CUSIP: 3128MMMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       984 | PA      | $980.94       | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $210241.91    | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99553.15     | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202810.99    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8384                      | CUSIP: 3132DWJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2302291 | PA      | $2345276.74   | 0.05%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132384.85    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A4                | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $408022.56    | 0.01%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                    | WFCM 2015-P2 A4                | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49699.87     | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $189350.59    | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688AAY8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $254115.78    | 0.01%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    925000 | PA      | $778090.58    | 0.02%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3411                      | CUSIP: 3132DQYG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129178 | PA      | $135384.89    | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8059                      | CUSIP: 3132DV5U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27828 | PA      | $26950.36     | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2718000 | PA      | $2655753.26   | 0.06%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175343.85    | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107967.26    | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-TXBL                | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $148298.51    | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100956.58    | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268691.30    | 0.01%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0368                      | CUSIP: 3618N5MS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    458799 | PA      | $471447.02    | 0.01%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4046                      | CUSIP: 3138AVP82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48703 | PA      | $47128.53     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $89185.19     | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273649.25    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164240.80    | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77325.26     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208762.06    | 0.00%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3720                      | CUSIP: 3140XKD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    501514 | PA      | $490247.77    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3165                      | CUSIP: 3132DQQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    392321 | PA      | $387077.36    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126204.54    | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188848.15    | 0.00%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    561000 | PA      | $550811.34    | 0.01%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3755                      | CUSIP: 3140X7E54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168637 | PA      | $155254.28    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $386274.62    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206458.94    | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4000                      | CUSIP: 3140X7NS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92005 | PA      | $86923.55     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7489                      | CUSIP: 3140QTKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    272473 | PA      | $287398.07    | 0.01%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3985                      | CUSIP: 3142GUNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    467068 | PA      | $469254.63    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220121.18    | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0041                      | CUSIP: 3138EGBK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3535 | PA      | $3673.31      | 0.00%             | 2041-02-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MO HLTH & EDU FACS-A           | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    100000 | PA      | $73164.31     | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471427.98    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147334.72    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8569                      | CUSIP: 36179XQW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    798951 | PA      | $788973.69    | 0.02%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB4206                      | CUSIP: 3140ADU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1172850 | PA      | $1173575.58   | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7386                      | CUSIP: 3138WHF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    198457 | PA      | $183070.10    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14874                      | CUSIP: 3128MDT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42911 | PA      | $42024.29     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44401.02     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $172444.49    | 0.00%             | 2032-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5944000 | PA      | $5996242.17   | 0.12%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    875000 | PA      | $868706.04    | 0.02%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102860.97    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200001.73    | 0.00%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06946                      | CUSIP: 3128M9BP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41645 | PA      | $43119.99     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142957.19    | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5055                        | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96852 | PA      | $95850.50     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6098                      | CUSIP: 3140QDX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    302266 | PA      | $272784.29    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17655.41     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959578                      | CUSIP: 31413YQ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1805 | PA      | $1902.42      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505903.57    | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4681                      | CUSIP: 31417BFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66890 | PA      | $62976.03     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8098                      | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1339346 | PA      | $1184696.39   | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2024-A1 A                | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151947.05    | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204782.81    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $347572.69    | 0.01%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 AM              | CUSIP: 08162VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47844.34     | 0.00%             | 2062-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731110                      | CUSIP: 3620AJGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5652 | PA      | $5457.51      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282251.65    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06956                      | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23510 | PA      | $23307.30     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $512744.67    | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535843.11    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    255000 | PA      | $237366.33    | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0041                      | CUSIP: 3138ADBK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8904 | PA      | $8809.50      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                                         | WOART 2023-B A4                | CUSIP: 98164QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50284.94     | 0.00%             | 2029-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $201469.03    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2099                      | CUSIP: 3140XHKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    721179 | PA      | $542379.39    | 0.01%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17859900 | PA      | $16475757.75  | 0.34%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $309848.88    | 0.01%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1084                      | CUSIP: 31418AF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93815 | PA      | $91913.08     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113739.29    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7247                      | CUSIP: 3138WHBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53052 | PA      | $50354.18     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470601.94    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0113                      | CUSIP: 31419ADT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196296 | PA      | $190359.66    | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4997                      | CUSIP: 3140X8RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112089 | PA      | $103398.04    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94286.37     | 0.00%             | 2038-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                       | TAOT 2023-C A3                 | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48703 | PA      | $48966.18     | 0.00%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    208000 | PA      | $156999.23    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254868                      | CUSIP: 31371LCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29004 | PA      | $29295.36     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2898500 | PA      | $2166515.53   | 0.04%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179900.06    | 0.00%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8288                      | CUSIP: 3140HNF64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56505 | PA      | $50445.28     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1645                      | CUSIP: 3140X4ZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10223 | PA      | $10020.86     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403525.98    | 0.01%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189491.22    | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    141000 | PA      | $140292.01    | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182671.99    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245739.22    | 0.01%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90214.24     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5165                      | CUSIP: 3140XLW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164181 | PA      | $162178.90    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101009.96    | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7062                      | CUSIP: 3140XAZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    957107 | PA      | $805231.11    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03646                      | CUSIP: 3128M5L32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16611 | PA      | $17526.42     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $193409.38    | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205505.03    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3774                      | CUSIP: 3140FPFQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48220 | PA      | $45647.57     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129131.54    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386514.56    | 0.01%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464065.52    | 0.01%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206186.04    | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1516 A2                 | CUSIP: 3137FUZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $173559.13    | 0.00%             | 2035-05-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K128 A2                   | CUSIP: 3137FYUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $222976.70    | 0.00%             | 2031-03-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178691.89    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473035.84    | 0.01%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    300000 | PA      | $303381.38    | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194435.78    | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6793                      | CUSIP: 3140XNRP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    885028 | PA      | $824462.66    | 0.02%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207845.97    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                               | SPIRE MISSOURI                 | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50807.41     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     72000 | PA      | $53067.83     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68830.26     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    357000 | PA      | $368031.99    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $509688.97    | 0.01%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $168740.30    | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35276.54     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118879.26    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92557.87     | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190204.23    | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101046.66    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    193000 | PA      | $196746.76    | 0.00%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delhaize America LLC                                                             | DELHAIZE AMERICA               | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119870.64    | 0.00%             | 2031-04-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4330                      | CUSIP: 3132E0Y30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    721484 | PA      | $745329.54    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101228.90    | 0.00%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179654.13    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208807.82    | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    251403 | PA      | $238787.99    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51970.05     | 0.00%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7538                      | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    401884 | PA      | $325439.59    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3529                      | CUSIP: 3132DQ4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151852 | PA      | $153796.73    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207246.96    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08775                      | CUSIP: 3128MJ2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409116 | PA      | $387783.24    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    575000 | PA      | $561621.23    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93319                      | CUSIP: 312941VL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2853 | PA      | $2890.09      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    175000 | PA      | $172602.73    | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02920                      | CUSIP: 31294MG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2615 | PA      | $2602.33      | 0.00%             | 2026-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | WFCM 2018-C47 A4               | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149263.19    | 0.00%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180340.24    | 0.00%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6146                      | CUSIP: 31329PZK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18797 | PA      | $18257.62     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151965.77    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    720000 | PA      | $721233.22    | 0.01%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605224                      | CUSIP: 36200NLD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8851 | PA      | $8935.54      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146578.71    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92383.02     | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 AM                 | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $72299.99     | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1265                      | CUSIP: 3142GRMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    322325 | PA      | $323128.49    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     71000 | PA      | $76014.30     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7379                      | CUSIP: 3140QFFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220805 | PA      | $194189.80    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA CORP                  | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209171.95    | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $143741.63    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247417.27    | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98830.99     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4124                      | CUSIP: 31418DSN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    291250 | PA      | $273851.40    | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302390.88    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283205.04    | 0.01%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50910.62     | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCJ3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98065.28     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| State of Oregon                                                                  | OR ST-TXB-PENSION              | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     41392 | PA      | $42374.22     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06713                      | CUSIP: 3128M8YJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23298 | PA      | $23601.32     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182613.45    | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10814000 | PA      | $10107288.23  | 0.21%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179005.75    | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485794                      | CUSIP: 36209YUT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       528 | PA      | $541.93       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184580.63    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    215000 | PA      | $169296.36    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8029                      | CUSIP: 3132DV4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178587 | PA      | $150136.93    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202019.70    | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230459.22    | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0782                      | CUSIP: 3138E42Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48686 | PA      | $45847.00     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88683.25     | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131900.72    | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7990                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    965946 | PA      | $906986.49    | 0.02%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4348                      | CUSIP: 3132E0ZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    347746 | PA      | $363341.30    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF 2023-1 AS                 | CUSIP: 55376CAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52158.57     | 0.00%             | 2056-05-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8278                      | CUSIP: 3133KQFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270034 | PA      | $266066.30    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3243                      | CUSIP: 36179RS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106356 | PA      | $95329.95     | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75813.57     | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132847.52    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4848200 | PA      | $3820040.72   | 0.08%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104743.28    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50903.56     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | MBALT 2025-A A3                | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101135.61    | 0.00%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $180013.95    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8476                      | CUSIP: 3138E1M20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61442 | PA      | $57834.79     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51066.95     | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     89000 | PA      | $80120.04     | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7735                      | CUSIP: 3132A8SY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55210 | PA      | $52551.31     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5191                      | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79981 | PA      | $73714.43     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8512                      | CUSIP: 31417VN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57435 | PA      | $56912.20     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $196285.75    | 0.00%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $514662.77    | 0.01%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262973.66    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                  | COMM 2015-CR27 ASB             | CUSIP: 12635QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2517 | PA      | $2513.70      | 0.00%             | 2048-10-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $128573.78    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $151730.86    | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $266347.86    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-BABS-B           | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     50000 | PA      | $57566.37     | 0.00%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4354                      | CUSIP: 31418DZU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367120 | PA      | $276100.94    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $246258.07    | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8002                      | CUSIP: 3128UGH67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1929 | PA      | $2004.74      | 0.00%             | 2041-02-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2007-A3 A3               | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $110294.14    | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1521 A2                 | CUSIP: 3137H2NY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $117390.90    | 0.00%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3536                      | CUSIP: 31418C4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82732 | PA      | $78033.16     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    145000 | PA      | $111960.84    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267359.33    | 0.01%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $302180.42    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    715000 | PA      | $820080.37    | 0.02%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156106.86    | 0.00%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494138.56    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    161000 | PA      | $161592.95    | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3392                      | CUSIP: 31418CXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80731 | PA      | $79307.37     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2894                      | CUSIP: 3140X6GC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169078 | PA      | $150283.06    | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131206.62    | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $319555.99    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $205147.43    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272015.24    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91069.50     | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $418594.07    | 0.01%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0422                      | CUSIP: 3132CWPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206515 | PA      | $190126.49    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130696.94    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-4                        | GMCAR 2023-4 A4                | CUSIP: 379930AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51296.42     | 0.00%             | 2029-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19082000 | PA      | $18796515.34  | 0.39%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 7/25                  | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $486021.17    | 0.01%             | 2025-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74736.51     | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155018.13    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4260                      | CUSIP: 31418DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    447722 | PA      | $399706.72    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-BABS               | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     76923 | PA      | $80803.91     | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231639.02    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1598                      | CUSIP: 3140XGX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    657294 | PA      | $521586.04    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406518.45    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K516 A2                   | CUSIP: 3137HBPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $156206.49    | 0.00%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135106.59    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178382.06    | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04552                      | CUSIP: 3128M6L97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10092 | PA      | $10638.41     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117292.63    | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8036                      | CUSIP: 3132DV4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    343910 | PA      | $301488.85    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915091                      | CUSIP: 31411UUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3629 | PA      | $3784.15      | 0.00%             | 2037-04-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92292.01     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03815                      | CUSIP: 31292LGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48236 | PA      | $45407.16     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202627.23    | 0.00%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A1                   | CUSIP: 3137FKUN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26918 | PA      | $26749.39     | 0.00%             | 2027-10-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74248.04     | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197106.01    | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3258                      | CUSIP: 3140XJTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148462 | PA      | $150502.34    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8240                      | CUSIP: 3132DWEM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34060 | PA      | $26995.69     | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97222.57     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196829.43    | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25179                      | CUSIP: 3132M5M41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134494 | PA      | $132523.36    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    250000 | PA      | $188316.52    | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    230000 | PA      | $205636.60    | 0.00%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0405                      | CUSIP: 3140XFNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    368743 | PA      | $330261.91    | 0.01%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431280.75    | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    285000 | PA      | $252204.52    | 0.01%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10598000 | PA      | $10612489.48  | 0.22%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631180                      | CUSIP: 36291LFV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2423 | PA      | $2446.63      | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                         | CSAIL 2019-C15 A4              | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $221803.72    | 0.00%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4788                      | CUSIP: 3128JQF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5804 | PA      | $5999.03      | 0.00%             | 2040-06-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203983.46    | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415040.72    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126030.79    | 0.00%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8244                      | CUSIP: 3132DWER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1249615 | PA      | $1164587.20   | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $119001.48    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1593                      | CUSIP: 3140XGXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    560502 | PA      | $447405.45    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $203320.84    | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0207                      | CUSIP: 3618N5GR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    315971 | PA      | $324631.90    | 0.01%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76774.03     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365219.42    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94912.84     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5105                      | CUSIP: 3138MLU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30079 | PA      | $29360.75     | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0745                      | CUSIP: 3140QKZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    440085 | PA      | $412420.05    | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2025-K541 Mortgage Trust                                                   | FHMS K541 A2                   | CUSIP: 3137HLXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $654239.37    | 0.01%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65141.97     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135983.38    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50669.66     | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144846.33    | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293733.82    | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3402                      | CUSIP: 3132DQX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236228 | PA      | $232631.89    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $213279.72    | 0.00%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102737.36    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152510.58    | 0.00%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98411.64     | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9853                      | CUSIP: 36179Y5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    515252 | PA      | $528610.68    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3972700 | PA      | $2974403.95   | 0.06%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61125.97     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66742.43     | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    725000 | PA      | $731657.91    | 0.02%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11332000 | PA      | $6923586.38   | 0.14%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $257409.85    | 0.01%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48849.43     | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222979.35    | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $173902.24    | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6619                      | CUSIP: 3138EPK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    203007 | PA      | $199968.88    | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5105                      | CUSIP: 31418EU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    555271 | PA      | $531995.50    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4447                        | CUSIP: 36202E5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18456 | PA      | $18694.79     | 0.00%             | 2039-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555592                      | CUSIP: 31385XF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4310 | PA      | $4429.20      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2930                      | CUSIP: 31418CHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225279 | PA      | $213259.15    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6508                      | CUSIP: 3140XNGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169306 | PA      | $178527.09    | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2022-A                                          | HDMOT 2022-A A3                | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1774 | PA      | $1771.39      | 0.00%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    375000 | PA      | $365633.70    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171321.40    | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0646                      | CUSIP: 36179MWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6909 | PA      | $6998.99      | 0.00%             | 2042-12-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39433.90     | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784035                      | CUSIP: 3622A2PU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69084 | PA      | $66107.25     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    208000 | PA      | $214997.75    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0257                      | CUSIP: 3618N5JB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    447779 | PA      | $428532.76    | 0.01%             | 2055-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    650000 | PA      | $583640.81    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172216.31    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169211.59    | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00592                      | CUSIP: 31292GUR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        78 | PA      | $82.43        | 0.00%             | 2028-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1986                      | CUSIP: 3132DPF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329597 | PA      | $333817.35    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP               | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153408.07    | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $199770.33    | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203425.53    | 0.00%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86006.85     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890514                      | CUSIP: 31410LK35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76569 | PA      | $73687.07     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M13 A2                | CUSIP: 3136B3DE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147201 | PA      | $144132.65    | 0.00%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2738                      | CUSIP: 31418CBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    158308 | PA      | $150703.71    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6026                      | CUSIP: 3140QDVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177904 | PA      | $143730.59    | 0.00%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231769.92    | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228858.20    | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172349.46    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    134000 | PA      | $138003.05    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203513.22    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $128712.34    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-1                                       | VALET 2023-1 A3                | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47368 | PA      | $47583.19     | 0.00%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125114.91    | 0.00%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                                          | NVR INC                        | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186203.91    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6790                      | CUSIP: 3138A8RL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26004 | PA      | $25750.19     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEK3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201701.68    | 0.00%             | 2026-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A4               | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $145979.48    | 0.00%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61944.60     | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $84207.63     | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188841.92    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55790.00     | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361351.18    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5780                      | CUSIP: 31416PM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45899 | PA      | $45519.89     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    375000 | PA      | $299171.43    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17054 | PA      | $17277.38     | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491130.37    | 0.01%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   1075000 | PA      | $1079691.76   | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A1                   | CUSIP: 3137F83P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21442 | PA      | $19615.71     | 0.00%             | 2030-08-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR               | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128993.87    | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20349.44     | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9578                      | CUSIP: 3140XDUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    138347 | PA      | $110518.43    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $193420.60    | 0.00%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0567                      | CUSIP: 3132DMTY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200633 | PA      | $160714.00    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 A5               | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $318693.08    | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4032                      | CUSIP: 3142GUPS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    546187 | PA      | $565217.74    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06709                      | CUSIP: 3128M8YE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12644 | PA      | $12556.03     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159737.48    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68873.63     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    605000 | PA      | $639646.26    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $183821.93    | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 949636                      | CUSIP: 31413MPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5811 | PA      | $5978.64      | 0.00%             | 2037-08-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96599.13     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $182284.21    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2736                      | CUSIP: 3128QTBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1955 | PA      | $2038.90      | 0.00%             | 2038-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141417.26    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202633.05    | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76324.52     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7083000 | PA      | $6489522.09   | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191236.35    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4726400 | PA      | $3885063.89   | 0.08%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN               | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    725000 | PA      | $720489.72    | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2891                      | CUSIP: 36178NF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31668 | PA      | $28804.84     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $222834.54    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     81430 | PA      | $75227.21     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133298.10    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574094.65    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 777899                      | CUSIP: 31404TGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1507 | PA      | $1521.84      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7281                      | CUSIP: 3138EQCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101236 | PA      | $98952.51     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    283000 | PA      | $258955.20    | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5700                      | CUSIP: 3140X9KN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136244 | PA      | $125559.33    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745239                      | CUSIP: 3620C04Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7444 | PA      | $7357.70      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2707                      | CUSIP: 3132DQAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    344959 | PA      | $340753.14    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $361447.77    | 0.01%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4              | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $122308.01    | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CSAIL 2018-CX12 A4             | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24679.45     | 0.00%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $111621.53    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1513 A3                 | CUSIP: 3137FPJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335000 | PA      | $291415.73    | 0.01%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $730945.31    | 0.02%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $121102.18    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4255                      | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5152370 | PA      | $4107909.20   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $122234.45    | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103903.66    | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12366000 | PA      | $12060714.38  | 0.25%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $120321.49    | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    201642 | PA      | $190200.66    | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $315749.56    | 0.01%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75093.12     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7065                      | CUSIP: 3132DUZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    345694 | PA      | $339183.28    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48141.15     | 0.00%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101837.97    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171412.97    | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1409                      | CUSIP: 3140QLR73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    744992 | PA      | $644716.59    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50588.23     | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08759                      | CUSIP: 3128MJZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116559 | PA      | $113514.53    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384899.45    | 0.01%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7534                      | CUSIP: 3138MBLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15123 | PA      | $14847.31     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    175000 | PA      | $190544.73    | 0.00%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 509961                      | CUSIP: 36211DQN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       334 | PA      | $343.20       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193649.06    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185066.60    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8622000 | PA      | $8541168.75   | 0.18%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC4787                      | CUSIP: 3140ASJ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    198681 | PA      | $190010.99    | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $44046.48     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    405000 | PA      | $358276.75    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    400000 | PA      | $278173.96    | 0.01%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                | CUSIP: 91086QAN8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $111060.31    | 0.00%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K071 A2                   | CUSIP: 3137FCLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $221039.51    | 0.00%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR5587                      | CUSIP: 3140L4F53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67724 | PA      | $54609.35     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202994.42    | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9424                      | CUSIP: 36179YPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    184387 | PA      | $187922.76    | 0.00%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181729.53    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2834                      | CUSIP: 31418CEG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115468 | PA      | $106442.95    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4168                      | CUSIP: 3138WDT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51161 | PA      | $48910.66     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BAB                      | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $435876.79    | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72211.93     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A2                   | CUSIP: 3137FHQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $74209.88     | 0.00%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18483                      | CUSIP: 3128MMRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32558 | PA      | $31825.72     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73508.09     | 0.00%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55361.27     | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1302                      | CUSIP: 3132DNNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110181 | PA      | $109121.62    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08373                      | CUSIP: 3128MJMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38761 | PA      | $39261.42     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4204                      | CUSIP: 31418DU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    397234 | PA      | $342614.81    | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6339                      | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    104032 | PA      | $95360.03     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4851                      | CUSIP: 3140X8L96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47299 | PA      | $44834.32     | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86198.23     | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $101880.94    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A4                | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40000 | PA      | $40419.14     | 0.00%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8146                      | CUSIP: 31417FBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6211 | PA      | $6280.83      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    245000 | PA      | $205604.65    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                                                  | CA EARTHQUAKE AUTH-A           | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60637.57     | 0.00%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2960                      | CUSIP: 31418CJE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    222042 | PA      | $210194.67    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151755.09    | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    227000 | PA      | $218421.40    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0092                      | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2278690 | PA      | $2282273.50   | 0.05%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7473                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    708474 | PA      | $626835.64    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4831                      | CUSIP: 3140XLLM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151495 | PA      | $150831.03    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272758.00    | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1335                      | CUSIP: 31416WPV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54644 | PA      | $54125.41     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99753.05     | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                   | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $107529.09    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153766.73    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    295000 | PA      | $299110.81    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $191956.21    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64686.49     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192893.28    | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5               | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $122702.16    | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201432.99    | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56599                      | CUSIP: 3128KKKL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2803 | PA      | $2950.34      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197779.72    | 0.00%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6889                      | CUSIP: 3138EPUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137824 | PA      | $135632.74    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-157 A2                  | CUSIP: 3137HAAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $172000.41    | 0.00%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7417                      | CUSIP: 36179WG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1727046 | PA      | $1408103.08   | 0.03%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $672323.01    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103007.50    | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2018-4 A                 | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99399.75     | 0.00%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0201                      | CUSIP: 3618N5GK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    498790 | PA      | $452731.32    | 0.01%             | 2055-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107345.20    | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125056.26    | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9467                      | CUSIP: 3138EEQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8243 | PA      | $8138.00      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 AS              | CUSIP: 48128KAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94536.02     | 0.00%             | 2050-07-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 AM              | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $22499.07     | 0.00%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 468044                      | CUSIP: 36209C5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       135 | PA      | $139.03       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43038.67     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4655                      | CUSIP: 31418EE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    910812 | PA      | $849975.90    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8227                      | CUSIP: 3132DWD83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    887444 | PA      | $828169.33    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76007.23     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $132581.36    | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96671.56     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12604                      | CUSIP: 3128PR3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       105 | PA      | $105.22       | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    180000 | PA      | $141018.01    | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100875.97    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100417.56    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151693.11    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    125000 | PA      | $116968.13    | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9852                      | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1284598 | PA      | $1304210.93   | 0.03%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $105770.64    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99917.60     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147819.73    | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $129422.10    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102226.25    | 0.00%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791276.70    | 0.02%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85265.80     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102543.51    | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4695                      | CUSIP: 3132DSGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    370770 | PA      | $386007.29    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    316000 | PA      | $320573.43    | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $316232.26    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51708.80     | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | BMARK 2018-B7 A4               | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $173771.61    | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05300                      | CUSIP: 3128M7GH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15644 | PA      | $16202.68     | 0.00%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    925000 | PA      | $944609.88    | 0.02%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3590                      | CUSIP: 3132DQ7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    288653 | PA      | $292349.13    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76014.97     | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49153.57     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94877.53     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4541                        | CUSIP: 36202FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59292 | PA      | $60061.67     | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8635                      | CUSIP: 31416SSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319355 | PA      | $316553.86    | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91568                      | CUSIP: 3128P7W58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83033 | PA      | $80273.75     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $224193.20    | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99880.17     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105063.18    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4280                      | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    972892 | PA      | $732294.04    | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08757                      | CUSIP: 3128MJZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74867 | PA      | $69011.30     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1656                      | CUSIP: 31418NZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35524 | PA      | $35198.38     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121936.55    | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197412.88    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4365                      | CUSIP: 3140JLZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14108 | PA      | $14087.85     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782817                      | CUSIP: 31349UDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7366 | PA      | $7520.35      | 0.00%             | 2034-11-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    520000 | PA      | $538710.20    | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                               | FIRST HORIZON                  | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456487.64    | 0.01%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202219.89    | 0.00%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC               | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200667.76    | 0.00%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | HOSPITAL SPE SUR               | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5971.05      | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786649                      | CUSIP: 3622ACH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    258518 | PA      | $264464.35    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289375.52    | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4397                      | CUSIP: 31418D3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57785 | PA      | $43458.59     | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | HARVARD UNIV                   | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217444.41    | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $113341.78    | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8075                      | CUSIP: 3132D56L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68850 | PA      | $64629.77     | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7484500 | PA      | $5676525.47   | 0.12%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    467000 | PA      | $434189.66    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1089                      | CUSIP: 3138WAF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94009 | PA      | $90474.87     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $403081.59    | 0.01%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902174                      | CUSIP: 31411AJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16202 | PA      | $17049.76     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49086.64     | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 A4               | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73589.21     | 0.00%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5071                      | CUSIP: 3133KYT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    635945 | PA      | $549482.06    | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18702                      | CUSIP: 3128PYU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17644 | PA      | $17438.52     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9830                      | CUSIP: 3140QV4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    306088 | PA      | $320126.41    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7506                      | CUSIP: 3140XPKU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230866 | PA      | $233173.28    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 AS              | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $68246.84     | 0.00%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177682.08    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8525                      | CUSIP: 3132DWPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    571441 | PA      | $580949.96    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2241                      | CUSIP: 3140X5P31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19712 | PA      | $17900.66     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08210                      | CUSIP: 3128MJGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3011 | PA      | $3174.38      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7365                      | CUSIP: 31417EFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79380 | PA      | $72181.07     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50215.30     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    347981 | PA      | $339630.72    | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2893                      | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    152775 | PA      | $145919.03    | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                   | WFCM 2018-C44 A5               | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $172821.50    | 0.00%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $94398.46     | 0.00%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    200000 | PA      | $201065.58    | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    843000 | PA      | $839647.43    | 0.02%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4772                        | CUSIP: 36202FJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    237363 | PA      | $240479.22    | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7557                      | CUSIP: 3133KPME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    376745 | PA      | $361717.93    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826424                      | CUSIP: 31407CD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58833 | PA      | $59499.50     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256975.57    | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4053                      | CUSIP: 31418DQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110523 | PA      | $104231.82    | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169632.09    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    118000 | PA      | $112779.28    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $254702.60    | 0.01%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $112409.12    | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51966.42     | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 A3                | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201333.28    | 0.00%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182002.90    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91362.78     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7758                      | CUSIP: 31419JTQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5041 | PA      | $5016.85      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255253.50    | 0.01%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57820                      | CUSIP: 3128KLVM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1784 | PA      | $1849.69      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69663.62     | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5191                      | CUSIP: 31418EXV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    520155 | PA      | $530354.63    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $136399.43    | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97802.22     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6110                      | CUSIP: 3140QRYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    268479 | PA      | $278674.22    | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5342                      | CUSIP: 3140XL5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    495221 | PA      | $498776.66    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC9580                      | CUSIP: 31417WUE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16373 | PA      | $16223.09     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL           | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    250000 | PA      | $232062.45    | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4055                      | CUSIP: 31418DQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153362 | PA      | $128403.18    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735382                      | CUSIP: 31402Q6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45974 | PA      | $46479.13     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $66306.12     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0025                      | CUSIP: 3618N5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3229122 | PA      | $3172650.47   | 0.07%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91168                      | CUSIP: 3128P7JM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1114 | PA      | $1127.12      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80096.99     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98805.19     | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168427.95    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145235.63    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563612                      | CUSIP: 36213TDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1108 | PA      | $1140.01      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557935.17    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 A5               | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192000 | PA      | $188146.98    | 0.00%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18109000 | PA      | $15970581.71  | 0.33%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49665.13     | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1580                      | CUSIP: 3140X4XJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149836 | PA      | $141139.33    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $324478.40    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124303.92    | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    173000 | PA      | $188771.25    | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $591136.77    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304361.06    | 0.01%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317917.45    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786371                      | CUSIP: 3622AB6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    273556 | PA      | $269947.34    | 0.01%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | MSC 2019-L3 A4                 | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $186706.66    | 0.00%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3859                      | CUSIP: 3132E0JC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195391 | PA      | $203192.44    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C6                                          | CFCRE 2016-C6 A3               | CUSIP: 12532AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $245036.25    | 0.01%             | 2049-11-10      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3057                      | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454631 | PA      | $417676.73    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    642000 | PA      | $660310.37    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $199327.79    | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4293                      | CUSIP: 3138X3XX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83429 | PA      | $80150.38     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82736                       | CUSIP: 36225FBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7247 | PA      | $7362.18      | 0.00%             | 2041-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475038.07    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254793                      | CUSIP: 31371K7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6727 | PA      | $6794.07      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    275000 | PA      | $183210.03    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063EBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104146.86    | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69202                      | CUSIP: 3128L1GK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35995 | PA      | $37280.40     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476392.04    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN               | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100420.13    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6835                      | CUSIP: 31417DSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    254551 | PA      | $238335.39    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M22 A2                | CUSIP: 3136B6XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329526 | PA      | $309768.60    | 0.01%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ5878                      | CUSIP: 3140H7Q83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43016 | PA      | $39411.50     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148461.69    | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4033                      | CUSIP: 3132E0PS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196845 | PA      | $204703.87    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97697.77     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815306                      | CUSIP: 31406NYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2288 | PA      | $2314.03      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2752                      | CUSIP: 3142GTBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    437016 | PA      | $447360.44    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0852                      | CUSIP: 36179M5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    215003 | PA      | $200065.02    | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   1462000 | PA      | $1504711.48   | 0.03%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $182419.14    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 A4                 | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $144792.68    | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5175                      | CUSIP: 31417BXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63565 | PA      | $59794.84     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50953.81     | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    240000 | PA      | $172099.25    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7765                      | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    912765 | PA      | $710646.07    | 0.01%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4360                      | CUSIP: 31418DZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1027532 | PA      | $940530.06    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151365.22    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219731.21    | 0.00%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS-B            | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $29897.10     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1382                      | CUSIP: 3140QLRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    689237 | PA      | $579436.56    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 Mortgage Trust                                                  | COMM 2015-CR22 AM              | CUSIP: 12592XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94701 | PA      | $92854.11     | 0.00%             | 2048-03-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51333.40     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241113.05    | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0734                      | CUSIP: 3140XFY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184809 | PA      | $148095.96    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4580                      | CUSIP: 31418ECS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1125268 | PA      | $1014812.01   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4135                      | CUSIP: 3140XKSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318141 | PA      | $313963.12    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC                            | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50789.51     | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126658.51    | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291122.49    | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1376                      | CUSIP: 31427NQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384321 | PA      | $400265.72    | 0.01%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477145.33    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4056                      | CUSIP: 31418DQJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43519 | PA      | $40925.16     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 A3                | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75225.53     | 0.00%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100421.27    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5391                      | CUSIP: 31418E7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    461305 | PA      | $485130.94    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8928                      | CUSIP: 3140XQ4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    427099 | PA      | $437192.50    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT1250                      | CUSIP: 3140LPL83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32846 | PA      | $27275.03     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $620266.94    | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $167515.29    | 0.00%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $714635.61    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206964.81    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $224428.99    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8094200 | PA      | $5076264.90   | 0.11%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96413                      | CUSIP: 312945DS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    102650 | PA      | $99465.84     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201648.73    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $160277.05    | 0.00%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129923.91    | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    200000 | PA      | $169442.00    | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2023-2                                                   | BMWLT 2023-2 A4                | CUSIP: 055979AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25208.13     | 0.00%             | 2027-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $176844.14    | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8946                      | CUSIP: 36179X5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    628780 | PA      | $605045.69    | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8446600 | PA      | $8192872.08   | 0.17%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195361.48    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $189829.70    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7484                      | CUSIP: 3140XBJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    388913 | PA      | $329144.16    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A4              | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139554.53    | 0.00%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K138 A2                   | CUSIP: 3137H5QM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $134430.66    | 0.00%             | 2032-01-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48730.12     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73902.56     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200081.96    | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174872.87    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177620.96    | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91453.69     | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4352                      | CUSIP: 3133KKZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    396088 | PA      | $316661.61    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67706                      | CUSIP: 3132XCR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216546 | PA      | $200081.85    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6060000 | PA      | $6085565.63   | 0.13%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385996.03    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90505.60     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 B                 | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50919.84     | 0.00%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4279                      | CUSIP: 31418DXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    559774 | PA      | $512902.52    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-192            | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $89683.13     | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    215000 | PA      | $193264.91    | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93751.35     | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759192                      | CUSIP: 36230UF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       471 | PA      | $468.43       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323295.71    | 0.01%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    125000 | PA      | $114440.66    | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    438000 | PA      | $280523.27    | 0.01%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $192763.00    | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3310                      | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    271109 | PA      | $250458.93    | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1237479.66   | 0.03%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3431                      | CUSIP: 3138A4Y58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7195 | PA      | $7157.00      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $138500.06    | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265879.97    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M4 A2                 | CUSIP: 3136ARXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58248 | PA      | $57466.46     | 0.00%             | 2026-03-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0890                      | CUSIP: 3132CW7B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    313203 | PA      | $286585.78    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254565.86    | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $210630.48    | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A2                   | CUSIP: 3137H13P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $353327.88    | 0.01%             | 2031-05-25      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4777                      | CUSIP: 3128JQFT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1248 | PA      | $1290.55      | 0.00%             | 2040-06-01      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4263                      | CUSIP: 3138ELWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1443 | PA      | $1483.99      | 0.00%             | 2043-09-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472760.66    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28845.92     | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2073                      | CUSIP: 36179QJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86598 | PA      | $80071.49     | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07787                      | CUSIP: 3128M96Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91884 | PA      | $88368.94     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    625000 | PA      | $616348.15    | 0.01%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV CA-BABS                   | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53308.63     | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5614                      | CUSIP: 31418FGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    562164 | PA      | $562160.47    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    544000 | PA      | $552214.63    | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40923.95     | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    269000 | PA      | $240022.68    | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153343.95    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7706                      | CUSIP: 31416RR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48828 | PA      | $47388.75     | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1704                      | CUSIP: 3132AD3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    341493 | PA      | $333608.86    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450349.86    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5545                      | CUSIP: 3140QRET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137929 | PA      | $143199.06    | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9726                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1901644 | PA      | $1934392.74   | 0.04%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99570.29     | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4406                      | CUSIP: 3132E03P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    363512 | PA      | $384218.36    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93951                      | CUSIP: 312942L86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91889 | PA      | $89026.51     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138436.94    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8507                      | CUSIP: 3132D6NY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    560821 | PA      | $516841.49    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1237359.26   | 0.03%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8156                      | CUSIP: 3132DWBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2656724 | PA      | $2216053.60   | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B2721                      | CUSIP: 3128JM4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       307 | PA      | $315.46       | 0.00%             | 2035-01-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2022-A1 A                | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99893.62     | 0.00%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6304                      | CUSIP: 3133C7AD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1164591 | PA      | $1166402.95   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0625                      | CUSIP: 36179MVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    164005 | PA      | $152732.93    | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7987                      | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    222077 | PA      | $188858.76    | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN             | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    150000 | PA      | $103789.08    | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3375                      | CUSIP: 3132DQXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266180 | PA      | $267342.50    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82122                       | CUSIP: 36225ELC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1384 | PA      | $1403.98      | 0.00%             | 2038-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68545.35     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106191.08    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08595                      | CUSIP: 3128MJUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64900 | PA      | $62241.79     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6945                      | CUSIP: 31417TWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       767 | PA      | $793.42       | 0.00%             | 2039-11-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8446                      | CUSIP: 3132DWL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    727184 | PA      | $727179.39    | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    440000 | PA      | $382189.72    | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EART 2022-2A C                 | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7315 | PA      | $7310.89      | 0.00%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393846.14    | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5270                      | CUSIP: 31418E2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202187 | PA      | $198394.82    | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0885                      | CUSIP: 31427M6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    316720 | PA      | $325899.99    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    182000 | PA      | $188397.35    | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $135904.23    | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5395                      | CUSIP: 3140XL7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    295798 | PA      | $309641.87    | 0.01%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC7907                      | CUSIP: 3133ASYC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    279834 | PA      | $235079.33    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0435                      | CUSIP: 3132DMPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    292290 | PA      | $245726.01    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    457000 | PA      | $453675.17    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119407.45    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 812582                      | CUSIP: 31406KXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7218 | PA      | $7452.78      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198027.55    | 0.00%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5066                      | CUSIP: 31417BTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28007 | PA      | $27640.62     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12058000 | PA      | $11690136.83  | 0.24%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $503916.01    | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283213.87    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309999.22    | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187739.64    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    701000 | PA      | $691995.21    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2824                      | CUSIP: 3138EKD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41546 | PA      | $38926.40     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76559.21     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96861.32     | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    342000 | PA      | $270632.22    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    315000 | PA      | $295959.55    | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $606894.29    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737268                      | CUSIP: 3620ARCD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40833 | PA      | $39541.38     | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894733.01    | 0.02%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181082 | PA      | $179593.54    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101471.60    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0747                      | CUSIP: 31427MZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    383623 | PA      | $399149.22    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $712657.02    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 AS              | CUSIP: 065403BF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24009.14     | 0.00%             | 2052-04-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109456.14    | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54883.74     | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721749                      | CUSIP: 3620A7ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13973 | PA      | $13820.25     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108165.10    | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    217000 | PA      | $220394.41    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8201                      | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    608479 | PA      | $527719.26    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62789.39     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97961.99     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53905.32     | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $389476.78    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2609                      | CUSIP: 31418B3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52052 | PA      | $48016.20     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35592.59     | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $363947.36    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448951.47    | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2985                      | CUSIP: 3138LTJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43218 | PA      | $41629.52     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198201.03    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $521471.35    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2714                      | CUSIP: 3140X6AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207963 | PA      | $182311.09    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7526                      | CUSIP: 3132DVLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    838302 | PA      | $708683.67    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    763219 | PA      | $649057.00    | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A81656                      | CUSIP: 312927ZV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7888 | PA      | $8176.36      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257571.36    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76286.06     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188026.45    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 AS              | CUSIP: 06650AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23696.58     | 0.00%             | 2050-11-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC5235                      | CUSIP: 3140ASY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219020 | PA      | $231013.68    | 0.00%             | 2054-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9781                      | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131181 | PA      | $134664.02    | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $636174.62    | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYER SQB               | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74837.15     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200022.29    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WA DC ARPTS-BABS           | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $98309.15     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214180.90    | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1381                      | CUSIP: 31427NRB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    495370 | PA      | $511981.94    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372930.55    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    315000 | PA      | $354059.32    | 0.01%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78352.66     | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848666                      | CUSIP: 31300LTX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4745 | PA      | $4852.43      | 0.00%             | 2036-10-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26323.84     | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201681.42    | 0.00%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3125                      | CUSIP: 31418CPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26253 | PA      | $25469.95     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267833.41    | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $722130.58    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2670                      | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256325 | PA      | $228071.84    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $99315.50     | 0.00%             | 2038-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $401197.79    | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203694.47    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229572.65    | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4153                      | CUSIP: 31418DTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120190 | PA      | $107210.44    | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248076.31    | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4842                      | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    516095 | PA      | $518027.05    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 A5              | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97325.52     | 0.00%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 A4              | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $77371.82     | 0.00%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149013.10    | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153068.06    | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    204000 | PA      | $188460.58    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300168.94    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204719.00    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458846.82    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121139.93    | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $145967.09    | 0.00%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $98765.40     | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93386.94     | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199204.90    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 A5              | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $109220.69    | 0.00%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202093.62    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725705                      | CUSIP: 31402DGN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4600 | PA      | $4649.03      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    505000 | PA      | $617033.31    | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $509107.67    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8802                      | CUSIP: 36179XX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    576806 | PA      | $589127.59    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 B               | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47619.00     | 0.00%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    332000 | PA      | $207519.73    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C19                                                    | BBCMS 2023-C19 A5              | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51627.08     | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 A4               | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $147029.63    | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7513                      | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426725 | PA      | $390838.91    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81363.31     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4268                      | CUSIP: 31418DW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    859210 | PA      | $740030.74    | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    155000 | PA      | $128808.59    | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73569.30     | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4692000 | PA      | $3239129.52   | 0.07%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4535                      | CUSIP: 3140X8BD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148842 | PA      | $130482.66    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL               | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191605.46    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9873                      | CUSIP: 3138AB6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15073 | PA      | $14925.64     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH-TXBL          | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     75000 | PA      | $53395.52     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                   | WFCM 2019-C54 A4               | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94372.21     | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7865                      | CUSIP: 3128UGDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1105 | PA      | $1152.16      | 0.00%             | 2041-01-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $615461.59    | 0.01%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8494                      | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    641485 | PA      | $641480.44    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574425                      | CUSIP: 36200WD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       535 | PA      | $548.99       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164184.54    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $237283.25    | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204406.62    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201920.28    | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    308000 | PA      | $312717.79    | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0216                      | CUSIP: 3140XFG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214625 | PA      | $197861.28    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322932.33    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187560.36    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7648400 | PA      | $4918877.25   | 0.10%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH INDUSTRIAL N               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99026.04     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $295406.54    | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5011                      | CUSIP: 3140J9R94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    731877 | PA      | $676503.27    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187569.21    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $178808.47    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141574.02    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9487                      | CUSIP: 36179YRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    445087 | PA      | $438242.15    | 0.01%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0843                      | CUSIP: 3138EG5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18121 | PA      | $17979.38     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198028.64    | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48789.62     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3871                      | CUSIP: 31418DJR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124207 | PA      | $108886.47    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4292                      | CUSIP: 3138X3XW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35504 | PA      | $34063.69     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3243                      | CUSIP: 3140X6S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104123 | PA      | $95139.17     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $598492.46    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296445.65    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46901                      | CUSIP: 3128K7U22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4118 | PA      | $4168.13      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8067                      | CUSIP: 3132DV6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1623259 | PA      | $1359081.93   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3023                      | CUSIP: 3140KNLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31950 | PA      | $25653.28     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65954.73     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56532                      | CUSIP: 3128KKHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45640 | PA      | $47899.96     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53247.97     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94448.02     | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4534                      | CUSIP: 3140X8BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    138384 | PA      | $121530.54    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5689                      | CUSIP: 3140XMKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122248 | PA      | $121875.11    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K158 A2                   | CUSIP: 3137FJY60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $98509.01     | 0.00%             | 2030-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122598.58    | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144253.82    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74416.38     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188672.64    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26635.50     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-161 A2                  | CUSIP: 3137HB2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102672.97    | 0.00%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08610                      | CUSIP: 3128MJVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71164 | PA      | $68200.28     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74113.42     | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0628                      | CUSIP: 31427MVW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    560461 | PA      | $569894.03    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $356430.21    | 0.01%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00570                      | CUSIP: 31292GT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       126 | PA      | $132.00       | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250911                      | CUSIP: 31371FVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       149 | PA      | $157.15       | 0.00%             | 2027-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1908                      | CUSIP: 3140J6DN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94969 | PA      | $91394.98     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4978                      | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1174394 | PA      | $1154201.94   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5382                      | CUSIP: 3132DS6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224887 | PA      | $230420.79    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5296                      | CUSIP: 3132DS3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148161 | PA      | $152270.26    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    775000 | PA      | $915124.36    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130674.73    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8251                      | CUSIP: 3140QGEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    308963 | PA      | $256749.62    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $302826.03    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782696                      | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45349 | PA      | $45841.48     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B A4                | CUSIP: 34529NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50256.17     | 0.00%             | 2027-01-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110837.82    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q08998                      | CUSIP: 3132GUKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93568 | PA      | $87969.97     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08551                      | CUSIP: 3128MJTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66972 | PA      | $64339.40     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164020.85    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8282                      | CUSIP: 3132DWFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    438916 | PA      | $455102.28    | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3254                      | CUSIP: 3142GTTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    573819 | PA      | $577580.60    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN-B-3-PRERE          | CUSIP: 650036JW7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14843.29     | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $227767.83    | 0.00%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205478.94    | 0.00%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1235715.65   | 0.03%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7607                      | CUSIP: 3140QFNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    370219 | PA      | $325940.80    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250768.12    | 0.01%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                   | WFCM 2018-C46 A4               | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73887.20     | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50461.14     | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46873                      | CUSIP: 3132WLT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21189 | PA      | $20673.55     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18465                      | CUSIP: 3128MMQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112837 | PA      | $110451.92    | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $185447.94    | 0.00%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3472                      | CUSIP: 31418C2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67576 | PA      | $67638.57     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8123                      | CUSIP: 3132D6AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    361131 | PA      | $330328.29    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    396000 | PA      | $404958.75    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252833.45    | 0.01%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8470                      | CUSIP: 3132DWMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    482036 | PA      | $490131.80    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98028.02     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04221                      | CUSIP: 3128M6AW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9111 | PA      | $9442.30      | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K509 A2                   | CUSIP: 3137HAST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102054.23    | 0.00%             | 2028-09-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110857.81    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48065.11     | 0.00%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0211                      | CUSIP: 3142GQGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    241290 | PA      | $254807.62    | 0.01%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18673                      | CUSIP: 3128MMXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78289 | PA      | $75961.04     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    349000 | PA      | $352481.45    | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200870.23    | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49624.16     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102243.48    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236212.80    | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8151                      | CUSIP: 36179XBU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    595348 | PA      | $574968.79    | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7346                      | CUSIP: 3140XBEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99751 | PA      | $87322.21     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942987                      | CUSIP: 31413ECY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18076 | PA      | $19025.89     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                   | BMWLT 2024-1 A4                | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50406.97     | 0.00%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126707.84    | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    175000 | PA      | $221947.58    | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2771                      | CUSIP: 31418CCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    603655 | PA      | $536551.43    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781885                      | CUSIP: 36241KCW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3669 | PA      | $3703.87      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246500.44    | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     79000 | PA      | $83558.13     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C A4                 | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55000 | PA      | $55410.04     | 0.00%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $208059.13    | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9364                      | CUSIP: 36179YMM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    742706 | PA      | $764456.44    | 0.02%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173804.68    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472336.38    | 0.01%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    381000 | PA      | $361348.70    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $186595.44    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7244                      | CUSIP: 3138WHBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29139 | PA      | $26879.85     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    575000 | PA      | $558506.03    | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M6 A2                 | CUSIP: 3136BQDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133719 | PA      | $133742.91    | 0.00%             | 2028-07-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205123.65    | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7866                      | CUSIP: 3140QTW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140807 | PA      | $146187.03    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434749.39    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3149                      | CUSIP: 31418CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64022 | PA      | $60545.91     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M7 A2                 | CUSIP: 3136AS4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38789 | PA      | $38099.06     | 0.00%             | 2026-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65009.73     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    135000 | PA      | $100140.91    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3520                      | CUSIP: 36179R4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133046 | PA      | $119253.06    | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381246.98    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98563.94     | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $202122.55    | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51842.00     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8925000 | PA      | $6404733.42   | 0.13%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M3 A2                 | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56847 | PA      | $54433.54     | 0.00%             | 2030-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K110 A2                   | CUSIP: 3137FTZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $22203.93     | 0.00%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8269                      | CUSIP: 3132DWFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142432 | PA      | $145580.84    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65811.95     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-D Owner Trust                                       | TAOT 2023-D A3                 | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50586.59     | 0.00%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206741.64    | 0.00%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50238.44     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4123                      | CUSIP: 3140QPSM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    440618 | PA      | $410361.21    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373323.18    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    275000 | PA      | $267357.28    | 0.01%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4703                      | CUSIP: 3140J9GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62874 | PA      | $57763.04     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6621                      | CUSIP: 3138WGLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112963 | PA      | $104310.03    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $137217.19    | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95248.93     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100850.90    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    125000 | PA      | $135536.82    | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171934.39    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5770                      | CUSIP: 31418FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    470000 | PA      | $467087.27    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C11                                           | UBSCM 2018-C11 A5              | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123489.43    | 0.00%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | BMARK 2018-B5 A4               | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73978.86     | 0.00%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    305000 | PA      | $269808.11    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4098                      | CUSIP: 3133KKRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    560606 | PA      | $471822.81    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7503                      | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    223301 | PA      | $204661.99    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76135.97     | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-1                        | GMCAR 2022-1 A3                | CUSIP: 380146AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1539 | PA      | $1537.30      | 0.00%             | 2026-11-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77132.84     | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9668                      | CUSIP: 3138WKW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96772 | PA      | $91608.99     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5176                      | CUSIP: 31346YXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53291 | PA      | $44801.06     | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V3 Mortgage Trust                                                 | BMARK 2023-V3 AS               | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $63491.59     | 0.00%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | TRIMBLE INC                    | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50769.61     | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $315590.35    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173259.07    | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48808.68     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    100000 | PA      | $119504.47    | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254903                      | CUSIP: 31371LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15631 | PA      | $15788.91     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3244                      | CUSIP: 36179RS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225392 | PA      | $208224.11    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $175432.63    | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78079.53     | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    403212 | PA      | $372248.18    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8146                      | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304716 | PA      | $242660.26    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    350000 | PA      | $302803.27    | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3313                      | CUSIP: 31416YVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23538 | PA      | $23291.32     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4975                        | CUSIP: 36202FQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       482 | PA      | $479.84       | 0.00%             | 2026-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $214478.55    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2642                      | CUSIP: 31418B5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129893 | PA      | $119822.02    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2191                      | CUSIP: 3132DPNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    630325 | PA      | $599254.42    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    104000 | PA      | $94746.62     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285592.68    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179971.72    | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $177969.96    | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93980.47     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 AS               | CUSIP: 95000XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95861.75     | 0.00%             | 2050-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $423952.06    | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08459                      | CUSIP: 3128MJQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318757 | PA      | $308369.38    | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $208171.79    | 0.00%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K074 A2                   | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $222448.86    | 0.00%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84619.75     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4603                      | CUSIP: 31418EDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        79 | PA      | $74.11        | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1983714 | PA      | $1617370.43   | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319493.62    | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    952000 | PA      | $974829.47    | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340533.85    | 0.01%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200163.16    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1952                      | CUSIP: 3142GSE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    441852 | PA      | $446820.22    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $155998.50    | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196287.44    | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1117                      | CUSIP: 31427NG37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    587018 | PA      | $597973.95    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489264.61    | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                                       | KIRBY CORP                     | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297321.21    | 0.01%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222528.72    | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81297.73     | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303683.14    | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    634000 | PA      | $651938.04    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6529200 | PA      | $6537871.56   | 0.14%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53546.50     | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K064 A2                   | CUSIP: 3137BXQY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $295459.80    | 0.01%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97689.49     | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70574.39     | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135254.90    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76768.70     | 0.00%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 A5              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3836 | PA      | $3772.45      | 0.00%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-3                        | GMCAR 2022-3 A3                | CUSIP: 36265WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13536 | PA      | $13509.94     | 0.00%             | 2027-04-16      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3311                      | CUSIP: 36179RVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    328917 | PA      | $312412.33    | 0.01%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185886.13    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8177                      | CUSIP: 3132DWCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2734618 | PA      | $2172579.57   | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101913.31    | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61151.13     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0089                      | CUSIP: 3142GQC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    356466 | PA      | $368385.38    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    275000 | PA      | $223923.16    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3866                      | CUSIP: 3140QBJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49361 | PA      | $45009.62     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99059.02     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4181                      | CUSIP: 3140QBUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16544 | PA      | $16100.47     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $234142.12    | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130048.46    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3938                      | CUSIP: 36179SLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63763 | PA      | $60463.99     | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $245461.73    | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227614.83    | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    179000 | PA      | $151308.59    | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400556.83    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $433644.79    | 0.01%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 AM              | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     16331 | PA      | $15360.52     | 0.00%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 6/25                  | CUSIP: 01F052664<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1705000 | PA      | $-1705864.95  | -0.04%            | 2055-06-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238012.25    | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231110.00    | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    805000 | PA      | $791480.90    | 0.02%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206083.99    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193863.16    | 0.00%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    380000 | PA      | $404638.98    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85149.78     | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194934.63    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84096.64     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    475000 | PA      | $495522.13    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    124000 | PA      | $125826.97    | 0.00%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75938.24     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2330                      | CUSIP: 3140X5SU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105210 | PA      | $96658.11     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9467800 | PA      | $9511810.50   | 0.20%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0595                      | CUSIP: 31427MUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204359 | PA      | $209196.47    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98438.93     | 0.00%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7530                      | CUSIP: 3132DVLK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97069 | PA      | $81756.71     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $187956.56    | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4532                      | CUSIP: 3140X8BA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86390 | PA      | $75841.85     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $240276.59    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202172.92    | 0.00%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9110                      | CUSIP: 3138ERDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44325 | PA      | $43536.74     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5217                      | CUSIP: 31418EYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1743852 | PA      | $1801486.75   | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100001.71    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97576.44     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745336                      | CUSIP: 31403DBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41360 | PA      | $41829.71     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $505181.37    | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725206                      | CUSIP: 31402CU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2964 | PA      | $3049.16      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3334                      | CUSIP: 31418CV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278504 | PA      | $270507.06    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1G A2                | CUSIP: 3136BFRV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $43359.62     | 0.00%             | 2030-11-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1865000 | PA      | $1420314.06   | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    175000 | PA      | $154484.11    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61306.35     | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3101                      | CUSIP: 3142GTNT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    313483 | PA      | $324187.13    | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6263                      | CUSIP: 3132DT5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125984 | PA      | $130117.58    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176186.34    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126185.48    | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     56000 | PA      | $45144.91     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70439.73     | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7606                      | CUSIP: 3140QFNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    467831 | PA      | $412317.25    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221088.25    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58620.58     | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00557                      | CUSIP: 31292GTN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        54 | PA      | $57.31        | 0.00%             | 2027-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203557.07    | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92263.89     | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08774                      | CUSIP: 3128MJ2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62837 | PA      | $57803.95     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $298602.71    | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 A3             | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105478.50    | 0.00%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $57804.82     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57433                      | CUSIP: 3132Y1HK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    424634 | PA      | $398962.88    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMWLT 2024-2 A3                | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $89972.20     | 0.00%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1 A2                 | CUSIP: 3136BDUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60000 | PA      | $51838.60     | 0.00%             | 2030-11-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246203.65    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    265000 | PA      | $185449.22    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09012                      | CUSIP: 31294UAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50847 | PA      | $49922.77     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    405000 | PA      | $414852.63    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18575                      | CUSIP: 3128MMT94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256536 | PA      | $250576.95    | 0.01%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $307441.21    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $506118.41    | 0.01%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                                                  | BANK 2021-BN32 A5              | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $67054.40     | 0.00%             | 2054-04-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4656                      | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    402637 | PA      | $386577.38    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786577                      | CUSIP: 3622ACFS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    295171 | PA      | $290908.55    | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59356.72     | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162130.15    | 0.00%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69914.32     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179806.42    | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAE2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    275000 | PA      | $275270.80    | 0.01%             | 2027-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2022-L8                                           | MSC 2022-L8 A5                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $139735.08    | 0.00%             | 2055-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8112                      | CUSIP: 3132D6AM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13321 | PA      | $12458.25     | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $97018.92     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C20                                                    | BBCMS 2023-C20 A5              | CUSIP: 07336DAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $25936.93     | 0.00%             | 2056-07-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5164                      | CUSIP: 31418EW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    333619 | PA      | $327674.14    | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8145                      | CUSIP: 3132DWBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1708105 | PA      | $1284619.77   | 0.03%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A4              | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98907.17     | 0.00%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5738                      | CUSIP: 3140XMLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    478962 | PA      | $496700.24    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737191                      | CUSIP: 3620AQ7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15740 | PA      | $15912.18     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $399156.73    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    256000 | PA      | $236604.86    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182578.88    | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9309                      | CUSIP: 3140QVKX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    599466 | PA      | $591547.58    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173512.64    | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4383                      | CUSIP: 3132E02Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283005 | PA      | $290057.68    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127614.94    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4423                      | CUSIP: 31418D4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215487 | PA      | $190710.95    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2803                      | CUSIP: 31418CDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    362455 | PA      | $348922.15    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91819                      | CUSIP: 3128P8AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26792 | PA      | $25591.02     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8468                      | CUSIP: 3132DWMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625506 | PA      | $613138.93    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    261000 | PA      | $212899.38    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9670                      | CUSIP: 36179YW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    279924 | PA      | $287705.91    | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93671.66     | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60080                      | CUSIP: 31335ACR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105132 | PA      | $97948.13     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4038                      | CUSIP: 3140XKPY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    322390 | PA      | $319163.78    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3489                      | CUSIP: 31418C2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67759 | PA      | $66564.28     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100453.74    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397346.54    | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177844.22    | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8503                      | CUSIP: 3132D6NU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    486952 | PA      | $448308.40    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4699                      | CUSIP: 31418EGH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108016 | PA      | $97379.11     | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146166.30    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5912                      | CUSIP: 3140QRSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135374 | PA      | $138831.79    | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    586000 | PA      | $557340.16    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130783.59    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2635                      | CUSIP: 3132DP4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375180 | PA      | $329605.52    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5815                      | CUSIP: 3140X9N92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91870 | PA      | $86238.86     | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    244000 | PA      | $155990.64    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6360                      | CUSIP: 3140QEB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    732710 | PA      | $621021.37    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3842                      | CUSIP: 3132E0HT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    247633 | PA      | $252797.81    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146196.34    | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5070000 | PA      | $4915523.44   | 0.10%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $480437.90    | 0.01%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67604.12     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9426                      | CUSIP: 36179YPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106553 | PA      | $110395.74    | 0.00%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4155                      | CUSIP: 31418DTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    226357 | PA      | $207969.53    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374392.53    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4700                      | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1226339 | PA      | $1144428.13   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253479                      | CUSIP: 31371JQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       206 | PA      | $216.54       | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190159.41    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2045                      | CUSIP: 31418BHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49600 | PA      | $46020.79     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3616                      | CUSIP: 3140XKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    396544 | PA      | $329530.00    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740255                      | CUSIP: 31402WMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6369 | PA      | $6435.18      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1147                      | CUSIP: 3131XUHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18659 | PA      | $17212.57     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K124 A2                   | CUSIP: 3137F9CT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $131449.13    | 0.00%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    175000 | PA      | $129204.01    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $411877.94    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251163.25    | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88011.92     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    395000 | PA      | $384479.55    | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486052.64    | 0.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-TXBL-AD             | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $186595.27    | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD8213                      | CUSIP: 3133B6DS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283257 | PA      | $248228.90    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139646.58    | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    260000 | PA      | $261041.31    | 0.01%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C14                                         | WFRBS 2013-C14 AS              | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |     10555 | PA      | $10247.68     | 0.00%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M12 A2                | CUSIP: 3136AUKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    222023 | PA      | $217372.59    | 0.00%             | 2026-09-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195731.22    | 0.00%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4077                      | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2310160 | PA      | $1847631.90   | 0.04%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82452                       | CUSIP: 36225EWN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       866 | PA      | $880.07       | 0.00%             | 2039-12-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06361                      | CUSIP: 3128M8MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12077 | PA      | $11735.54     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295817.15    | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $213116.31    | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM0057                      | CUSIP: 3140X3B31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13226 | PA      | $12758.16     | 0.00%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172868.82    | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286139.88    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215054.44    | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219782.70    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 A4                | CUSIP: 38013KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203789.04    | 0.00%             | 2029-11-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2301                      | CUSIP: 3138EJRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83251 | PA      | $78169.93     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5583                      | CUSIP: 31418FFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1426737 | PA      | $1326536.61   | 0.03%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135844.16    | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119651.09    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/WI                                                      | NORTHERN ST PR-W               | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201849.38    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025595.22   | 0.02%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2686                      | CUSIP: 3132DP6X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240606 | PA      | $237311.00    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434656.10    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9318                      | CUSIP: 3140XDK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219155 | PA      | $202037.00    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B26 Mortgage Trust                                                | BMARK 2021-B26 A5              | CUSIP: 08163EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $66082.97     | 0.00%             | 2054-06-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    216000 | PA      | $187011.07    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139551.70    | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3985                      | CUSIP: 31418DNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16436 | PA      | $15801.52     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373641.28    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0090                      | CUSIP: 3618N5C49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    710244 | PA      | $679939.02    | 0.01%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191415.93    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2539                      | CUSIP: 31418BZD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101481 | PA      | $96415.43     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $285733.99    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305426.56    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1192381.56   | 0.02%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193485.16    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63396.35     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102790.00    | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96951.44     | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    550000 | PA      | $513295.13    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5148                      | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    622996 | PA      | $531179.78    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110909.20    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492428.91    | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $405886.74    | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205656.41    | 0.00%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108953.88    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    301702 | PA      | $289041.79    | 0.01%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C36                                   | WFCM 2016-C36 A3               | CUSIP: 95000MBN0<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |     41283 | PA      | $40489.46     | 0.00%             | 2059-11-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc                                                                       | XILINX INC                     | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183246.19    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $283458.58    | 0.01%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08505                      | CUSIP: 3128MJR36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53751 | PA      | $49080.06     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-B A4                 | CUSIP: 44935XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50478.57     | 0.00%             | 2030-06-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $202315.09    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7552                      | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4337518 | PA      | $3657363.23   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243305.03    | 0.01%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783342                      | CUSIP: 36241LWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8877 | PA      | $8994.04      | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 343010                      | CUSIP: 31375SAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         6 | PA      | $5.64         | 0.00%             | 2026-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2978                      | CUSIP: 3140X6JY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    167397 | PA      | $153789.79    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    174000 | PA      | $173808.39    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1974                      | CUSIP: 3142GSFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    504305 | PA      | $513720.99    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | VIRGINIA POWER                 | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152214.13    | 0.00%             | 2033-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719256                      | CUSIP: 3620A5BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30083 | PA      | $29744.21     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183659.99    | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $243077.63    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 AS              | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97305.70     | 0.00%             | 2060-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227024.83    | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8546                      | CUSIP: 3140XQP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115798 | PA      | $121778.50    | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808319                      | CUSIP: 31406FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3135 | PA      | $3210.04      | 0.00%             | 2035-01-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | TORCHMARK CORP                 | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80398.49     | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319836.49    | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74094.30     | 0.00%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                              | UNIVERSITY OF MI               | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77764.16     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102968.61    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137073.36    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104119.75    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $45871.84     | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX ST-BABS-A                   | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     50000 | PA      | $48212.52     | 0.00%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195254.50    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256079.42    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3910                      | CUSIP: 3142GUKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    365684 | PA      | $378084.53    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2023-2 A                 | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50855.80     | 0.00%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62972.56     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86096.73     | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Airlines 2019-1 Class AA Pass Through Trust                             | AM AIRLN 19-1AA                | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36436 | PA      | $33458.65     | 0.00%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130656.63    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K076 A2                   | CUSIP: 3137FEZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $348461.58    | 0.01%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179697.14    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209628.75    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49893.83     | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2413                      | CUSIP: 3138E6VF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72880 | PA      | $70311.08     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150477.71    | 0.00%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6541                      | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    389461 | PA      | $345313.25    | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91420.43     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2628940 | PA      | $2237141.18   | 0.05%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                    | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     68000 | PA      | $54134.02     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64495.93     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $199843.72    | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9571                      | CUSIP: 31417GT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180212 | PA      | $168359.13    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth    | MET GOVT-TXB-B-BABS            | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $53536.39     | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1109                      | CUSIP: 36179NGS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17071 | PA      | $17336.73     | 0.00%             | 2043-06-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73409.52     | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421603.24    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q18511                      | CUSIP: 3132J93V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37409 | PA      | $33955.95     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157738.42    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247919.40    | 0.01%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                                       | EART 2024-4A B                 | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100615.78    | 0.00%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $443152.48    | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $181940.35    | 0.00%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-C                                              | FORDO 2022-C A4                | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100147.43    | 0.00%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $80413.15     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3686                      | CUSIP: 31418DCY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    246204 | PA      | $224498.47    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201009.58    | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A4                 | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25306.33     | 0.00%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7505                      | CUSIP: 3132DVKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    253443 | PA      | $247274.36    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                  | BANK 2024-BNK47 A5             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $231357.98    | 0.00%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9302                      | CUSIP: 3138MRKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59766 | PA      | $55914.20     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                                                       | AMDOCS LTD                     | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    200000 | PA      | $181042.26    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8817                      | CUSIP: 3140XCYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    486894 | PA      | $409176.35    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197581.65    | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17508                      | CUSIP: 3128PXKV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33367 | PA      | $33017.41     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311142.92    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A A4                | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151578.23    | 0.00%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A68249                      | CUSIP: 3128L0EW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10977 | PA      | $11594.37     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8010                      | CUSIP: 3132DV3T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1233034 | PA      | $1082866.85   | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99729.49     | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8201                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1996422 | PA      | $1928082.63   | 0.04%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153996.48    | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122126.12    | 0.00%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1005                      | CUSIP: 3132CXDJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7443 | PA      | $7194.98      | 0.00%             | 2038-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105552.54    | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $79807.32     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    475000 | PA      | $426997.00    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207610.51    | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102253.95    | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6208                      | CUSIP: 3140XM3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    166719 | PA      | $169114.48    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50449.57     | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3503                      | CUSIP: 3140QA3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2096 | PA      | $1975.98      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49781.93     | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4156                      | CUSIP: 31418DTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235876 | PA      | $221785.33    | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp                                                 | TRAVELERS PPTY                 | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $29126.74     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102743.45    | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5603                      | CUSIP: 3140X9GM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164499 | PA      | $147292.80    | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65821.15     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K131 A2                   | CUSIP: 3137H2AD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $349896.44    | 0.01%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181209.62    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6931                      | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    756628 | PA      | $643865.33    | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131427.61    | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $353679.64    | 0.01%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9790000 | PA      | $9556340.21   | 0.20%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00972                      | CUSIP: 31292HCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       386 | PA      | $397.90       | 0.00%             | 2030-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $81222.62     | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20928.88     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151561.86    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403381.79    | 0.01%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Csail 2015-C2 Commercial Mortgage Trust                                          | CSAIL 2015-C2 AS               | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     56790 | PA      | $55909.86     | 0.00%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1377                      | CUSIP: 36179NQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99907 | PA      | $98626.53     | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $294598.03    | 0.01%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $310973.66    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200424.04    | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8107                      | CUSIP: 3132D6AG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    801961 | PA      | $734058.95    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125352.65    | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122680.87    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205946.94    | 0.00%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272801.70    | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1048021.99   | 0.02%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1307                      | CUSIP: 31418ANZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    119631 | PA      | $115404.28    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8044                      | CUSIP: 3138LY5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29393 | PA      | $27663.62     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $510233.14    | 0.01%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $170464.19    | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8617                      | CUSIP: 3132A9SE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88216 | PA      | $84988.44     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3511                      | CUSIP: 3140X63V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    248997 | PA      | $209407.43    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $352093.14    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0157                      | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7782 | PA      | $7883.06      | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                  | BANK 2020-BN28 A4              | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43500.43     | 0.00%             | 2063-03-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1677                      | CUSIP: 36179N2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50389 | PA      | $46685.43     | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8878                      | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    548828 | PA      | $541759.92    | 0.01%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316717.06    | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4945                      | CUSIP: 3140XLP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    309276 | PA      | $307340.76    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A3                   | CUSIP: 3137FG6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $190565.30    | 0.00%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99587.53     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148131.07    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04649                      | CUSIP: 3132GKZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85380 | PA      | $80463.81     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47296.88     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75562.61     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $194569.95    | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6422000 | PA      | $5388710.22   | 0.11%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q05649                      | CUSIP: 3132GL5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15579 | PA      | $15026.32     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLANOVA                      | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98415.16     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8110                      | CUSIP: 3132D6AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375769 | PA      | $334883.00    | 0.01%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146322.89    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1599                      | CUSIP: 3133L7X44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    374232 | PA      | $344884.24    | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7827                      | CUSIP: 3140XBVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    327073 | PA      | $286728.93    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179936.08    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    410000 | PA      | $373362.20    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                             | MERCURY GEN CORP               | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74347.28     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    172000 | PA      | $149561.06    | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146373.34    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-7 A1A                | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50999.02     | 0.00%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200330.83    | 0.00%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733389                      | CUSIP: 31402MXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4082 | PA      | $4123.63      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7390                      | CUSIP: 3140QFF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87467 | PA      | $80138.25     | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 A5               | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $251415.68    | 0.01%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | WFCM 2024-5C1 A3               | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $208676.52    | 0.00%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162072.72    | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103390.63    | 0.00%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8133                      | CUSIP: 3140QUBB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    297071 | PA      | $292056.09    | 0.01%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142654.07    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205790.54    | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $179901.82    | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5104                      | CUSIP: 3133KYU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    527020 | PA      | $437857.63    | 0.01%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18582                      | CUSIP: 3128MMUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40143 | PA      | $39179.03     | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    525000 | PA      | $507782.40    | 0.01%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93981.83     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8475                      | CUSIP: 3132DWMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1282585 | PA      | $1282576.60   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12120000 | PA      | $6741750.00   | 0.14%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93879.65     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC               | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150670.39    | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125461.61    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940054                      | CUSIP: 31413AZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1095 | PA      | $1132.49      | 0.00%             | 2037-07-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2024-3                             | BLAST 2024-3 A3                | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100273.84    | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69093.23     | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9016                      | CUSIP: 3140QVAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    406246 | PA      | $414720.10    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0287                      | CUSIP: 3140XFJ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    260270 | PA      | $208566.83    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A3               | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120027 | PA      | $118387.40    | 0.00%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251629.18    | 0.01%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210300.26    | 0.00%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8949                      | CUSIP: 36179X5J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86530 | PA      | $88351.83     | 0.00%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3991                      | CUSIP: 31418DNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    447594 | PA      | $392103.94    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1587                      | CUSIP: 3138WAXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34771 | PA      | $34295.75     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q31224                      | CUSIP: 3132QMLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104457 | PA      | $96838.79     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JZ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $704877.80    | 0.01%             | 2026-08-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7012000 | PA      | $7061850.90   | 0.15%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    681000 | PA      | $700149.35    | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                              | FORDO 2023-B A3                | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45916 | PA      | $46166.61     | 0.00%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101490.66    | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                  | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $185115.73    | 0.00%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246854.57    | 0.01%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    875000 | PA      | $755637.67    | 0.02%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278917.80    | 0.01%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365263.08    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195899.80    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97908.13     | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0933                      | CUSIP: 3138EHBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168519 | PA      | $170486.05    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33555.80     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                 | RADIAN GROUP INC               | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122661.79    | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5110                      | CUSIP: 3133KYVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169647 | PA      | $140751.76    | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3104                      | CUSIP: 36179RNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45239 | PA      | $40549.51     | 0.00%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147711.23    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119752.59    | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7981                      | CUSIP: 3128UGHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1523 | PA      | $1582.69      | 0.00%             | 2041-02-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8258                      | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185863 | PA      | $183131.82    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238130.35    | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7292                      | CUSIP: 3140XBC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61752 | PA      | $56481.60     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143209.21    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8312                      | CUSIP: 3140XCGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106248 | PA      | $89354.81     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194078.77    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-2 Class AA Pass Through Trust                               | UNTD AIR 16-2 AA               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46772 | PA      | $44158.07     | 0.00%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173063.60    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98311.87     | 0.00%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191200.70    | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1432                      | CUSIP: 3142GRSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181525 | PA      | $185311.12    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04444                      | CUSIP: 31292L5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54459 | PA      | $49644.93     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89870                      | CUSIP: 3129366F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70194 | PA      | $69666.25     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253907                      | CUSIP: 31371KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       652 | PA      | $686.00       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9870                      | CUSIP: 3140XD6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250566 | PA      | $209498.01    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    125000 | PA      | $110215.20    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7323                      | CUSIP: 3132DVD44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    564396 | PA      | $553236.83    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4473                      | CUSIP: 31418D6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    502346 | PA      | $414406.47    | 0.01%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110274.98    | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189018.47    | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4747                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49057 | PA      | $49699.26     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149645.61    | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-167 A2                  | CUSIP: 3137HHUG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $304243.62    | 0.01%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148022.05    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184102.84    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105600.33    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5511                      | CUSIP: 3133A0DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    845836 | PA      | $711088.28    | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS CP               | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55081.28     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4061                        | CUSIP: 36202EQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6941 | PA      | $7311.80      | 0.00%             | 2037-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41502.38     | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $196330.90    | 0.00%             | 2027-01-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347046.83    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08624                      | CUSIP: 3128MJVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107601 | PA      | $103056.40    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86685.84     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351360.50    | 0.01%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01501                      | CUSIP: 31292HU28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4054 | PA      | $4167.47      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192104.71    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4501                      | CUSIP: 31418EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    688170 | PA      | $588341.14    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    225000 | PA      | $157133.37    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    255000 | PA      | $189832.72    | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43259.82     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86273.80     | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $169934.42    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $94409.86     | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97116.49     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI6643                      | CUSIP: 3138ALLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9628 | PA      | $9525.13      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100818.33    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33573                      | CUSIP: 31297N6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17546 | PA      | $18119.07     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K1522 A2                  | CUSIP: 3137H4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $118932.11    | 0.00%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462733.38    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193242.07    | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3897                      | CUSIP: 31418DKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16391 | PA      | $15778.69     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56871.40     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441847.99    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    650000 | PA      | $651176.94    | 0.01%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66026.54     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2594                      | CUSIP: 3140XH3C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    372551 | PA      | $312968.28    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    335000 | PA      | $353949.37    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18607                      | CUSIP: 3128MMU92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134813 | PA      | $130021.76    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: 404280AF6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $113151.54    | 0.00%             | 2032-05-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1307560.60   | 0.03%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7779                      | CUSIP: 31418VUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22929 | PA      | $23195.32     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $120226.98    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10392                      | CUSIP: 3132HLNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38899 | PA      | $36522.33     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K758 A2                   | CUSIP: 3137HHJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $713389.39    | 0.01%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209579.31    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93092.72     | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197454.30    | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101094.10    | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    700000 | PA      | $645258.03    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13882                      | CUSIP: 3128PTJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       889 | PA      | $886.12       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00678                      | CUSIP: 31292GXF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        85 | PA      | $89.02        | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4319                      | CUSIP: 3132E0YQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    161499 | PA      | $164716.02    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K125 A2                   | CUSIP: 3137F9Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $618785.44    | 0.01%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8119                      | CUSIP: 3132D6AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    422186 | PA      | $386175.17    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149033.77    | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2560                      | CUSIP: 3140XHZ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230027 | PA      | $215596.81    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204448.51    | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 ASB             | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     25154 | PA      | $24894.14     | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $248482.61    | 0.01%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246843.14    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    455000 | PA      | $391656.30    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100309.04    | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8205                      | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    727406 | PA      | $605159.74    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $331353.93    | 0.01%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126830.42    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                               | VZMT 2024-4 A1A                | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302589.60    | 0.01%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134713.05    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0146                      | CUSIP: 3618N5EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2246520 | PA      | $2206881.57   | 0.05%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654833.70    | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                         | NXP BV/NXP FUNDI               | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     75000 | PA      | $77438.65     | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153556.07    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359921.31    | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | RICE UNIVERSITY                | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117914.41    | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13828000 | PA      | $13883095.87  | 0.29%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    244000 | PA      | $219370.23    | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $132575.59    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0005                      | CUSIP: 31417YAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1600 | PA      | $1596.06      | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64826.95     | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JetBlue 2019-1 Class AA Pass Through Trust                                       | JETBLUE 19-1 AA                | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74395 | PA      | $65103.67     | 0.00%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643349                      | CUSIP: 36292AWJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5723 | PA      | $5781.48      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3669                      | CUSIP: 31418DCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29068 | PA      | $28976.55     | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13343.01     | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7616                      | CUSIP: 3140XBPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367218 | PA      | $335551.32    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $312559.26    | 0.01%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153910.57    | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07021                      | CUSIP: 3128M9D25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18523 | PA      | $18758.43     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783188                      | CUSIP: 36241LRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17268 | PA      | $17896.82     | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $161841.72    | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1355                      | CUSIP: 31416WQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23666 | PA      | $23940.61     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29841.82     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189843.82    | 0.00%             | 2049-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101063.27    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212196.38    | 0.00%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4400                      | CUSIP: 3133BD3H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88674 | PA      | $85476.76     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0210                      | CUSIP: 31419AGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28406 | PA      | $28735.51     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125625.61    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228340.76    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $163874.68    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8342                      | CUSIP: 3132DWHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    259250 | PA      | $259653.02    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138463.73    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82713                       | CUSIP: 36225FAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6011 | PA      | $6106.57      | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    250000 | PA      | $252940.45    | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3987                      | CUSIP: 3133KKNC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278196 | PA      | $233181.67    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210417.28    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210962.39    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4117                        | CUSIP: 36202ESE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1358 | PA      | $1431.62      | 0.00%             | 2038-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286AY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $361683.42    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185032.04    | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $220195.59    | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    527000 | PA      | $455928.02    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13393000 | PA      | $13360563.76  | 0.28%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL            | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $83667.08     | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4588                      | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36879 | PA      | $36086.12     | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202324.15    | 0.00%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $425739.22    | 0.01%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245094.69    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203265.56    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL            | CUSIP: 13063DRE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $65823.67     | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227182.47    | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162631.48    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7728                      | CUSIP: 31417ESS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70622 | PA      | $62145.05     | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $139584.11    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172259.46    | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C56                                   | WFCM 2020-C56 A5               | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $45361.00     | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8141                      | CUSIP: 3132D6BJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    560465 | PA      | $512309.47    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09008                      | CUSIP: 3132GUKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69766 | PA      | $67402.74     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $396705.81    | 0.01%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123443.60    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141589.27    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117537.42    | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $140405.10    | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35419.22     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $167951.96    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN TR FD BABS              | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    200000 | PA      | $217870.64    | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | COTTAGE HEALTH                 | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $69353.29     | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209395.52    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97845.64     | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143529.00    | 0.00%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                        | CLAREMONT                      | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $95239.92     | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     66000 | PA      | $66515.05     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $551798.60    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8129                      | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210882 | PA      | $176166.23    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M5 A2                 | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40223 | PA      | $38853.18     | 0.00%             | 2029-04-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193378.45    | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1888                      | CUSIP: 3138AFC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73551 | PA      | $72790.49     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08768                      | CUSIP: 3128MJ2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113448 | PA      | $110687.10    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $138631.45    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    526000 | PA      | $522754.29    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26695.74     | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358037.14    | 0.01%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2037                      | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    436868 | PA      | $388787.47    | 0.01%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99315.53     | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1961                      | CUSIP: 31418BFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15168 | PA      | $14853.36     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                      | MSBAM 2015-C24 A4              | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12675 | PA      | $12641.11     | 0.00%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262907.94    | 0.01%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8104                      | CUSIP: 3140XCAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310259 | PA      | $268498.08    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6459                      | CUSIP: 3140XNE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    647249 | PA      | $663986.38    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103655.95    | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-C-TXBL              | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $37284.60     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165056.93    | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                                            | MBALT 2023-A A4                | CUSIP: 58768RAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50033.97     | 0.00%             | 2029-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0201                      | CUSIP: 3142GQGK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128086 | PA      | $132979.23    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $497582.62    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0538                      | CUSIP: 3142GQS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230351 | PA      | $242932.33    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199417.59    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $175206.78    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93948.73     | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200377.01    | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    229000 | PA      | $247258.67    | 0.01%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1709                      | CUSIP: 3140Q83T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34434 | PA      | $33445.26     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $460502.53    | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                                               | UNITYPOINT HLTH                | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91429.78     | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5207                      | CUSIP: 31418EYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93097 | PA      | $86602.79     | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252212.53    | 0.01%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125355.38    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K072 A2                   | CUSIP: 3137FEBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $98540.77     | 0.00%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64116.43     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82959                       | CUSIP: 36225FJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13501 | PA      | $13680.51     | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24496.94     | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3183                      | CUSIP: 31418CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116829 | PA      | $110486.15    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51165.46     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07786                      | CUSIP: 3128M96X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255003 | PA      | $245327.73    | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62562.11     | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    412671 | PA      | $365021.72    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A2                   | CUSIP: 3137H74A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $88485.23     | 0.00%             | 2032-03-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92205.45     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247350.18    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186453.19    | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                       | TAOT 2023-B A3                 | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42233 | PA      | $42310.34     | 0.00%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200275.70    | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $108677.25    | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2654                      | CUSIP: 3138EJ5Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5066 | PA      | $4997.23      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-TXB-D-BABS               | CUSIP: 20772JAC6<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175893.34    | 0.00%             | 2030-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $191413.15    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82714                       | CUSIP: 36225FAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8960 | PA      | $9102.21      | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    233000 | PA      | $200279.14    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT6653                      | CUSIP: 3138WUMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1303637 | PA      | $1183672.58   | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00445                      | CUSIP: 31292GP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        15 | PA      | $14.91        | 0.00%             | 2026-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255073                      | CUSIP: 31371LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9573 | PA      | $9850.44      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     94000 | PA      | $91762.15     | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07941                      | CUSIP: 3128MAEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52919 | PA      | $52275.70     | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225959.76    | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 A4              | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99477.08     | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783386                      | CUSIP: 36241LXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     75816 | PA      | $76644.81     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200805.93    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    350000 | PA      | $345363.39    | 0.01%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     50000 | PA      | $44807.90     | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K734 A2                   | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    323963 | PA      | $321640.27    | 0.01%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323114.57    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 A5              | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51649.36     | 0.00%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175477.52    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $54746.13     | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0932                      | CUSIP: 3132DNA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177519 | PA      | $149515.94    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $177642.09    | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2938                      | CUSIP: 31418CHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122780 | PA      | $119638.43    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4321                      | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    749658 | PA      | $692322.87    | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198966.93    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135001.40    | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K094 A2                   | CUSIP: 3137FMTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $263312.69    | 0.01%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65352.75     | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400707.81    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    495000 | PA      | $481489.47    | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3698                      | CUSIP: 3140X7DC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39265 | PA      | $38088.52     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1109                      | CUSIP: 31416WGT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4132 | PA      | $4176.37      | 0.00%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    325000 | PA      | $352277.12    | 0.01%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4564                      | CUSIP: 31418ECA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    912224 | PA      | $792860.34    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13987000 | PA      | $12915027.51  | 0.27%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101220.02    | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $305763.15    | 0.01%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6550000 | PA      | $6273671.88   | 0.13%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177005.87    | 0.00%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4786                        | CUSIP: 36202FJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        70 | PA      | $69.43        | 0.00%             | 2025-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61722.61     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85733                      | CUSIP: 312932LN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14350 | PA      | $14242.90     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461142.73    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139643.78    | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395954.74    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5146                      | CUSIP: 3133KYWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    297254 | PA      | $262436.41    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203708.12    | 0.00%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6516                      | CUSIP: 3140QSG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431615 | PA      | $427700.65    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200457.74    | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $234451.28    | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00569                      | CUSIP: 31292GT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        93 | PA      | $94.60        | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198640.46    | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    713000 | PA      | $729796.08    | 0.02%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BN35 A5              | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86674.99     | 0.00%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221658.65    | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6317                      | CUSIP: 3140QSAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331193 | PA      | $326223.10    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-D Owner Trust                                       | TAOT 2023-D A4                 | CUSIP: 89239FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51420.58     | 0.00%             | 2029-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8246                      | CUSIP: 3132DWET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    638446 | PA      | $627787.61    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 702435                      | CUSIP: 31401ALQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4199 | PA      | $4315.57      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4355                      | CUSIP: 31418DZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2511331 | PA      | $1997895.39   | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $196940.43    | 0.00%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $302762.49    | 0.01%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6539000 | PA      | $4857250.94   | 0.10%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12595                      | CUSIP: 31296L3C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27766 | PA      | $28086.43     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5610500 | PA      | $3674658.35   | 0.08%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198297.22    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418902.11    | 0.01%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203364.63    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A3                 | CUSIP: 3137FLYK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $208360.73    | 0.00%             | 2034-03-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $313752.08    | 0.01%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233444.07    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59274.70     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215240.10    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $398092.20    | 0.01%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7386                      | CUSIP: 3140XBF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46866 | PA      | $43144.29     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197088.91    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360023.27    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    261000 | PA      | $247810.42    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12968000 | PA      | $12125586.53  | 0.25%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 A4              | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94856.62     | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189137.69    | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462737                      | CUSIP: 36208WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       618 | PA      | $634.87       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84877.32     | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651EC2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97922.39     | 0.00%             | 2030-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127503.90    | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | PRICELINE GROUP                | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98436.33     | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $185519.04    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8405                      | CUSIP: 3138WJKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64871 | PA      | $61712.83     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | HARLEY-DAVIDSON                | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100705.74    | 0.00%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95121                      | CUSIP: 312943VN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7811 | PA      | $7741.11      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    241000 | PA      | $235714.08    | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7557                      | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    343261 | PA      | $332144.24    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65223.40     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5371                      | CUSIP: 3140X86H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62257 | PA      | $54966.79     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46539.92     | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56811.43     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                  | BANK 2023-BNK46 A4             | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104712.54    | 0.00%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118076.04    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2272                      | CUSIP: 36179QQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8203 | PA      | $8031.46      | 0.00%             | 2029-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4154                      | CUSIP: 3140X7TL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69103 | PA      | $55483.23     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    404000 | PA      | $409582.76    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9078000 | PA      | $9160269.38   | 0.19%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224855.35    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    375000 | PA      | $376073.99    | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82171.58     | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130220.58    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197482.23    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH           | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $42208.36     | 0.00%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85239.99     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510804.50    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0531                      | CUSIP: 3132ACSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196689 | PA      | $181684.87    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                                         | WOART 2023-A A3                | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47249 | PA      | $47300.30     | 0.00%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    313000 | PA      | $321128.42    | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87842.07     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4653                      | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    198860 | PA      | $187887.66    | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25699.02     | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49264.21     | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191836.30    | 0.00%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08716                      | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51937 | PA      | $47971.82     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS BRD          | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $36565.38     | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0538                      | CUSIP: 3132CWS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110780 | PA      | $103885.24    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42481.07     | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208100.23    | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8346                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1057769 | PA      | $992213.73    | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8378                      | CUSIP: 3132D6JX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    734345 | PA      | $739544.32    | 0.02%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176890.96    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $54532.16     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $171477.05    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144846.62    | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97473                      | CUSIP: 312946JS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51822 | PA      | $51377.60     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4174                      | CUSIP: 3140QBT81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117775 | PA      | $111159.92    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100507.98    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending Inc                                                      | CARLYLE SECURED                | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51104.62     | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7572000 | PA      | $7413165.49   | 0.15%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4653                      | CUSIP: 3140XLE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    508462 | PA      | $509729.42    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11270000 | PA      | $10855299.16  | 0.23%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3998                      | CUSIP: 3142GUNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    324842 | PA      | $328494.32    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5622                      | CUSIP: 31418FG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    905627 | PA      | $907602.83    | 0.02%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M15 A2                | CUSIP: 3136AQSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88569 | PA      | $88148.85     | 0.00%             | 2025-10-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6395                      | CUSIP: 3140QSC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    316040 | PA      | $310902.74    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8648                      | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    867853 | PA      | $873285.65    | 0.02%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308543.55    | 0.01%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3831                      | CUSIP: 31418DHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163930 | PA      | $151394.00    | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $553883.40    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778794                      | CUSIP: 36176W7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    202998 | PA      | $190182.74    | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202479.81    | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3651                      | CUSIP: 3138WDBV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20032 | PA      | $19676.38     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102159.57    | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125433.44    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173521.64    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61548.82     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224737.44    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    760000 | PA      | $678509.83    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    422000 | PA      | $250216.51    | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $619119.11    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197584.69    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5185                      | CUSIP: 3138MLXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9355 | PA      | $9169.89      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M14 A2                | CUSIP: 3136AY2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54720 | PA      | $53168.69     | 0.00%             | 2027-11-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188405.99    | 0.00%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                  | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56878.33     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                   | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103067.29    | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6394                      | CUSIP: 3133BGC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98335 | PA      | $96845.74     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A4               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146920.41    | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125455.01    | 0.00%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82405                       | CUSIP: 36225EU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       839 | PA      | $848.93       | 0.00%             | 2039-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                      | HEXCEL CORP                    | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71375.23     | 0.00%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1601                      | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    149575 | PA      | $143255.23    | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6339                      | CUSIP: 3140XABH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153316 | PA      | $140861.33    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5613                      | CUSIP: 31418FGX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    558801 | PA      | $547752.46    | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4182                      | CUSIP: 31418DUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2947847 | PA      | $2353039.08   | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736666                      | CUSIP: 3620AQMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87181 | PA      | $86225.74     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73172.28     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5355                      | CUSIP: 3138WE5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38694 | PA      | $37493.61     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207528.42    | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    130000 | PA      | $127481.16    | 0.00%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03808                      | CUSIP: 3128M5R51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9695 | PA      | $10221.79     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 A3                | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100895.80    | 0.00%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $307088.51    | 0.01%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4484.45      | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182287.75    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58339.61     | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 A3                | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86414 | PA      | $86770.10     | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995653                      | CUSIP: 31416CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21529 | PA      | $22680.48     | 0.00%             | 2037-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1170                      | CUSIP: 3138AEJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10787 | PA      | $10913.03     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227360.38    | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1128436.73   | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52233.73     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201225.83    | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604734                      | CUSIP: 36200MY72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       470 | PA      | $482.95       | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165588.05    | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $266594.68    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A4              | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146506.29    | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255133.31    | 0.01%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3592                      | CUSIP: 3132DQ7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    377477 | PA      | $380069.42    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126726.37    | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171398.40    | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161101.97    | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254262.87    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102099.51    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1779                      | CUSIP: 3138EH6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13333 | PA      | $13722.00     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189990.10    | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150518.57    | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58280.20     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8341                      | CUSIP: 3140QUHT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    221033 | PA      | $228284.98    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 A5                | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209175.04    | 0.00%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QK0391                      | CUSIP: 3133D3NG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89499 | PA      | $77439.18     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248781.00    | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    965000 | PA      | $977430.44    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    445000 | PA      | $435565.56    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C22                                         | WFRBS 2014-C22 B               | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $22687.25     | 0.00%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205144.70    | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8070                      | CUSIP: 3132D56F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124466 | PA      | $116499.93    | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150296.74    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ER4Q1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $101211.60    | 0.00%             | 2028-02-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    312000 | PA      | $321401.91    | 0.01%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3800                      | CUSIP: 31418DGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    119317 | PA      | $110192.72    | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1977                      | CUSIP: 3140QMFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    440072 | PA      | $402261.14    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2839                      | CUSIP: 3140QNEM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256800 | PA      | $205946.74    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98286.16     | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $98057.03     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140337.17    | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49015.22     | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98705.13     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4920                      | CUSIP: 31418EPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273219 | PA      | $278832.58    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04247                      | CUSIP: 31292LWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60131 | PA      | $54954.95     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753803                      | CUSIP: 31403NNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20705 | PA      | $20917.34     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    890000 | PA      | $802668.75    | 0.02%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2620                      | CUSIP: 3140XH4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319445 | PA      | $316373.73    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    275000 | PA      | $275411.33    | 0.01%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K068 A2                   | CUSIP: 3137FBBX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $122843.00    | 0.00%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1406041.31   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98977.87     | 0.00%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157732.82    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    232000 | PA      | $241075.59    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $242586.32    | 0.01%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                        | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50703.44     | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4945                        | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    255636 | PA      | $246687.60    | 0.01%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106781.62    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K092 A2                   | CUSIP: 3137FLYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $218873.48    | 0.00%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4693                      | CUSIP: 3132DSGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    461004 | PA      | $476744.70    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $336856.35    | 0.01%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50786.74     | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $135808.60    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8275                      | CUSIP: 36178GFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20869 | PA      | $19486.99     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218028.05    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $146149.80    | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1873                      | CUSIP: 3140XHCK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    227679 | PA      | $199951.03    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198547.72    | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501566.55    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX4902                      | CUSIP: 3138Y6NU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117032 | PA      | $108783.64    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    823000 | PA      | $830178.68    | 0.02%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2678                      | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    530857 | PA      | $489898.72    | 0.01%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $394743.11    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458979.37    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCM6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178739.19    | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186019.10    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5114                      | CUSIP: 3133KYVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    453159 | PA      | $389070.90    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97530.17     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3228                      | CUSIP: 3140X6SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    268835 | PA      | $251567.76    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7273                      | CUSIP: 31417ECK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71179 | PA      | $65071.38     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4032                      | CUSIP: 3140J8PS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78064 | PA      | $72035.30     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $294172.70    | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     95479 | PA      | $85490.94     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $254415.61    | 0.01%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $227115.86    | 0.00%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8298                      | CUSIP: 3132DWGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    703132 | PA      | $674373.29    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256598                      | CUSIP: 31371M7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52111 | PA      | $54797.51     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125484.88    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09029                      | CUSIP: 31292SA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    524222 | PA      | $477332.66    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $114156.72    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203026.19    | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46332.90     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470450.36    | 0.01%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126632.61    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | TX ST TRANSN-1ST TIER          | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $178323.97    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75933.35     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 4651387N9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $165871.74    | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255395.99    | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1083                      | CUSIP: 3140XGFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    328948 | PA      | $275618.67    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101434.57    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2024-1 A                 | CUSIP: 02582JKH2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $407987.00    | 0.01%             | 2029-04-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5125                      | CUSIP: 3133KYVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216234 | PA      | $185127.47    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4 7/25                    | CUSIP: 21H040673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $464660.40    | 0.01%             | 2025-07-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108074.73    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176646.22    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94526.09     | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201168.78    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161222.44    | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    125000 | PA      | $104662.59    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    250000 | PA      | $258293.04    | 0.01%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173865.48    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7269                      | CUSIP: 3138WHCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21790 | PA      | $21019.47     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18438                      | CUSIP: 3128MMPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10751 | PA      | $10574.80     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312766.20    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7766200 | PA      | $8064106.54   | 0.17%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS CONV CTR                | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $82882.03     | 0.00%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14056                      | CUSIP: 3128MCWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        98 | PA      | $97.84        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    115000 | PA      | $117372.77    | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139911.28    | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANS COMM BABS             | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    180000 | PA      | $185271.64    | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A A3                | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50502.83     | 0.00%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | JPMDB 2019-COR6 A4             | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $156521.56    | 0.00%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP0525                      | CUSIP: 3138M3SP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72288 | PA      | $67677.08     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4790000 | PA      | $4734615.63   | 0.10%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186973.94    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0206                      | CUSIP: 3618N5GQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1035930 | PA      | $1051261.14   | 0.02%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    615000 | PA      | $634354.15    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5451                      | CUSIP: 3140QRBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136928 | PA      | $139451.44    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555678                      | CUSIP: 31385XJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11929 | PA      | $12048.40     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G ANNUITIES                  | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84430.84     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218596.55    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73143.94     | 0.00%             | 2039-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205407.17    | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84896.91     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4520                      | CUSIP: 31418EAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    491237 | PA      | $419605.29    | 0.01%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6902                      | CUSIP: 31417DU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47516 | PA      | $43491.38     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167662.20    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8503                      | CUSIP: 3132DWNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    686858 | PA      | $638619.63    | 0.01%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4399                      | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2371789 | PA      | $1978380.85   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K505 A2                   | CUSIP: 3137HACX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140000 | PA      | $142527.95    | 0.00%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278768.95    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446547.57    | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04699                      | CUSIP: 3128M6RU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5626 | PA      | $5696.83      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2022-A3 A3               | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $399875.44    | 0.01%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    597000 | PA      | $289197.95    | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889996                      | CUSIP: 31410KXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13811 | PA      | $14288.85     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    345000 | PA      | $334438.53    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $193980.40    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75080.40     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848285                      | CUSIP: 31300LF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2027 | PA      | $2107.77      | 0.00%             | 2040-06-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A4               | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $270425.18    | 0.01%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9907                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1062799 | PA      | $1078361.28   | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    378000 | PA      | $351270.96    | 0.01%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 AM               | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47761.30     | 0.00%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322890.01    | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7919                      | CUSIP: 3133KPYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65570 | PA      | $61293.04     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4442                      | CUSIP: 3138LU5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13321 | PA      | $13777.26     | 0.00%             | 2042-09-01      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AP7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120924.48    | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M15 ATS2              | CUSIP: 3136AY6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224546 | PA      | $219977.29    | 0.00%             | 2027-11-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6981                      | CUSIP: 3132DUXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187681 | PA      | $188505.73    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18512                      | CUSIP: 3128MMSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17000 | PA      | $16668.98     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354236.40    | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    324805 | PA      | $306070.73    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93463.87     | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726323                      | CUSIP: 3620AC4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11666 | PA      | $11792.77     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K757 A2                   | CUSIP: 3137HH5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $226758.69    | 0.00%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3527                      | CUSIP: 31418C4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49353 | PA      | $49291.03     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93943.42     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K526 A2                   | CUSIP: 3137HDXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $253316.70    | 0.01%             | 2029-07-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7025                      | CUSIP: 36181AYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56780 | PA      | $51416.87     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    225000 | PA      | $231701.52    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196696.72    | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01798                      | CUSIP: 3132GE7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30348 | PA      | $30086.12     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193696.83    | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615447                      | CUSIP: 36290RWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2616 | PA      | $2600.22      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433817.62    | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $390094.89    | 0.01%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200815.38    | 0.00%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4532000 | PA      | $4655213.75   | 0.10%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201793.79    | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $262894.25    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7556                      | CUSIP: 3140XBME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72655 | PA      | $65999.67     | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92179                      | CUSIP: 312940M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21372 | PA      | $21650.51     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780732                      | CUSIP: 36225AY53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       153 | PA      | $154.06       | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $344759.47    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759137                      | CUSIP: 36230UEJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56172 | PA      | $54254.29     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316618.71    | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76153.88     | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2024-A2 A                | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101785.90    | 0.00%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5077                      | CUSIP: 3133KYUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    665845 | PA      | $575018.78    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    175000 | PA      | $177460.24    | 0.00%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248055.96    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    167000 | PA      | $169479.28    | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191372.83    | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $75830.47     | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $196252.25    | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144532.05    | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133153.37    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7375                      | CUSIP: 31417EFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18091 | PA      | $17733.21     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1493015.63   | 0.03%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 772759                      | CUSIP: 31404MQL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5755 | PA      | $5813.70      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M4 A2                 | CUSIP: 3136BLP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $137687.34    | 0.00%             | 2030-05-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4681                      | CUSIP: 3132A5FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134553 | PA      | $115346.60    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73736.44     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93557.06     | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73839.12     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77155.99     | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91755.26     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236614.68    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520908.95    | 0.01%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596292.03    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0480                      | CUSIP: 3133BMQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143149 | PA      | $141157.43    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91488.28     | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202075.96    | 0.00%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $821531.84    | 0.02%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8038                      | CUSIP: 3140XB4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235793 | PA      | $206192.05    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737942                      | CUSIP: 3620ARZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       672 | PA      | $669.17       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $290640.17    | 0.01%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126117.25    | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4094                      | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131925 | PA      | $117772.21    | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6574                      | CUSIP: 3140XAJU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329440 | PA      | $276854.96    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9682                      | CUSIP: 31418XXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2869 | PA      | $2967.61      | 0.00%             | 2040-08-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8097                      | CUSIP: 3132DV7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    998507 | PA      | $797967.10    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132148.58    | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0215                      | CUSIP: 3138EGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90986 | PA      | $90072.49     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    205000 | PA      | $212188.33    | 0.00%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7519                      | CUSIP: 3132DVK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    498791 | PA      | $458247.43    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 A3             | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $334008.06    | 0.01%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71377.77     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                           | STATE PUB SCH-A-QSCB           | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50521.04     | 0.00%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103889.72    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    504000 | PA      | $356920.03    | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698375                      | CUSIP: 36296Q2G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45453 | PA      | $44982.77     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $74020.05     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 ASB                | CUSIP: 125039AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22632 | PA      | $22326.62     | 0.00%             | 2050-11-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $180571.47    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103344.39    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205678.11    | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1733                      | CUSIP: 3140XG4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153829 | PA      | $134181.13    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121595.16    | 0.00%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7992000 | PA      | $8182434.34   | 0.17%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359273.41    | 0.01%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    243000 | PA      | $244542.39    | 0.01%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    173000 | PA      | $132485.80    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5109                      | CUSIP: 3133KYVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95950 | PA      | $85228.28     | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395061.14    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08708                      | CUSIP: 3128MJYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31938 | PA      | $31260.72     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9016                      | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1101156 | PA      | $1086974.06   | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $122439.55    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 448335                      | CUSIP: 36208EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       262 | PA      | $268.73       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7528                      | CUSIP: 3132DVLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    517630 | PA      | $417551.50    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 759405                      | CUSIP: 31403VU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13996 | PA      | $14410.32     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445994.73    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735578                      | CUSIP: 31402RFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54598 | PA      | $55205.60     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7920                      | CUSIP: 3140XBYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92832 | PA      | $82135.09     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    205000 | PA      | $138315.64    | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201209.30    | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100801.75    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340197.99    | 0.01%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197262.99    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6614                      | CUSIP: 3132DUK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255975 | PA      | $268514.33    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $355051.77    | 0.01%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0215                      | CUSIP: 31419AGZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80127 | PA      | $77739.04     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | CGCMT 2019-GC43 A4             | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $254142.96    | 0.01%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102576.26    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9226                      | CUSIP: 3140XDHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55269 | PA      | $48814.47     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130911.92    | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199013.30    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $229652.54    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8092                      | CUSIP: 3132DV7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270021 | PA      | $236291.87    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131921.10    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063DC48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94570.89     | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $206395.03    | 0.00%             | 2033-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8511                      | CUSIP: 3132D6N48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214602 | PA      | $197128.81    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94172.30     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $197852.72    | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $127633.77    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6474                      | CUSIP: 36179VFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    581121 | PA      | $515541.80    | 0.01%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $438108.55    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204698.79    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG1387                      | CUSIP: 3133C1RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200412 | PA      | $200911.92    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151205.84    | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783095                      | CUSIP: 36241LNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16443 | PA      | $15898.67     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $392669.06    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129131.00    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4446                      | CUSIP: 31418D5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    226754 | PA      | $194026.32    | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $456406.12    | 0.01%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153734.89    | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6153                      | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    775057 | PA      | $687925.55    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97783.74     | 0.00%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367393.36    | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3377                      | CUSIP: 3138WCXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30973 | PA      | $28792.06     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98889.45     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    180000 | PA      | $156362.22    | 0.00%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19696                      | CUSIP: 3132JBGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53863 | PA      | $48902.44     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $180175.30    | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 990906                      | CUSIP: 31415VYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38087 | PA      | $39321.81     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8568                      | CUSIP: 31417VQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72467 | PA      | $71802.79     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96738.51     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110183.39    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC BANK USA NA               | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    250000 | PA      | $286700.05    | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100208.89    | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98822.02     | 0.00%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                      | CGCMT 2016-C1 A4               | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123376.30    | 0.00%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    260000 | PA      | $279324.66    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49272.11     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $350424.09    | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133859.13    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5109                      | CUSIP: 3140J9VB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34539 | PA      | $33614.97     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 43358BAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $604646.81    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38456                      | CUSIP: 31297UMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11082 | PA      | $11218.92     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275278.22    | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON FINANCING                | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $184306.86    | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0362                      | CUSIP: 3138EGML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18869 | PA      | $19890.05     | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347713.70    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154515.52    | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457866.47    | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    675000 | PA      | $663438.02    | 0.01%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2022-1                                               | DTRT 2022-1 A3                 | CUSIP: 233869AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1992 | PA      | $1992.18      | 0.00%             | 2026-02-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82795                       | CUSIP: 36225FC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8837 | PA      | $8993.14      | 0.00%             | 2041-04-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    944000 | PA      | $557710.72    | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299742.79    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4157                      | CUSIP: 31418DTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1767917 | PA      | $1334574.75   | 0.03%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117406.15    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                  | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $100106.28    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0262                      | CUSIP: 3140Y6JG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    590589 | PA      | $605122.75    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303268.87    | 0.01%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5113                      | CUSIP: 3133KYVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215693 | PA      | $178793.18    | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M10 A2                | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $194743.80    | 0.00%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8307                      | CUSIP: 3132DWGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    576512 | PA      | $566149.65    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103552.26    | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704175                      | CUSIP: 36296XJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12638 | PA      | $12774.67     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197826.14    | 0.00%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172153.82    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70688.21     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $226655.74    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K744 A2                   | CUSIP: 3137H1Z33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95537 | PA      | $89496.36     | 0.00%             | 2028-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7508                      | CUSIP: 3132DVKV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    242266 | PA      | $222043.96    | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33758.01     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3936                      | CUSIP: 3140X7LS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26024 | PA      | $24904.36     | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    780000 | PA      | $811201.97    | 0.02%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4516                      | CUSIP: 3140X8AS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129551 | PA      | $119391.92    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138039.41    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15537                      | CUSIP: 3128MELS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15234 | PA      | $14971.38     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    852000 | PA      | $831765.89    | 0.02%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109273.07    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152618.94    | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84500.29     | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201298.49    | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2351000 | PA      | $2164573.04   | 0.04%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197671.26    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 AS               | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48874.13     | 0.00%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62304.92     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 AS               | CUSIP: 07335CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23002.07     | 0.00%             | 2052-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37669.45     | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $347731.58    | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2086                      | CUSIP: 3138EJJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1615 | PA      | $1676.39      | 0.00%             | 2042-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                | HOWARD UNIV                    | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43632.70     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105868.43    | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5764                      | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    108243 | PA      | $105273.71    | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05122                      | CUSIP: 3128M7AX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24658 | PA      | $25569.61     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FP0042                      | CUSIP: 3140XTBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    322992 | PA      | $258122.78    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $107831.95    | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7039                      | CUSIP: 3138WGZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48646 | PA      | $47553.13     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0977                      | CUSIP: 3140XGCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425421 | PA      | $373610.28    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180969.91    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48967.19     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $710678.75    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4665                      | CUSIP: 3140XLFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173656 | PA      | $171863.80    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99575.43     | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV           | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     98000 | PA      | $93291.44     | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308340.28    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98086.95     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143872.89    | 0.00%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459880.42    | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 A5              | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $211474.88    | 0.00%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01749                      | CUSIP: 31283H5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16013 | PA      | $16523.91     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    100000 | PA      | $65609.04     | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200668.49    | 0.00%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157813.29    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    600000 | PA      | $576031.75    | 0.01%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3654                      | CUSIP: 3142GUBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    518347 | PA      | $527701.48    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21388.60     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62592.11     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208740.49    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49712.79     | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132842.79    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103444.24    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $483045.90    | 0.01%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2.5 7/25                  | CUSIP: 21H022671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    570000 | PA      | $484426.87    | 0.01%             | 2025-07-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                              | HOAG MEMORIAL                  | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75556.24     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-B            | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $99842.19     | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                                | BMARK 2022-B34 A5              | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $45922.90     | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 A5              | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $241774.45    | 0.01%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M7 A2                 | CUSIP: 3136B1K86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88593 | PA      | $86356.11     | 0.00%             | 2028-03-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123785.48    | 0.00%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |     95000 | PA      | $96390.47     | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188453.17    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143980.07    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $528634.47    | 0.01%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184764.83    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6733                      | CUSIP: 3140XAPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41396 | PA      | $39850.14     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217974.15    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    667000 | PA      | $372423.81    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92414.24     | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5658                      | CUSIP: 31418FJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    444951 | PA      | $450510.31    | 0.01%             | 2045-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0139                      | CUSIP: 36179MEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8792 | PA      | $8675.16      | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51571.33     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4392                      | CUSIP: 3140QP3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286107 | PA      | $274695.56    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2722                      | CUSIP: 3138WQAY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    359768 | PA      | $326741.47    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0824                      | CUSIP: 3132DM4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    369197 | PA      | $311534.93    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180286.93    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 393374                      | CUSIP: 36205K6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        60 | PA      | $60.22        | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3960                      | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    339442 | PA      | $296818.98    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1680                      | CUSIP: 36179N2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13739 | PA      | $13921.86     | 0.00%             | 2044-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30440.02     | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125632.94    | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1273                      | CUSIP: 31418AMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27894 | PA      | $26119.62     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    129000 | PA      | $129229.32    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8267                      | CUSIP: 3132DWFG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    661108 | PA      | $652426.78    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A5              | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43702.85     | 0.00%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201194.65    | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9191000 | PA      | $8847414.59   | 0.18%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204664.13    | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92556.22     | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2521                      | CUSIP: 36179QYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    127054 | PA      | $117309.45    | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00530                      | CUSIP: 31292GST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        39 | PA      | $40.10        | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345914.65    | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 A4               | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73687.65     | 0.00%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6983                      | CUSIP: 3140QEXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202212 | PA      | $162105.51    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2832                      | CUSIP: 31418CEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    366052 | PA      | $347438.21    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 934582                      | CUSIP: 31412TXK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       348 | PA      | $366.32       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5098                      | CUSIP: 3140J9UY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99215 | PA      | $99307.13     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3822                      | CUSIP: 3140XKG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280952 | PA      | $287532.05    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46903.05     | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    275000 | PA      | $230768.42    | 0.00%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128338.04    | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $229833.06    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732087                      | CUSIP: 3620AKJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115618 | PA      | $114337.28    | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    214000 | PA      | $215911.49    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 A4              | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73702.52     | 0.00%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457288.43    | 0.01%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260158.44    | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630346.33    | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4723                      | CUSIP: 3140X8G92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18636 | PA      | $14068.10     | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American University/The                                                          | AMERICAN UNIV                  | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82792.50     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 378262                      | CUSIP: 31377JFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        32 | PA      | $33.61        | 0.00%             | 2027-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08796                      | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    402555 | PA      | $369306.11    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9135                      | CUSIP: 3140QVEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286560 | PA      | $291393.53    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324336.58    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139347.12    | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5694                      | CUSIP: 3132DTKF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    298382 | PA      | $308172.80    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    160000 | PA      | $164400.00    | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                   | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50248.78     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 AS              | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69601.69     | 0.00%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7937                      | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1101088 | PA      | $973605.51    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9229                      | CUSIP: 3138ERHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22501 | PA      | $22178.60     | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8406600 | PA      | $8513652.75   | 0.18%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    204000 | PA      | $207743.52    | 0.00%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4740                      | CUSIP: 3140HJHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55888 | PA      | $52748.91     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08818                      | CUSIP: 3128MJ4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    114509 | PA      | $111328.52    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    370000 | PA      | $327839.65    | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    265000 | PA      | $246542.61    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98536.24     | 0.00%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $211116.85    | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101677.95    | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296151.90    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5023                      | CUSIP: 31418ESM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180125 | PA      | $176242.19    | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    525000 | PA      | $536366.95    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $195863.51    | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4801                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    108252 | PA      | $107167.67    | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256939                      | CUSIP: 31371NLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3366 | PA      | $3650.00      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 879023                      | CUSIP: 31409USL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       987 | PA      | $1015.55      | 0.00%             | 2036-02-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55134.77     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4742                      | CUSIP: 3138M8HU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63881 | PA      | $62742.80     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4206                      | CUSIP: 31418DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    480735 | PA      | $441683.06    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5342                      | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47236 | PA      | $44524.14     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1374                      | CUSIP: 3140XGQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    695886 | PA      | $602219.88    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199196.73    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                   | BMWLT 2025-1 A3                | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201144.56    | 0.00%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196013.50    | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487201.07    | 0.01%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108373.33    | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101775.99    | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4654                      | CUSIP: 31418EE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1007146 | PA      | $908285.11    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    180000 | PA      | $204278.69    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321070.96    | 0.01%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15707600 | PA      | $13591369.09  | 0.28%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 590080                      | CUSIP: 31387PQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2258 | PA      | $2374.97      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $159161.54    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250641.95    | 0.01%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194916.48    | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 B                 | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20105.56     | 0.00%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    208000 | PA      | $206669.45    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175990.74    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1048                      | CUSIP: 3132CXEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1247077 | PA      | $1189180.73   | 0.02%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207678.28    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1525000 | PA      | $1745972.50   | 0.04%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100534.40    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | MSC 2016-UB11 A4               | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195633.34    | 0.00%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5090                      | CUSIP: 3133KYUP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    723825 | PA      | $623818.67    | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K739 A2                   | CUSIP: 3137F64P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24723 | PA      | $23449.10     | 0.00%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    165474 | PA      | $150329.56    | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6684                      | CUSIP: 36179VM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18948 | PA      | $18275.40     | 0.00%             | 2035-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161451.46    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    175000 | PA      | $137519.74    | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 A3                | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302393.25    | 0.01%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A3               | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $147460.71    | 0.00%             | 2049-07-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153239.60    | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181688.00    | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103210.90    | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129649.37    | 0.00%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98301.15     | 0.00%             | 2027-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16505                      | CUSIP: 3128MFNW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104053 | PA      | $102588.31    | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0933                      | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    401494 | PA      | $365856.14    | 0.01%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3058                      | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    357751 | PA      | $338663.28    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1059                      | CUSIP: 31418AE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86650 | PA      | $84907.53     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8073                      | CUSIP: 3132D56J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110737 | PA      | $99311.38     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K088 A2                   | CUSIP: 3137FKZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $271592.92    | 0.01%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787109                      | CUSIP: 3622ACYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185828 | PA      | $194565.45    | 0.00%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 AS              | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102692.46    | 0.00%             | 2057-09-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                    | BGC GROUP INC                  | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101429.59    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75351.40     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    421000 | PA      | $412175.18    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39436.47     | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4856                      | CUSIP: 3140J9ME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47760 | PA      | $45599.61     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7795                      | CUSIP: 3133KPUU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    311167 | PA      | $307494.22    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    450000 | PA      | $452843.11    | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                  | AMCAR 2023-1 A3                | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36898 | PA      | $37041.78     | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246448.61    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     29000 | PA      | $32752.34     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5715300 | PA      | $5764192.62   | 0.12%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171932.06    | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379313.65    | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162908.32    | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91164.33     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130231.41    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349753.55    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0361                      | CUSIP: 3132CWMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    146452 | PA      | $140980.33    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $236243.12    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7216                      | CUSIP: 3140QFAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236574 | PA      | $189652.37    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6760                      | CUSIP: 3132DUQM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    231715 | PA      | $227959.10    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174065.01    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-1 A1A                | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50100.35     | 0.00%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    314000 | PA      | $343827.70    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128958.12    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108813.36    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0543                      | CUSIP: 3138EGS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113619 | PA      | $114946.89    | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0291                      | CUSIP: 31427MKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    457796 | PA      | $462943.30    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94319.79     | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201983.51    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185777.12    | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194405.42    | 0.00%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125372.55    | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MD ECON DEV CORP-TXBL          | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     75000 | PA      | $74371.67     | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330263.32    | 0.01%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6993000 | PA      | $7079866.14   | 0.15%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367515.13    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110496.77    | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48051.60     | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4322                      | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    211401 | PA      | $199868.57    | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346393.31    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468340.10    | 0.01%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143448.08    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5272                      | CUSIP: 31418E2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    968416 | PA      | $986497.31    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63969.50     | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253319.81    | 0.01%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345288.97    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92765.43     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6061                      | CUSIP: 3140X9WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36866 | PA      | $29727.22     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4563                      | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    747068 | PA      | $621517.56    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $61881.45     | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 AS              | CUSIP: 46645UAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $72981.39     | 0.00%             | 2049-12-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12566000 | PA      | $8336755.63   | 0.17%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5818                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    320649 | PA      | $312252.81    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87168.62     | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178854.78    | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116482.25    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3245                      | CUSIP: 3140XJTB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124245 | PA      | $124788.01    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1507                      | CUSIP: 3132DNU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3340822 | PA      | $2660456.64   | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8057                      | CUSIP: 3132DV5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33899 | PA      | $30836.29     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187445.63    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    625000 | PA      | $629055.71    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106794.24    | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    152000 | PA      | $150638.27    | 0.00%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $192807.84    | 0.00%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8238                      | CUSIP: 3132DWEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    977385 | PA      | $938401.64    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8328                      | CUSIP: 3132DWHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    572240 | PA      | $548476.81    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203691.88    | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     59000 | PA      | $51944.93     | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6542                      | CUSIP: 36179VHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133801 | PA      | $122648.10    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF5841                      | CUSIP: 3133BTP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    274488 | PA      | $275798.81    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    280000 | PA      | $252793.16    | 0.01%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3734                      | CUSIP: 3138ELEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5568 | PA      | $5756.96      | 0.00%             | 2043-06-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1697                      | CUSIP: 3132DN3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156329 | PA      | $150765.00    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08824                      | CUSIP: 3128MJ4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31347 | PA      | $29624.07     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 361102                      | CUSIP: 31376PDF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $2.84         | 0.00%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204980.73    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190396                      | CUSIP: 31368HNM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91160 | PA      | $90377.64     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311079.92    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194684.18    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66847.80     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96097.78     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08741                      | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320167 | PA      | $284944.51    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0717                      | CUSIP: 3132ACYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178203 | PA      | $175059.54    | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-2                                      | MBART 2023-2 A4                | CUSIP: 58769FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51975.38     | 0.00%             | 2031-01-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233739.14    | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $186836.32    | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5               | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43922.08     | 0.00%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    375000 | PA      | $350873.76    | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5149                      | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    459164 | PA      | $405330.71    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57684.44     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79979.03     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216334.70    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    402000 | PA      | $360023.36    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469264.44    | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6218                      | CUSIP: 36179U4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89839 | PA      | $79739.23     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   1500000 | PA      | $1301115.00   | 0.03%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5229                      | CUSIP: 3140XLY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210706 | PA      | $211560.18    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8375                      | CUSIP: 3138WJJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46756 | PA      | $44582.39     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91411.14     | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172760.08    | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $131286.36    | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    503000 | PA      | $491704.15    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0691                      | CUSIP: 3138XBXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56854 | PA      | $54628.51     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC1349                      | CUSIP: 3140ANQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    482950 | PA      | $499440.11    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00702                      | CUSIP: 31292GX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       758 | PA      | $771.81       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252085.27    | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    425000 | PA      | $394559.62    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    186000 | PA      | $169372.80    | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151039.44    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735989                      | CUSIP: 31402RUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9603 | PA      | $9868.67      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    250000 | PA      | $238088.28    | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126796.20    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $174138.04    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8351                      | CUSIP: 3132DWH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    191511 | PA      | $197960.10    | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100973.26    | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                                   | BMWOT 2023-A A3                | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18810 | PA      | $18922.21     | 0.00%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149682.23    | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4541                      | CUSIP: 31418EBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159539 | PA      | $140859.51    | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    162000 | PA      | $141350.80    | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193096.19    | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M7 A2                 | CUSIP: 3136B4QB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178298 | PA      | $171601.88    | 0.00%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10812000 | PA      | $10306876.88  | 0.21%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99063.30     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10308000 | PA      | $7441490.13   | 0.15%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2451                      | CUSIP: 3132DPWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273612 | PA      | $286759.27    | 0.01%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-C                                                    | JDOT 2024-C A4                 | CUSIP: 477911AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99902.38     | 0.00%             | 2031-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    695000 | PA      | $641153.92    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175719.36    | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    272000 | PA      | $277511.11    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241655.05    | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $194618.56    | 0.00%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                 | CUSIP: 092914AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99545.67     | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A5              | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73318.70     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995515                      | CUSIP: 31416B3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12207 | PA      | $12100.80     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46867.25     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8574                      | CUSIP: 3132A9Q34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110146 | PA      | $107595.94    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101759.75    | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $195812.28    | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $257523.42    | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153412.18    | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80222.68     | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115674.23    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431583.79    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253951                      | CUSIP: 31371KBU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       732 | PA      | $778.65       | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    112000 | PA      | $133385.42    | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6579                      | CUSIP: 3138EBJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28118 | PA      | $27057.80     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    725000 | PA      | $723734.80    | 0.02%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8806                      | CUSIP: 3140XQYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    438369 | PA      | $441927.85    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280898.21    | 0.01%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98956.12     | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $258690.32    | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40690.12     | 0.00%             | 2045-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $373840.37    | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203270.64    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458643.68    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $419796.52    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M4 A2                 | CUSIP: 3136B35Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263867 | PA      | $255442.04    | 0.01%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469762.21    | 0.01%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4343                      | CUSIP: 31418DZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    496697 | PA      | $373552.56    | 0.01%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K515 A2                   | CUSIP: 3137HBPD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $155769.38    | 0.00%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    674000 | PA      | $758220.18    | 0.02%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98931.99     | 0.00%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69998.96     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174511.91    | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 AS               | CUSIP: 36252HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47364.41     | 0.00%             | 2050-03-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6383400 | PA      | $5701174.13   | 0.12%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 B                 | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1015563.90   | 0.02%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $360321.19    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $68655.17     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    430000 | PA      | $346582.60    | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111843.35    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8293000 | PA      | $8275182.99   | 0.17%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03686                      | CUSIP: 3128M5NB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20530 | PA      | $21670.74     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201779.89    | 0.00%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4818                      | CUSIP: 31418EK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178754 | PA      | $182706.09    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150477.05    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282194.96    | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4500                      | CUSIP: 31418EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2718713 | PA      | $2241022.46   | 0.05%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18717                      | CUSIP: 3128MMYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16854 | PA      | $16841.66     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151745.47    | 0.00%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2334000 | PA      | $2286590.63   | 0.05%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259572.42    | 0.01%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78052.17     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $80793.98     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183192.89    | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102378.08    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7474000 | PA      | $4640886.88   | 0.10%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0898                      | CUSIP: 3140XF7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    380947 | PA      | $332766.63    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2444                      | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142363 | PA      | $128717.13    | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    825000 | PA      | $639983.82    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204194.58    | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174894.18    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-3 Owner Trust                                        | HAROT 2024-3 A3                | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301632.81    | 0.01%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462482                      | CUSIP: 36208VXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       553 | PA      | $563.37       | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5126                      | CUSIP: 3140QCVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93060 | PA      | $81871.50     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     50000 | PA      | $36943.09     | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    221000 | PA      | $226391.36    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4495                        | CUSIP: 36202E7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15694 | PA      | $15549.37     | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C14                                           | UBSCM 2018-C14 A4              | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $221633.19    | 0.00%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115480.46    | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    140000 | PA      | $151384.01    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64407.77     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5135                      | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    479298 | PA      | $409938.24    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    370000 | PA      | $327850.13    | 0.01%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01025                      | CUSIP: 31292HD68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       356 | PA      | $370.09       | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8878                      | CUSIP: 3140QU2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    686077 | PA      | $712611.55    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0091                      | CUSIP: 3618N5C56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1683712 | PA      | $1654003.87   | 0.03%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ            | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    286868 | PA      | $293403.24    | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00470                      | CUSIP: 31292GQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        45 | PA      | $44.94        | 0.00%             | 2026-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248652.19    | 0.01%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-BABS-SUB             | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $89402.41     | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206562.87    | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96966.79     | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $166789.45    | 0.00%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436160.63    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10480000 | PA      | $8548159.35   | 0.18%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0264                      | CUSIP: 3140Y6JJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450055 | PA      | $460567.38    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $210796.27    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88096.98     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4977                      | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    548073 | PA      | $538478.59    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $34748.00     | 0.00%             | 2048-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7408                      | CUSIP: 31417EGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28289 | PA      | $25724.58     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-2                                    | SDART 2021-2 D                 | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7143 | PA      | $7133.17      | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9615                      | CUSIP: 3138WKVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64622 | PA      | $62968.53     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                                            | GSMS 2016-GS2 A4               | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74026.07     | 0.00%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451326                      | CUSIP: 36208HLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        89 | PA      | $89.93        | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8164                      | CUSIP: 3140XQCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    863965 | PA      | $886305.93    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265987.21    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86249                      | CUSIP: 3129325J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54246 | PA      | $53860.13     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40133.39     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303648.69    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399420.89    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6039                      | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    218938 | PA      | $200825.13    | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01589                      | CUSIP: 31283HXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2236 | PA      | $2261.08      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49952.60     | 0.00%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101373.54    | 0.00%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50241.49     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8787                      | CUSIP: 3140XCXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199924 | PA      | $168012.39    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    135000 | PA      | $142510.39    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    102000 | PA      | $104549.03    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                    | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    275000 | PA      | $294371.57    | 0.01%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449552.70    | 0.01%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9174                      | CUSIP: 36179YFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32889 | PA      | $34113.48     | 0.00%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725205                      | CUSIP: 31402CU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31659 | PA      | $31981.20     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-2                        | GMCAR 2022-2 A3                | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10087 | PA      | $10052.12     | 0.00%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0499                      | CUSIP: 3133KTRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    360290 | PA      | $309892.51    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247669.45    | 0.01%             | 2027-12-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    125000 | PA      | $76330.97     | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    750012 | PA      | $706752.56    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3032                      | CUSIP: 3132DQLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    293176 | PA      | $296929.95    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255258.27    | 0.01%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169210.24    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11571000 | PA      | $11240141.72  | 0.23%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9487                      | CUSIP: 3138WKRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16802 | PA      | $15766.41     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $143359.34    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92480.80     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    415000 | PA      | $389610.36    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213357.85    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6008                      | CUSIP: 3140QDVA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230814 | PA      | $209816.22    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A4                | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51240.01     | 0.00%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8244                      | CUSIP: 3132D6ER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106625 | PA      | $108672.88    | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2549                      | CUSIP: 31418BZP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183047 | PA      | $169026.30    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98031.86     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $166171.37    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228246.91    | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90097.21     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0264                      | CUSIP: 31417YJJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10346 | PA      | $10329.58     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49465.18     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $201019.68    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336109.84    | 0.01%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252444.46    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A3               | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83225 | PA      | $81292.18     | 0.00%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0696                      | CUSIP: 3140XFX22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    524238 | PA      | $459082.52    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96334 | PA      | $94595.66     | 0.00%             | 2032-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246877.85    | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0695                      | CUSIP: 3138XBXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26433 | PA      | $26099.96     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100193.16    | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO ARPT-BABS-B            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $137804.36    | 0.00%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $127215.38    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9368000 | PA      | $9406057.50   | 0.20%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K742 A2                   | CUSIP: 3137FYZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $188682.26    | 0.00%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A4              | CUSIP: 07337AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103168.73    | 0.00%             | 2062-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268500.98    | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 A3                | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $69983.47     | 0.00%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171684.51    | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    134000 | PA      | $138213.05    | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $397686.90    | 0.01%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $512371.87    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                   | CARMX 2023-4 A4                | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51672.33     | 0.00%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $62376.18     | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227168.94    | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    831000 | PA      | $800150.23    | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                   | SAN JOSE REDEV-A-T             | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $92390.59     | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147839.29    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8492                      | CUSIP: 3132DWNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    580683 | PA      | $569201.60    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786630                      | CUSIP: 3622ACHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    346057 | PA      | $349197.03    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54493.46     | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265151.81    | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $70130.93     | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87434.79     | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207758.80    | 0.00%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $112204.47    | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    413000 | PA      | $391322.32    | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85542.63     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2602                      | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72444 | PA      | $69281.58     | 0.00%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73511.48     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    191000 | PA      | $179034.13    | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M19 A2                | CUSIP: 3136BJRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $236249.09    | 0.00%             | 2031-10-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7559                      | CUSIP: 3140XBMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96741 | PA      | $83533.34     | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $403218.34    | 0.01%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3996                      | CUSIP: 3132E0NM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137493 | PA      | $141334.38    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81721.39     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $288923.87    | 0.01%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE7993                      | CUSIP: 3133BH3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57962 | PA      | $54253.77     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $293548.82    | 0.01%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101123.85    | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92004                      | CUSIP: 3128P8GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142142 | PA      | $138099.34    | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186106.31    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3752                      | CUSIP: 3140QPE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    528604 | PA      | $479194.35    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199471.13    | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4095                      | CUSIP: 31418DRR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    373122 | PA      | $343511.84    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0568                      | CUSIP: 3132DMTZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    355027 | PA      | $284389.06    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    453063 | PA      | $418553.87    | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615490                      | CUSIP: 36290RXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1309 | PA      | $1301.51      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51091.74     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151336.35    | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    225000 | PA      | $249011.55    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0298                      | CUSIP: 3132D9KK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61627 | PA      | $62278.90     | 0.00%             | 2030-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82281.60     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123221.64    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45484.96     | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154374.83    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166512.46    | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273681.24    | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                               | ALLYA 2024-2 A3                | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $79925.50     | 0.00%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1679                      | CUSIP: 36179N2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42697 | PA      | $42144.40     | 0.00%             | 2044-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420939.69    | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    975000 | PA      | $983055.75    | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO3659                      | CUSIP: 3138LUB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107347 | PA      | $100655.45    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance LLC                                          | DUKE ENERGY FL                 | CUSIP: 26444GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65190 | PA      | $62346.10     | 0.00%             | 2031-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198963.09    | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230576.74    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33096.18     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415236.75    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     73000 | PA      | $57697.71     | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $326386.47    | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2959                      | CUSIP: 3138LTJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27377 | PA      | $26364.21     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250609                      | CUSIP: 31371FKW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $23.60        | 0.00%             | 2026-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8800                      | CUSIP: 3140XCX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286413 | PA      | $250636.36    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                       | CNH 2023-B A3                  | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50660.23     | 0.00%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05369                      | CUSIP: 3128M7JN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2431 | PA      | $2564.13      | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3915                      | CUSIP: 3132E0K43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    469510 | PA      | $482530.66    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352585.31    | 0.01%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240650.15    | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8585                      | CUSIP: 3140XCRF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    343398 | PA      | $313338.72    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198129.28    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77325.84     | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85898.40     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213054.84    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4225                      | CUSIP: 31417AVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    197040 | PA      | $185660.80    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61798.51     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $309623.07    | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08688                      | CUSIP: 3128MJXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    457632 | PA      | $435342.91    | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212274.07    | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8518                      | CUSIP: 31417VPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55710 | PA      | $56355.40     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    225000 | PA      | $243237.93    | 0.01%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1098                      | CUSIP: 3140W1GG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    804614 | PA      | $703605.40    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73246.65     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPNG6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2425000 | PA      | $2433101.93   | 0.05%             | 2026-06-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH ST TURNPIKE-A-REF           | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $54274.58     | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93337                      | CUSIP: 312941V61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23735 | PA      | $23542.42     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3956                      | CUSIP: 3140QBME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44326 | PA      | $40418.38     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 AS              | CUSIP: 08162RAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $62243.90     | 0.00%             | 2054-02-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                                                         | PVH CORP                       | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352488.28    | 0.01%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80215.05     | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                              | BACM 2015-UBS7 A4              | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74720.72     | 0.00%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5764                      | CUSIP: 3133KMMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    805588 | PA      | $642787.33    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $176511.35    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53069.50     | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177164.84    | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272020.20    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $101029.72    | 0.00%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00730                      | CUSIP: 31292GY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1219 | PA      | $1242.31      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5111                      | CUSIP: 3140XLVD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250239 | PA      | $252818.34    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 A3                | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45212 | PA      | $45530.36     | 0.00%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01644                      | CUSIP: 31283HZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14126 | PA      | $14548.21     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18571                      | CUSIP: 3128MMT52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44136 | PA      | $42756.14     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8183                      | CUSIP: 3132DWCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1999340 | PA      | $1664585.85   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $66575.24     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159861.46    | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 Commercial Mortgage Trust                                         | CSAIL 2019-C16 A3              | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $261142.56    | 0.01%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4996                      | CUSIP: 3140X8RS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    502862 | PA      | $404539.24    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207815.96    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53751                      | CUSIP: 3132XWEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159702 | PA      | $146511.09    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K075 A2                   | CUSIP: 3137F4X72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $148431.81    | 0.00%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101216.28    | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8178                      | CUSIP: 3132DWCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2647515 | PA      | $2204235.26   | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70909.69     | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8462                      | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    518977 | PA      | $518973.91    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03464                      | CUSIP: 31292KZ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4334 | PA      | $4299.24      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1836                      | CUSIP: 3140XHBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    395732 | PA      | $332441.53    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4962                      | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    382464 | PA      | $352495.86    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08473                      | CUSIP: 3128MJQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153701 | PA      | $144690.61    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 A4               | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $122477.00    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-REF-TXBL            | CUSIP: 13063DGD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $188581.67    | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125706.42    | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250198.64    | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                        | JOHN SEVIER COMB               | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58498 | PA      | $56082.65     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48895.05     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88097.20     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                                         | WOART 2023-A A4                | CUSIP: 98164JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25117.75     | 0.00%             | 2029-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A1                   | CUSIP: 3137FHPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48357 | PA      | $47962.42     | 0.00%             | 2028-04-25      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2683                      | CUSIP: 3138EJ6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7737 | PA      | $7700.12      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $69021.07     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4181                      | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1528014 | PA      | $1153475.66   | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M2 A2                 | CUSIP: 3136B3J50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175239 | PA      | $172052.37    | 0.00%             | 2028-11-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5664                      | CUSIP: 3140X9JJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53139 | PA      | $49269.31     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                   | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88742.40     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270076.04    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    473000 | PA      | $475919.12    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103646.56    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2195000 | PA      | $2103170.11   | 0.04%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1106                      | CUSIP: 31418AGQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129008 | PA      | $124730.29    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                               | ENACT HOLDINGS                 | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129721.90    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199820.01    | 0.00%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101296.23    | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70219.76     | 0.00%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152764.95    | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47764.35     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    775000 | PA      | $770774.29    | 0.02%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    545000 | PA      | $547333.00    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8062                      | CUSIP: 3132DV5X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    645737 | PA      | $565682.68    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128852.09    | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9328                      | CUSIP: 3138MRLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176886 | PA      | $165795.25    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8140                      | CUSIP: 3132D6BH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    353090 | PA      | $314230.30    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3415                      | CUSIP: 31418CYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182609 | PA      | $172352.28    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126427.96    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93153.53     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | HUNTSMAN INTERN                | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84058.71     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33065 | PA      | $32696.44     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209968.08    | 0.00%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    321000 | PA      | $333035.64    | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85437.55     | 0.00%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5585                      | CUSIP: 31418FF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280589 | PA      | $275041.52    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $192435.54    | 0.00%             | 2033-04-19      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    159000 | PA      | $170372.03    | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75612.05     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $79518.97     | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    525000 | PA      | $449065.42    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154648.54    | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60854 | PA      | $58141.70     | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102694.79    | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246764.32    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104064.64    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    218000 | PA      | $115887.79    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17774                      | CUSIP: 3128PXT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18518 | PA      | $18316.33     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362709.10    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4894                      | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    716904 | PA      | $731633.03    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                       | VALET 2023-2 A4                | CUSIP: 92867YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51332.76     | 0.00%             | 2030-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736637                      | CUSIP: 3620AQLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21552 | PA      | $22079.39     | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $554862.68    | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5388                      | CUSIP: 31418E7A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    627727 | PA      | $628115.05    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227954.61    | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3377                      | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61129 | PA      | $57966.25     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191733.51    | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138844.83    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205651.94    | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3802                      | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     98545 | PA      | $88236.58     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197338.11    | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18663                      | CUSIP: 3128MMWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36049 | PA      | $35002.67     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6223                      | CUSIP: 3138EN4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56523 | PA      | $55756.91     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 7/25                    | CUSIP: 21H050672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    580000 | PA      | $569519.86    | 0.01%             | 2025-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204447.55    | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9289                      | CUSIP: 3140QHKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    245899 | PA      | $204343.18    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139859.98    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253796                      | CUSIP: 31371J3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        95 | PA      | $99.81        | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                  | AMCAR 2023-1 C                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25515.94     | 0.00%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4325                      | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5445364 | PA      | $4336403.94   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8474                      | CUSIP: 3132DWMX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    955830 | PA      | $936931.93    | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227443.00    | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8082                      | CUSIP: 3132DV6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    294224 | PA      | $222105.42    | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6758000 | PA      | $6047354.06   | 0.13%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $147970.46    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127636.15    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | AMERICAN ASTS LP               | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99997.26     | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4394                      | CUSIP: 3133BD3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95255 | PA      | $91730.84     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152042.52    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203533.59    | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8268                      | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    657258 | PA      | $659718.46    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251743.87    | 0.01%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510082                      | CUSIP: 36211DUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       239 | PA      | $244.42       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3422000 | PA      | $3338321.39   | 0.07%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103772.61    | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4571                      | CUSIP: 31418ECH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    294405 | PA      | $259991.50    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    585000 | PA      | $596771.82    | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    121000 | PA      | $74970.51     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165057.62    | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220685.39    | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79197.39     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101242.68    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9308                      | CUSIP: 3140QVKW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    458176 | PA      | $452839.39    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49466.11     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641582                      | CUSIP: 36291XXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12830 | PA      | $12959.70     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11735000 | PA      | $11908274.55  | 0.25%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126249.08    | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $179064.22    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8173                      | CUSIP: 3132DWCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1829182 | PA      | $1522917.71   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8130                      | CUSIP: 3140XQA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236311 | PA      | $238672.51    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67663.67     | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4609                      | CUSIP: 31417BDP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    247760 | PA      | $238653.69    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203219.44    | 0.00%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205644.33    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $300487.00    | 0.01%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267337.89    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    475000 | PA      | $538975.71    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6075                      | CUSIP: 3138WFXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43859 | PA      | $41697.48     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6635                      | CUSIP: 3140XNLR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3363314 | PA      | $2912717.00   | 0.06%             | 2053-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259251.10    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37328                      | CUSIP: 31297TD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26648 | PA      | $26990.92     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL COMPUTER                  | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32050.25     | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201955.27    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19802000 | PA      | $16937671.59  | 0.35%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175795.61    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146301.39    | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     50000 | PA      | $60584.47     | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $179728.24    | 0.00%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470535.37    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509040.98    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0654                      | CUSIP: 3140XFWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139144 | PA      | $117672.76    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91854.68     | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $310913.12    | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786757                      | CUSIP: 3622ACME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    259470 | PA      | $261499.72    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284950.48    | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4030                      | CUSIP: 3140QPPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    485248 | PA      | $466954.98    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49538.60     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    975000 | PA      | $974892.11    | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RVR PROJ AGRIC            | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    150000 | PA      | $140375.97    | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7563                      | CUSIP: 3132DVML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    435415 | PA      | $422130.25    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M1S A2                | CUSIP: 3136BQCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140000 | PA      | $140099.19    | 0.00%             | 2033-04-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213895.55    | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 A4               | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146647.46    | 0.00%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154650.74    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $453598.70    | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58731.36     | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4184900 | PA      | $3655085.13   | 0.08%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167405.52    | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 AM               | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48474.39     | 0.00%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212364.90    | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 B                 | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8052 | PA      | $8055.67      | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    440000 | PA      | $439872.10    | 0.01%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738374                      | CUSIP: 3620ASJT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       963 | PA      | $959.51       | 0.00%             | 2026-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $205504.52    | 0.00%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8455                      | CUSIP: 3132DWMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1347127 | PA      | $1391439.65   | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5077                      | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    350991 | PA      | $323488.48    | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233941.55    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                      | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2979112 | PA      | $2377995.30   | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8099                      | CUSIP: 3132DV7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1137148 | PA      | $950661.94    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3378                      | CUSIP: 36179RXF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17694 | PA      | $17391.53     | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202544.86    | 0.00%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192242.50    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137161.56    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152561.09    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254056.74    | 0.01%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182894.52    | 0.00%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406910.95    | 0.01%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 6/25                  | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1705000 | PA      | $1705864.95   | 0.04%             | 2055-06-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6832                      | CUSIP: 31419HSW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3691 | PA      | $3833.38      | 0.00%             | 2040-11-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6020                      | CUSIP: 3132DTVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    359660 | PA      | $368959.79    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2767                      | CUSIP: 3140QNCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    489980 | PA      | $389581.97    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158759.85    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97741.31     | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154315.94    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $739720.09    | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4628                      | CUSIP: 31418EEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    606174 | PA      | $566174.26    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A62998                      | CUSIP: 3128KTKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       142 | PA      | $145.30       | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357484.71    | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                   | BMWLT 2025-1 A4                | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50375.34     | 0.00%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                           | GSMS 2019-GSA1 A4              | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $117896.95    | 0.00%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 AS               | CUSIP: 08162UBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47473.30     | 0.00%             | 2052-01-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD               | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    242000 | PA      | $243554.98    | 0.01%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213752.04    | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     75000 | PA      | $67122.44     | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $113322.69    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9816                      | CUSIP: 3140XD4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92640 | PA      | $86816.50     | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733583                      | CUSIP: 3620AL6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10442 | PA      | $10327.25     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3726                      | CUSIP: 3133KKD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225265 | PA      | $178614.66    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 344561                      | CUSIP: 31375TWW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        75 | PA      | $75.18        | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4635                      | CUSIP: 3140X8EH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52342 | PA      | $41960.29     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 A5              | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86336.64     | 0.00%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A2                 | CUSIP: 3137FLYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $96182.72     | 0.00%             | 2031-03-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1365                      | CUSIP: 3132CXQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    316138 | PA      | $321815.12    | 0.01%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    148000 | PA      | $156239.89    | 0.00%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 AS              | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69362.95     | 0.00%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52171.19     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    140000 | PA      | $90891.76     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9905                      | CUSIP: 36180AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    311484 | PA      | $306182.39    | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549266.15    | 0.01%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5991                      | CUSIP: 3138WTUR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101126 | PA      | $91250.36     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457782                      | CUSIP: 36208QRB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        63 | PA      | $63.37        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    585000 | PA      | $540555.25    | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69249.74     | 0.00%             | 2054-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5131                      | CUSIP: 3133KYVY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346505 | PA      | $296498.21    | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136621.65    | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW1845                      | CUSIP: 3140MTBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265699 | PA      | $264882.52    | 0.01%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00665                      | CUSIP: 31292GW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       138 | PA      | $140.17       | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50161.15     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145654.68    | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $315959.65    | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                  | COMM 2014-CR15 B               | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14095 | PA      | $13745.54     | 0.00%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    405000 | PA      | $305526.06    | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70950.09     | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96685.19     | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | WFCM 2024-C63 A5               | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102111.27    | 0.00%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55813.23     | 0.00%             | 2029-06-01      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6400                      | CUSIP: 3132DUDD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147582 | PA      | $155088.53    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202060.45    | 0.00%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8025                      | CUSIP: 3140QF4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151118 | PA      | $125579.81    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    467000 | PA      | $476609.30    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92828.04     | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K745 A2                   | CUSIP: 3137H2NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $46580.00     | 0.00%             | 2028-08-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7811000 | PA      | $3752026.04   | 0.08%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 816872                      | CUSIP: 31406QQZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6327 | PA      | $6522.08      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102366.63    | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $174763.07    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114686.76    | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205452.56    | 0.00%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735141                      | CUSIP: 31402QWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11350 | PA      | $11699.61     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                | BMARK 2019-B15 A5              | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $212518.60    | 0.00%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $140597.93    | 0.00%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98448.81     | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $113451.50    | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8064                      | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    197653 | PA      | $185933.94    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-TXB-C-BABS          | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104598.90    | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141367.47    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188074.18    | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6846                      | CUSIP: 3132DUTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    638340 | PA      | $663427.47    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418264.67    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWES COMPANIES                | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     67000 | PA      | $71857.37     | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190027.82    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    259000 | PA      | $282816.61    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108798.10    | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148249.69    | 0.00%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206144.39    | 0.00%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109033.20    | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K759 A2                   | CUSIP: 3137HJZS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $512646.00    | 0.01%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206380.72    | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73770.19     | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100482.61    | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 A5              | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $393705.16    | 0.01%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194992.72    | 0.00%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247136.67    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44210.70     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2022-C                                                    | JDOT 2022-C A4                 | CUSIP: 47800BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50339.33     | 0.00%             | 2029-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4344                      | CUSIP: 3132E0ZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262201 | PA      | $271154.15    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 988453                      | CUSIP: 31415TBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14726 | PA      | $15509.52     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83830.44     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                 | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100756.91    | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5342                      | CUSIP: 3138AW5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2449 | PA      | $2428.85      | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83143.37     | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176859.20    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175801.66    | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393199.48    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-TXB-S3           | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112220.47    | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538524.15    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK5185                      | CUSIP: 3138E9XP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7761 | PA      | $8085.49      | 0.00%             | 2042-03-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ1441                      | CUSIP: 3138ASS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9477 | PA      | $9400.05      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290321.26    | 0.01%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207728.91    | 0.00%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C19566                      | CUSIP: 31293FTX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1486 | PA      | $1512.80      | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581115                      | CUSIP: 36201ESC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2380 | PA      | $2443.94      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-168 A2                  | CUSIP: 3137HJ6C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $193087.34    | 0.00%             | 2034-12-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    300000 | PA      | $277330.77    | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83283.62     | 0.00%             | 2039-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87615.45     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307771.42    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    675000 | PA      | $656098.20    | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47221                      | CUSIP: 3128K8AW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9694 | PA      | $9808.01      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204987.64    | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3182                      | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173179 | PA      | $159102.38    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    201000 | PA      | $202620.50    | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $88060.01     | 0.00%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A1                   | CUSIP: 3137H13N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42649 | PA      | $38985.37     | 0.00%             | 2030-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $71340.01     | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $148136.90    | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DE4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22205.23     | 0.00%             | 2044-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9279                      | CUSIP: 3140GYJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33496 | PA      | $32732.97     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204673.91    | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403304.51    | 0.01%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M2 A2                 | CUSIP: 3136AVKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105869 | PA      | $103721.30    | 0.00%             | 2027-02-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK ARPT-TXB-C-BABS          | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111405.75    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258169.34    | 0.01%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    230000 | PA      | $197171.87    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    363446 | PA      | $331960.71    | 0.01%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    912000 | PA      | $790885.88    | 0.02%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $228999.87    | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-REF-TXBL            | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $304880.37    | 0.01%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9851                      | CUSIP: 3138AP5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29468 | PA      | $29140.34     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150069.93    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1724                      | CUSIP: 3140X44J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168660 | PA      | $147961.51    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8470000 | PA      | $8329053.86   | 0.17%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $260375.56    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97630.22     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08637                      | CUSIP: 3128MJV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30003 | PA      | $28715.70     | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100512.12    | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8650                      | CUSIP: 36179XTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    290853 | PA      | $299711.35    | 0.01%             | 2053-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    263000 | PA      | $266603.80    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $465624.77    | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $103629.57    | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84997                      | CUSIP: 312931RS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36299 | PA      | $36042.75     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1838                      | CUSIP: 36179QBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80739 | PA      | $74746.21     | 0.00%             | 2044-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K738 A2                   | CUSIP: 3137FTFK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $96349.23     | 0.00%             | 2027-01-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243164.96    | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HO               | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     85000 | PA      | $87267.81     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465885.00    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    150000 | PA      | $167111.93    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI DADE-REV-TXBL            | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103057.87    | 0.00%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367225.89    | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8263                      | CUSIP: 3132DWFC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375086 | PA      | $324717.32    | 0.01%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0208                      | CUSIP: 3138EGGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50491 | PA      | $49957.89     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4493                      | CUSIP: 3132E07E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    599928 | PA      | $616566.30    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101237.66    | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63710.05     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3394                      | CUSIP: 3138A4XY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34458 | PA      | $33340.55     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06224                      | CUSIP: 3128M8G99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24800 | PA      | $23447.82     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0024                      | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1479744 | PA      | $1417068.12   | 0.03%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 A5             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $169225.46    | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207162.66    | 0.00%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7683                      | CUSIP: 3140XPRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    581332 | PA      | $585324.49    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995676                      | CUSIP: 31416CCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53802 | PA      | $53356.77     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1449                      | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     84770 | PA      | $81199.69     | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $282132.69    | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05507                      | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56636 | PA      | $57357.04     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C3                                          | CFCRE 2016-C3 A3               | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124351.38    | 0.00%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $143526.20    | 0.00%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     98000 | PA      | $100443.40    | 0.00%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207683.46    | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893885                      | CUSIP: 31410QCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10766 | PA      | $11259.14     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54444.88     | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98523.31     | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3505                      | CUSIP: 3140QN3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    764332 | PA      | $689305.99    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176931.33    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $196282.38    | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147597.34    | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $213293.98    | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4386                      | CUSIP: 31418D2U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    412193 | PA      | $341094.26    | 0.01%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15045000 | PA      | $15133742.03  | 0.31%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A4              | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97823.24     | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781496                      | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11890 | PA      | $12233.46     | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4205                      | CUSIP: 31418DU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    900330 | PA      | $803775.12    | 0.02%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3870                      | CUSIP: 31418DJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381066 | PA      | $320359.60    | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123119.43    | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K069 A2                   | CUSIP: 3137FBU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196273 | PA      | $192640.39    | 0.00%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $228783.07    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $24157.20     | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226653.15    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5216                      | CUSIP: 31418EYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    158383 | PA      | $161340.62    | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3657                      | CUSIP: 31418DB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    326001 | PA      | $315348.21    | 0.01%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A2                 | CUSIP: 3137FL2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $72754.53     | 0.00%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725232                      | CUSIP: 31402CVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71470 | PA      | $72192.45     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    187000 | PA      | $181239.83    | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI0976                      | CUSIP: 3133W7CM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96506 | PA      | $94785.96     | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261356.61    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2310                      | CUSIP: 3132DPR75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    314943 | PA      | $324366.16    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2679                      | CUSIP: 36179Q6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    227942 | PA      | $217991.54    | 0.00%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $184058.33    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239606.00    | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21534.64     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205931.61    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                                  | SIRIUSPOINT LTD                | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $78947.11     | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91432.82     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150587.05    | 0.00%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     50000 | PA      | $37868.99     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $424537.64    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309446.67    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE5069                      | CUSIP: 3140FQT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83331 | PA      | $74564.11     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83463.69     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08615                      | CUSIP: 3128MJVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145020 | PA      | $134852.53    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204710 | PA      | $208886.18    | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265910.55    | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9489                      | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    122411 | PA      | $124719.82    | 0.00%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104717.44    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                               | GMCAR 2023-2 A3                | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35517 | PA      | $35508.64     | 0.00%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7535                      | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1486428 | PA      | $1256131.75   | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111102.44    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    326000 | PA      | $344481.92    | 0.01%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00765                      | CUSIP: 31292GZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1516 | PA      | $1594.57      | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8115                      | CUSIP: 3132DWAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77881 | PA      | $68103.76     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8514                      | CUSIP: 3132DWN74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196307 | PA      | $192426.04    | 0.00%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5018                      | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    570675 | PA      | $509195.55    | 0.01%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    405000 | PA      | $375449.00    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149835.79    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155368.71    | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6529                      | CUSIP: 3140QSHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    436694 | PA      | $439693.29    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505480.29    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QY0236                      | CUSIP: 31426JHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    360000 | PA      | $365990.11    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7631                      | CUSIP: 3140QTPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    538017 | PA      | $568159.09    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241125.13    | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279145.32    | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  43358014 | NS      | $43353678.40  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $250102.03    | 0.01%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1341824.52   | 0.03%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    112000 | PA      | $121039.63    | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 A2                | CUSIP: 3136B56M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228091 | PA      | $214378.97    | 0.00%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2314                      | CUSIP: 3132DPSB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142288 | PA      | $143043.06    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5118                      | CUSIP: 3133KYVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    421087 | PA      | $360994.17    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103518.47    | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    600000 | PA      | $614039.54    | 0.01%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $196502.89    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7550                      | CUSIP: 3132DVL78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    370212 | PA      | $326050.38    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9171                      | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2332430 | PA      | $2346301.93   | 0.05%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70824.90     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $140279.22    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0208                      | CUSIP: 31418MGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17888 | PA      | $18835.48     | 0.00%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9232                      | CUSIP: 3140E2HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39711 | PA      | $38767.39     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    395000 | PA      | $371093.90    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99042.11     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4050                        | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4641 | PA      | $4887.80      | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306836.03    | 0.01%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX4411                      | CUSIP: 3138Y53V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5159 | PA      | $4929.07      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141129.30    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                                            | MBALT 2023-A A3                | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30372 | PA      | $30377.81     | 0.00%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11754600 | PA      | $11491958.16  | 0.24%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203473.12    | 0.00%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K107 A2                   | CUSIP: 3137FRZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $90008.57     | 0.00%             | 2030-01-25      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203021.98    | 0.00%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199850.90    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01883                      | CUSIP: 3128LXCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27324 | PA      | $27666.57     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170690.82    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283134.86    | 0.01%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    119000 | PA      | $110978.72    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207068.68    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73085.61     | 0.00%             | 2043-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1239784.42   | 0.03%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    122000 | PA      | $137530.85    | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81552.18     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199904.72    | 0.00%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $566011.11    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6750                      | CUSIP: 3140QSQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    191646 | PA      | $192243.64    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2841                      | CUSIP: 31418CEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84290 | PA      | $77357.52     | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    119000 | PA      | $105445.46    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    102000 | PA      | $92921.78     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5264                      | CUSIP: 3133KYZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117740 | PA      | $119836.29    | 0.00%             | 2043-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8356000 | PA      | $8363833.75   | 0.17%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14120                      | CUSIP: 3128MCYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7739 | PA      | $7712.97      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260320.10    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    250000 | PA      | $276457.84    | 0.01%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $140150.31    | 0.00%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4714                      | CUSIP: 3140X8GY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235784 | PA      | $198590.07    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $979093.08    | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRNSP DIST-BABS           | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101996.60    | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    675000 | PA      | $721950.60    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0578                      | CUSIP: 3138EGUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1625 | PA      | $1614.88      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08792                      | CUSIP: 3128MJ3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    735027 | PA      | $676154.77    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K126 A2                   | CUSIP: 3137FXYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $223933.20    | 0.00%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0154                      | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    173707 | PA      | $161989.24    | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6997                      | CUSIP: 3138EPX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187957 | PA      | $186086.10    | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204488.08    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    800000 | PA      | $970541.93    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $178565.37    | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | BMARK 2019-B14 A5              | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $210210.86    | 0.00%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 AS               | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46648.84     | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $280868.42    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165733.64    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217683.39    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9909                      | CUSIP: 36180AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    304581 | PA      | $313971.17    | 0.01%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4741                      | CUSIP: 3140XLHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87597 | PA      | $90970.79     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191262.28    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202623.92    | 0.00%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256888.98    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100648.33    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75119.63     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8205                      | CUSIP: 3132D6DJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189308 | PA      | $188726.80    | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $293217.19    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5129                      | CUSIP: 3140XLVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2246040 | PA      | $1882613.76   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4761                      | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    762831 | PA      | $750706.85    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3523                      | CUSIP: 36179R4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62348 | PA      | $61514.62     | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144357.76    | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK7766                      | CUSIP: 3138ECTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43431 | PA      | $42739.44     | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4080                      | CUSIP: 3132E0Q96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206581 | PA      | $206902.46    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155754.02    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7874000 | PA      | $5012293.13   | 0.10%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3978                      | CUSIP: 3140X7M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    118887 | PA      | $111503.52    | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7645                      | CUSIP: 3140QFP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    826060 | PA      | $728038.67    | 0.02%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74837.61     | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203004.07    | 0.00%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    225000 | PA      | $180196.22    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121442.30    | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00450                      | CUSIP: 31292GQB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        14 | PA      | $13.61        | 0.00%             | 2026-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $537006.24    | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 A4                 | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $240353.43    | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1016                      | CUSIP: 31418ADW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9366 | PA      | $9026.61      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4965                      | CUSIP: 3140XLQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108303 | PA      | $112759.42    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738904                      | CUSIP: 3620AS3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65319 | PA      | $63021.82     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100188.73    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2446                      | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64973 | PA      | $62126.89     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162546.64    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-3 A                 | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202265.60    | 0.00%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    208000 | PA      | $201719.38    | 0.00%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    500000 | PA      | $298755.94    | 0.01%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A2                   | CUSIP: 3137H4CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $177495.36    | 0.00%             | 2031-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4955                      | CUSIP: 3140XLQH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    446293 | PA      | $439177.11    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                    | JDOT 2023-C A3                 | CUSIP: 47787CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116430 | PA      | $117435.70    | 0.00%             | 2028-05-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38432.56     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 AS              | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $65045.78     | 0.00%             | 2055-01-15      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143115.28    | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $552304.54    | 0.01%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $465384.04    | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5925000 | PA      | $5981009.74   | 0.12%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18951700 | PA      | $16160765.96  | 0.34%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7865000 | PA      | $7935969.36   | 0.16%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    743000 | PA      | $673632.04    | 0.01%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | PLAINS ALL AMER                | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179948.65    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4278                      | CUSIP: 31418DXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    847989 | PA      | $757047.36    | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $502702.91    | 0.01%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11023.15     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 A5               | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $344547.91    | 0.01%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0105                      | CUSIP: 3132CWDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    644984 | PA      | $611493.31    | 0.01%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $172120.26    | 0.00%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8107                      | CUSIP: 3132DWAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1211740 | PA      | $1013020.77   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $168741.72    | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0205                      | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1154901 | PA      | $1156716.68   | 0.02%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447667.63    | 0.01%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 7/25                    | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5245000 | PA      | $4150105.20   | 0.09%             | 2025-07-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BY9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $214112.55    | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202946.27    | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 AS               | CUSIP: 90276CAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48456.39     | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $585367.89    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 AS               | CUSIP: 90276GAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $72580.37     | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202763.97    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4626                      | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    801041 | PA      | $748037.33    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99262.44     | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4837                      | CUSIP: 3138A6LT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2932 | PA      | $3058.71      | 0.00%             | 2041-02-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    794000 | PA      | $493251.43    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0258                      | CUSIP: 3618N5JC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    478355 | PA      | $469876.93    | 0.01%             | 2055-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8570                      | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    915468 | PA      | $921485.25    | 0.02%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3360                      | CUSIP: 3140XJWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310054 | PA      | $312958.68    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $112811.99    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     39000 | PA      | $41781.17     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18576.17     | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED               | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193648.45    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9191000 | PA      | $9143967.91   | 0.19%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5232                        | CUSIP: 36202FY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    109428 | PA      | $102239.28    | 0.00%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    336000 | PA      | $341263.35    | 0.01%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254766                      | CUSIP: 31371K6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6547 | PA      | $6611.59      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44767.70     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8433                      | CUSIP: 3132DWLN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    557274 | PA      | $575691.80    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137614.12    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO 2023-C5 A5                 | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52149.67     | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $97965.06     | 0.00%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-4                        | GMCAR 2023-4 A3                | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50577.33     | 0.00%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                                                  | YAMANA GOLD INC                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88252.95     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4769                      | CUSIP: 3132A5JN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42887 | PA      | $40518.64     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $464023.09    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52547.58     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781830                      | CUSIP: 36241KA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31480 | PA      | $31774.97     | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144537.59    | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5133                      | CUSIP: 3140X8V38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    197485 | PA      | $187750.20    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10830000 | PA      | $7623304.69   | 0.16%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226491.94    | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2677300 | PA      | $2681483.28   | 0.06%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151026.08    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08650                      | CUSIP: 3128MJWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53860 | PA      | $49848.99     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $302076.13    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 843484                      | CUSIP: 31407XCV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3816 | PA      | $3943.61      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224949.63    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178241.43    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485484.08    | 0.01%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3938                      | CUSIP: 31418DLU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25840 | PA      | $24316.35     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7708000 | PA      | $7857342.50   | 0.16%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197073.56    | 0.00%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10068500 | PA      | $9796335.86   | 0.20%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    152000 | PA      | $164096.95    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    198000 | PA      | $196428.14    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                   | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153641.27    | 0.00%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7706                      | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    835968 | PA      | $739703.12    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $199584.56    | 0.00%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03805                      | CUSIP: 31292LGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200725 | PA      | $189240.12    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $194215.34    | 0.00%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $401646.48    | 0.01%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1527                      | CUSIP: 3142GRVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    880695 | PA      | $897138.04    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91761.83     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERDS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     63000 | PA      | $64024.38     | 0.00%             | 2027-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555880                      | CUSIP: 31385XQ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50623 | PA      | $52021.21     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $425149.66    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $205713.13    | 0.00%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 772360                      | CUSIP: 31404MB56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3286 | PA      | $3321.85      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74286.25     | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113287.16    | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00489                      | CUSIP: 31292GRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        61 | PA      | $61.48        | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339044.23    | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692131.51    | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $187236.84    | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BV2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    125000 | PA      | $141106.71    | 0.00%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99723.32     | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65749.61     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786642                      | CUSIP: 3622ACHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    273156 | PA      | $279182.93    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88017.66     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $350927.97    | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200935.25    | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $142845.43    | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20720400 | PA      | $20508339.55  | 0.43%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123978.91    | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50961.28     | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     89000 | PA      | $76559.07     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143511.17    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $256917.92    | 0.01%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8217                      | CUSIP: 3132D6DW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    221841 | PA      | $224174.53    | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54934.14     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    405000 | PA      | $352978.86    | 0.01%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9071                      | CUSIP: 3133KRCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145229 | PA      | $148848.22    | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $109566.52    | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36526.39     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433384.32    | 0.01%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344879.82    | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45832.41     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8512                      | CUSIP: 3132D6N55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219317 | PA      | $201912.29    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7569                      | CUSIP: 3132DVMS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    652522 | PA      | $671842.50    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0833                      | CUSIP: 3138Y14T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88299 | PA      | $82125.12     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01315                      | CUSIP: 31283HN84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $9.58         | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    684000 | PA      | $682789.21    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8805                      | CUSIP: 3138ETYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62099 | PA      | $57773.77     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8136                      | CUSIP: 3132D6BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    712071 | PA      | $633703.13    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-B                                              | FORDO 2022-B A3                | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6538 | PA      | $6533.91      | 0.00%             | 2026-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6820                      | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    417472 | PA      | $370018.09    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8188                      | CUSIP: 3132DWCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2109118 | PA      | $1675636.94   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45666.59     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08702                      | CUSIP: 3128MJX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43391 | PA      | $40078.36     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39728.21     | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181362.93    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1326                      | CUSIP: 3140XGPL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    357689 | PA      | $318322.99    | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154809.78    | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    725000 | PA      | $606164.76    | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    144000 | PA      | $127335.24    | 0.00%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10058000 | PA      | $10111433.13  | 0.21%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1390                      | CUSIP: 3128NHRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2759 | PA      | $2840.09      | 0.00%             | 2036-12-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                                              | DENTSPLY SIRONA                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136897.56    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 C                 | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51858.82     | 0.00%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7138                      | CUSIP: 36179V4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    163613 | PA      | $149872.96    | 0.00%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890755                      | CUSIP: 31410LTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30657 | PA      | $29229.88     | 0.00%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B22 Mortgage Trust                                                | BMARK 2020-B22 A5              | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85927.27     | 0.00%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98510.15     | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136053.37    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1859                      | CUSIP: 3132AEB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    350571 | PA      | $350787.52    | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00815                      | CUSIP: 31283G3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        57 | PA      | $60.22        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146897.58    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203133.64    | 0.00%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3429                      | CUSIP: 3138EKY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47867 | PA      | $47371.90     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202369.46    | 0.00%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0909                      | CUSIP: 3140HEAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    345455 | PA      | $326051.45    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class AA Pass Through Trust                             | AM AIRLN 17-1 AA               | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30750 | PA      | $29725.08     | 0.00%             | 2030-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154483.48    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8128000 | PA      | $7555547.48   | 0.16%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6913                      | CUSIP: 3140XAVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22996 | PA      | $21213.15     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102540.16    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC               | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    250000 | PA      | $289532.02    | 0.01%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4398                      | CUSIP: 31418D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2444567 | PA      | $1944434.02   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    673000 | PA      | $654226.19    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3775                      | CUSIP: 3132E0FQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    857787 | PA      | $859121.22    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132229.62    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08715                      | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    141976 | PA      | $126490.06    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2270250 | PA      | $1671471.56   | 0.03%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1515 A2                 | CUSIP: 3137FTZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $119537.96    | 0.00%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7948                      | CUSIP: 3133KPZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    328944 | PA      | $330380.88    | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95257                      | CUSIP: 312943ZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28304 | PA      | $26774.09     | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9869                      | CUSIP: 3138ER6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54573 | PA      | $53000.65     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    925000 | PA      | $828159.30    | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4718                      | CUSIP: 3132A5G33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177977 | PA      | $168480.62    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    395000 | PA      | $420543.11    | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                         | US BANK NA OHIO                | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250285.35    | 0.01%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94335.09     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257132                      | CUSIP: 31371NSV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       706 | PA      | $707.92       | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1223                      | CUSIP: 36179NLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133923 | PA      | $121865.49    | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276699.70    | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96287.73     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74818.46     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6631                      | CUSIP: 3140KELM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300209 | PA      | $241509.81    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1762                      | CUSIP: 36179N5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94243 | PA      | $93022.28     | 0.00%             | 2044-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $477469.16    | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class AA Pass Through Trust                               | UNTD AIR 16-1 AA               | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120851 | PA      | $115476.08    | 0.00%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $211046.94    | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125582.03    | 0.00%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48188.38     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    615000 | PA      | $581092.33    | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $154329.81    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AQ6652                      | CUSIP: 36189XL93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83895 | PA      | $77111.31     | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13743                      | CUSIP: 3132HQEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91171 | PA      | $83050.78     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140811.71    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241908.56    | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289817.04    | 0.01%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67715                      | CUSIP: 3132XCSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    281173 | PA      | $275208.69    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142110.70    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5497                      | CUSIP: 31418FDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    541943 | PA      | $541939.41    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1840                      | CUSIP: 36179QBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60321 | PA      | $59544.15     | 0.00%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ3250                      | CUSIP: 3133CTTF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    285224 | PA      | $294962.36    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781988                      | CUSIP: 36241KF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12947 | PA      | $13077.24     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENER               | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134703.67    | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A1                   | CUSIP: 3137H73Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96754 | PA      | $90640.51     | 0.00%             | 2055-04-25      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187972.72    | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8068                      | CUSIP: 3132D56D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    201950 | PA      | $181112.08    | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8069                      | CUSIP: 3132DV6E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45377 | PA      | $41248.87     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08705                      | CUSIP: 3128MJYB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216620 | PA      | $192992.19    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 408276                      | CUSIP: 36206DQ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        58 | PA      | $58.32        | 0.00%             | 2026-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4426                      | CUSIP: 36179S4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51565 | PA      | $50718.20     | 0.00%             | 2032-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97612.45     | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469605.60    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0367                      | CUSIP: 3618N5MR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    917524 | PA      | $931389.35    | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9316                      | CUSIP: 3140QVK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280103 | PA      | $276228.25    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5122                      | CUSIP: 3133KYVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    234080 | PA      | $207254.64    | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    235000 | PA      | $245006.05    | 0.01%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                   | BMWLT 2024-1 A3                | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100341.35    | 0.00%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    550000 | PA      | $472140.19    | 0.01%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268132.66    | 0.01%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8350                      | CUSIP: 3140QUH41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    441044 | PA      | $449278.53    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4437                      | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2484244 | PA      | $1975993.19   | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482381.70    | 0.01%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5529                      | CUSIP: 31418FEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    233996 | PA      | $223785.36    | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61543.64     | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4733                      | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1063353 | PA      | $1020940.49   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76491.78     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249483.94    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177092.74    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93546.32     | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: 404280AE9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109483.93    | 0.00%             | 2032-11-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152108.79    | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87476.18     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759088                      | CUSIP: 36230UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47916 | PA      | $46263.38     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8231                      | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    771769 | PA      | $740986.43    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288989.04    | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $166432.74    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4396                      | CUSIP: 3140QP3E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    359985 | PA      | $346076.91    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8889000 | PA      | $8340382.03   | 0.17%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    294000 | PA      | $298917.63    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242620.98    | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274924.41    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | JPMCC 2015-JP1 A5              | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74345.44     | 0.00%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0533                      | CUSIP: 3142GQSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    242939 | PA      | $257308.28    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $469692.13    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0799                      | CUSIP: 3138LQ3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3942 | PA      | $3891.13      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-A                                          | HDMOT 2023-A A3                | CUSIP: 41285JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29491 | PA      | $29551.24     | 0.00%             | 2027-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | JPMCC 2016-JP3 A5              | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244241.70    | 0.01%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    512000 | PA      | $532198.13    | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | KONINKLIJKE                    | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     37000 | PA      | $37765.39     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11360000 | PA      | $10531075.00  | 0.22%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0149                      | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    313011 | PA      | $321566.76    | 0.01%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74443.70     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU8740                      | CUSIP: 3140MAWA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18746 | PA      | $17505.97     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $180364.08    | 0.00%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY               | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169300.07    | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    325000 | PA      | $213491.73    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85720.78     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8336                      | CUSIP: 3128UGUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2028 | PA      | $2103.73      | 0.00%             | 2041-06-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K749 AM                   | CUSIP: 3137H74Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $46456.19     | 0.00%             | 2029-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6925                      | CUSIP: 3138WGVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14485 | PA      | $14113.32     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737946                      | CUSIP: 3620ARZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       672 | PA      | $669.04       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2946                      | CUSIP: 3140XJHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    231131 | PA      | $228817.97    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136335.63    | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178268.10    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102248.11    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4288                      | CUSIP: 3138X3XS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181575 | PA      | $174748.36    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $187834.25    | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127370.77    | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145517.24    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    235000 | PA      | $203603.15    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $438397.59    | 0.01%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $248725.94    | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $430188.03    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50145.09     | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $717643.58    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8420000 | PA      | $8505515.63   | 0.18%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 A3                | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100497.49    | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2879                      | CUSIP: 31418CFV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45841 | PA      | $43438.41     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753837                      | CUSIP: 31403NPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       606 | PA      | $623.79       | 0.00%             | 2033-12-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187800.35    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A3                | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $126070.33    | 0.00%             | 2029-09-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4400                      | CUSIP: 31418D3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267002 | PA      | $232565.37    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995674                      | CUSIP: 31416CCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13473 | PA      | $14189.20     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111827.45    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $178570.27    | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6046                      | CUSIP: 3132DTWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177584 | PA      | $181732.30    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241124.82    | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21162                      | CUSIP: 31306YJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9614 | PA      | $9439.23      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253282.00    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $378826.79    | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176589.78    | 0.00%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163932.92    | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210327.37    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8645000 | PA      | $8694978.91   | 0.18%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36355 | PA      | $36830.97     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                         | LKQ CORP                       | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515157.55    | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enstar Finance LLC                                                               | ENSTAR FINANCE                 | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $100325.49    | 0.00%             | 2042-01-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Tucson AZ                                                                | TUCSON AZ-A-TXBL-COPS          | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $35836.33     | 0.00%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $202617.98    | 0.00%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96094.92     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174258.69    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26542.78     | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $279135.01    | 0.01%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2133                      | CUSIP: 3140XHLP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304236 | PA      | $285816.64    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215846.48    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3463                      | CUSIP: 31418CZ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3757 | PA      | $3753.13      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299626.36    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133818.68    | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-165 A2                  | CUSIP: 3137HHHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205000 | PA      | $203940.27    | 0.00%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A3                | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39043 | PA      | $39279.35     | 0.00%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134337.18    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209078.88    | 0.00%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151040.99    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81743.97     | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199691.27    | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V15 Mortgage Trust                                                | BMARK 2025-V15 A3              | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $262199.85    | 0.01%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209489.08    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-C Owner Trust                                       | TAOT 2022-C A3                 | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20209 | PA      | $20148.84     | 0.00%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72031.46     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 421113                      | CUSIP: 36206TYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       543 | PA      | $547.14       | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    395000 | PA      | $355237.68    | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149836.01    | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503848.73    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM7731                      | CUSIP: 3131Y2SU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22619 | PA      | $21348.72     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC29                                    | CGCMT 2015-GC29 B              | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50431 | PA      | $48413.79     | 0.00%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7767                      | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2065847 | PA      | $1756676.62   | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309474.25    | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZAT          | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $39629.21     | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50882.26     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159882.16    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    225000 | PA      | $228504.96    | 0.00%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3211                      | CUSIP: 31418CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300284 | PA      | $283980.65    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212138.72    | 0.00%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3798                        | CUSIP: 36202EGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12422 | PA      | $13030.59     | 0.00%             | 2035-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WELLS FARGO BANK               | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456600.75    | 0.01%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1790                      | CUSIP: 3142GR7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    382932 | PA      | $398550.10    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    210000 | PA      | $203755.15    | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181394.45    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0217                      | CUSIP: 3140XFG39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1145669 | PA      | $978472.89    | 0.02%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127866.56    | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8488                      | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    365450 | PA      | $341059.55    | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07851                      | CUSIP: 3128MABU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34131 | PA      | $33065.29     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127340.03    | 0.00%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124902.11    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 410250                      | CUSIP: 36206FWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        60 | PA      | $60.44        | 0.00%             | 2025-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7436                      | CUSIP: 31417EHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140388 | PA      | $127733.33    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 A4              | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98414.46     | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                           | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150447.70    | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8112                      | CUSIP: 3138ETAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150595 | PA      | $139624.80    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    260000 | PA      | $215392.56    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405071.47    | 0.01%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200651.96    | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA UNIV REVENUE-B              | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $40927.16     | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2974                      | CUSIP: 3132DQJT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84632 | PA      | $88116.80     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150902.30    | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199460.22    | 0.00%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99212.00     | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2906                      | CUSIP: 3140XJGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    295300 | PA      | $290924.21    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1610                      | CUSIP: 3140XGYG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    192096 | PA      | $179660.48    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141424.00    | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3240                      | CUSIP: 3140QAS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11535 | PA      | $11520.03     | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137844.15    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191175.78    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 A3                | CUSIP: 38013KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202042.70    | 0.00%             | 2029-04-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 AS               | CUSIP: 46648KAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47791.12     | 0.00%             | 2050-10-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1219696.18   | 0.03%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BP1022                      | CUSIP: 3617L7D30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100999 | PA      | $92310.61     | 0.00%             | 2049-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51089.42     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208494.94    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4121                      | CUSIP: 3140QPSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103604 | PA      | $96360.48     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8068                      | CUSIP: 3140XP6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224415 | PA      | $224904.60    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207477.24    | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5716                      | CUSIP: 31417CK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4774 | PA      | $4707.11      | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57278.20     | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6925                      | CUSIP: 3140XNVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1862812 | PA      | $1548006.04   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    270000 | PA      | $227020.13    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    175000 | PA      | $178729.33    | 0.00%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    450000 | PA      | $453755.70    | 0.01%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08242                      | CUSIP: 3128MJHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45556 | PA      | $48081.42     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208264.48    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA TRN FD-RZEDB                | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51267.59     | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131465.77    | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952436                      | CUSIP: 31413QSZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10703 | PA      | $10919.77     | 0.00%             | 2037-09-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    562000 | PA      | $707428.65    | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    474000 | PA      | $466966.06    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75572.76     | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5121                      | CUSIP: 3140XLVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116559 | PA      | $120629.51    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270480.50    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $494603.40    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87000.14     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186429.20    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110246.29    | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725425                      | CUSIP: 31402C4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49791 | PA      | $51225.10     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78701.59     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K104 A2                   | CUSIP: 3137FREH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    445000 | PA      | $411606.22    | 0.01%             | 2030-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1204113.19   | 0.02%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $290340.92    | 0.01%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                      | MBART 2024-1 A3                | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150828.90    | 0.00%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 A3               | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146010.20    | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200421.49    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783771                      | CUSIP: 3622A2FL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    127520 | PA      | $128898.85    | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $140874.15    | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         2 | NC      | $1716.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2021-BNK34                                                                  | BANK 2021-BN34 A5              | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $129343.58    | 0.00%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894177.23    | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401381.34    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZTN          | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $90966.88     | 0.00%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    375000 | PA      | $326486.58    | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121649.45    | 0.00%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582000 | PA      | $541319.02    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75445.64     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204778.96    | 0.00%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433549.00    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 AS              | CUSIP: 065402BF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $46818.81     | 0.00%             | 2062-05-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $409919.19    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563365                      | CUSIP: 36213SZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2295 | PA      | $2361.70      | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2705                      | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238137 | PA      | $211888.70    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    749000 | PA      | $556973.55    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215677.59    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $473805.73    | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3880                      | CUSIP: 3132E0JZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    288424 | PA      | $291937.61    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8341                      | CUSIP: 3132DWHS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    313884 | PA      | $308389.33    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64435.15     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147980.92    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2462                      | CUSIP: 3133A8WX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62388 | PA      | $54595.31     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $183473.99    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199913.35    | 0.00%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781038                      | CUSIP: 36225BEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       657 | PA      | $675.01       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    875000 | PA      | $856777.07    | 0.02%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2283                      | CUSIP: 3138EJRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2278 | PA      | $2246.86      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2471                      | CUSIP: 3133KHW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29945 | PA      | $27239.16     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                    | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186022.41    | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122903.78    | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $566816.29    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5616                      | CUSIP: 3138A7G28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9211 | PA      | $9158.66      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8512                      | CUSIP: 3140QGN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199962 | PA      | $159864.33    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102173.98    | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528285.46    | 0.01%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6473                      | CUSIP: 3138WGFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57083 | PA      | $50844.40     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                        | HAROT 2023-1 A4                | CUSIP: 43815JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25150.36     | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1584                      | CUSIP: 3133KGXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    119474 | PA      | $105371.69    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96223.98     | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    235000 | PA      | $180591.64    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137864.06    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3187                      | CUSIP: 31418CRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    443426 | PA      | $424863.52    | 0.01%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1459                      | CUSIP: 31418ATR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178290 | PA      | $171621.57    | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306721.21    | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188587.52    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147673.51    | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129351.15    | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77910.66     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU LANGONE HOSP               | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $94137.70     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18818                      | CUSIP: 3128PYYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40657 | PA      | $40032.53     | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE9140                      | CUSIP: 31419LEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1457 | PA      | $1512.51      | 0.00%             | 2040-12-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-2                                  | COPAR 2022-2 A3                | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28939 | PA      | $28844.00     | 0.00%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $228683.16    | 0.00%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9827                      | CUSIP: 3138AP4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5478 | PA      | $5689.92      | 0.00%             | 2041-11-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $295604.97    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 AS               | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24130.18     | 0.00%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107436.53    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167363.16    | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193783.24    | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    489980 | PA      | $493200.09    | 0.01%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75112.33     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245025.16    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    540000 | PA      | $554001.15    | 0.01%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733459                      | CUSIP: 3620ALZY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20698 | PA      | $20476.05     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8362                      | CUSIP: 3138WJJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130677 | PA      | $120871.81    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                         | MSC 2015-UBS8 A4               | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74538.92     | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7429                      | CUSIP: 3140XPHF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    132002 | PA      | $134022.91    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3611                      | CUSIP: 3138WDAM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105858 | PA      | $98664.56     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | MSBAM 2015-C27 A4              | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74675.48     | 0.00%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3191                      | CUSIP: 3140XJRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90427 | PA      | $91273.66     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148205.34    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1343                      | CUSIP: 3142GRP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148465 | PA      | $152211.12    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47596.80     | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    175000 | PA      | $193133.49    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    300000 | PA      | $303290.51    | 0.01%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $275557.92    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30158.92     | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193051.87    | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462737.82    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120357.30    | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60440                      | CUSIP: 31335APZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431728 | PA      | $399847.50    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442375.06    | 0.01%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0466                      | CUSIP: 31416HQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9942 | PA      | $9857.70      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198315.05    | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 A5              | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $108322.38    | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284820.78    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211787.79    | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4562                      | CUSIP: 31418EB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    418111 | PA      | $331786.09    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103070.15    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210509.41    | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91036.46     | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254497                      | CUSIP: 31371KUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7526 | PA      | $7746.54      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175081.27    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4651                      | CUSIP: 31418EEZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1620850 | PA      | $1284682.69   | 0.03%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $378129.84    | 0.01%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1457                      | CUSIP: 3140XGTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    167168 | PA      | $132392.43    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50039.59     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 Mortgage Trust                                                       | BMO 2023-C4 A5                 | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50644.72     | 0.00%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251335                      | CUSIP: 31371GEG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        58 | PA      | $60.83        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735224                      | CUSIP: 31402QYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47823 | PA      | $49239.89     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                       | MASTEC INC                     | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103570.77    | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M9 A2                 | CUSIP: 3136ATYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    259514 | PA      | $254691.95    | 0.01%             | 2026-06-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149210.12    | 0.00%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                   | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25033.69     | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188372.53    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2862                      | CUSIP: 3138EKFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24898 | PA      | $23968.39     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60392.19     | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0595                      | CUSIP: 3132DMUU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78021 | PA      | $68762.50     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT2760                      | CUSIP: 3140LRB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    302451 | PA      | $251716.25    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888956                      | CUSIP: 31410GTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10375 | PA      | $10670.92     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154319.94    | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $559823.90    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $292875.95    | 0.01%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2806                      | CUSIP: 3138EKDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10278 | PA      | $10650.11     | 0.00%             | 2039-08-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67289.93     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1887                      | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    198016 | PA      | $182178.41    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248378.70    | 0.01%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1904000 | PA      | $1843905.00   | 0.04%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A3                 | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44930 | PA      | $43552.75     | 0.00%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824721.42    | 0.02%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $201413.59    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $495145.58    | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32552.96     | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150398.59    | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4970                      | CUSIP: 3138EMQY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7928 | PA      | $8246.18      | 0.00%             | 2043-09-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $426008.83    | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560051.26    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $207329.59    | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $61747.21     | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRA          | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $75386.59     | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    179000 | PA      | $118473.23    | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201567.09    | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4263                      | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53460 | PA      | $50543.56     | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784138                      | CUSIP: 3622A2S37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    314649 | PA      | $290682.81    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18631                      | CUSIP: 3128MMVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    249207 | PA      | $239779.52    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $195342.82    | 0.00%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50490.42     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173590.59    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4497                      | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    277519 | PA      | $253674.15    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220775.90    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548739.69    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13638                      | CUSIP: 3132HQBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88024 | PA      | $80245.04     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198252.72    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226711.86    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K053 A2                   | CUSIP: 3137BN6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66374 | PA      | $65860.36     | 0.00%             | 2025-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204863.19    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $70289.11     | 0.00%             | 2048-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5261                      | CUSIP: 3132DSZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194200 | PA      | $197553.01    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $85151.87     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722072                      | CUSIP: 31401YFM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2864 | PA      | $2889.14      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    178000 | PA      | $136036.36    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14196200 | PA      | $13824658.76  | 0.29%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890445                      | CUSIP: 31410LHW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125459 | PA      | $121108.51    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203171.53    | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4418                      | CUSIP: 3140QB4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149752 | PA      | $132076.18    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101767.84    | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08771                      | CUSIP: 3128MJ2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112264 | PA      | $106410.43    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260768.68    | 0.01%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9302                      | CUSIP: 36179YKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    241514 | PA      | $225187.57    | 0.00%             | 2053-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                           | UBSCM 2018-C15 A4              | CUSIP: 90278LAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123383.58    | 0.00%             | 2051-12-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     47000 | PA      | $42758.10     | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3741                      | CUSIP: 3132E0EN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162746 | PA      | $170057.09    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186837.03    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242683.43    | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928031                      | CUSIP: 31412LA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17764 | PA      | $18686.02     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0781                      | CUSIP: 36179M2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    134641 | PA      | $119588.04    | 0.00%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0745                      | CUSIP: 3132DMZJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5770486 | PA      | $4649413.07   | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5805                      | CUSIP: 3140X9NX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    307576 | PA      | $279179.84    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2866                      | CUSIP: 31418CFG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224875 | PA      | $213159.28    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377550.76    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K513 A2                   | CUSIP: 3137HBFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101785.14    | 0.00%             | 2028-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 A5               | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $108468.05    | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257532.50    | 0.01%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    229000 | PA      | $233642.34    | 0.00%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179659.02    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141982.73    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89588.21     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K114 A2                   | CUSIP: 3137FVNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $109513.96    | 0.00%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8104                      | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2718236 | PA      | $2051956.64   | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128071.74    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0089                      | CUSIP: 3618N5C31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    691473 | PA      | $642676.13    | 0.01%             | 2054-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1046482.23   | 0.02%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256196.76    | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    610000 | PA      | $610806.12    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G3595                      | CUSIP: 3128QT7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2119 | PA      | $2167.95      | 0.00%             | 2034-12-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51074.79     | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18666                      | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69606 | PA      | $67568.55     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70141.25     | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122178.27    | 0.00%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $323537.87    | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6105                      | CUSIP: 3140X9YB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210321 | PA      | $177012.59    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4989                      | CUSIP: 3140QCRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43397 | PA      | $40905.51     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76435.44     | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $301847.88    | 0.01%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JetBlue 2020-1 Class A Pass Through Trust                                        | JETBLUE AIRWAYS                | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105830 | PA      | $99080.34     | 0.00%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6710                      | CUSIP: 36179VN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    477324 | PA      | $423216.21    | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5483                      | CUSIP: 3140JACV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71108 | PA      | $65328.46     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    260000 | PA      | $246371.91    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5904                      | CUSIP: 3133KMRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1255623 | PA      | $1053238.60   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343127.31    | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO 2023-C5 AS                 | CUSIP: 055988AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $26094.23     | 0.00%             | 2056-06-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    295000 | PA      | $303047.33    | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202769.61    | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05965                      | CUSIP: 3128M76A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90022 | PA      | $89281.81     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735670                      | CUSIP: 31402RJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4568 | PA      | $4691.13      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8165                      | CUSIP: 3132DWCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156429 | PA      | $117646.28    | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C10                                           | UBSCM 2018-C10 A4              | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $171800.34    | 0.00%             | 2051-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785023                      | CUSIP: 3622AAPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40320 | PA      | $39138.72     | 0.00%             | 2034-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8508                      | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    534021 | PA      | $492142.70    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                       | TRUSTEES OF BOS                | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67588.53     | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98088.72     | 0.00%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0624                      | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    479772 | PA      | $437808.92    | 0.01%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | ENEL CHILE SA                  | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    125000 | PA      | $125474.35    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6438                      | CUSIP: 31418UEL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17672 | PA      | $17877.60     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6680                      | CUSIP: 3140KEM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    288273 | PA      | $231907.47    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7504                      | CUSIP: 3140XBKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71830 | PA      | $65812.12     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228123.14    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    325000 | PA      | $325088.24    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8679                      | CUSIP: 3132A9UC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6680 | PA      | $6475.38      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    940000 | PA      | $581169.44    | 0.01%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    325000 | PA      | $340814.63    | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                       | SHIRE ACQ INV IE               | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     14000 | PA      | $13820.93     | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K085 A2                   | CUSIP: 3137FK4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $224910.07    | 0.00%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193516.52    | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206800.36    | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2374                      | CUSIP: 3140QMT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1431929 | PA      | $1202917.57   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK Plc / Brookfield Finance Inc                             | BROOKFIELD F UK                | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    120000 | PA      | $102096.54    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10113000 | PA      | $9801314.20   | 0.20%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BZ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    500000 | PA      | $361357.36    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49734.38     | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99657.67     | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178900.34    | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88289.25     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00563                      | CUSIP: 31292GTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        86 | PA      | $87.82        | 0.00%             | 2027-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT               | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $440140.94    | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564759                      | CUSIP: 36213UMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       289 | PA      | $298.25       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8554                      | CUSIP: 3140QUQG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270220 | PA      | $281579.06    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2784000 | PA      | $2798246.26   | 0.06%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202826.67    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01211                      | CUSIP: 31292HKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2173 | PA      | $2289.13      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $143451.52    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37784.16     | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96057.64     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $262787.22    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201184.94    | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16869500 | PA      | $16985477.81  | 0.35%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200715.76    | 0.00%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $449965.58    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    176000 | PA      | $201520.79    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104843.88    | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0331                      | CUSIP: 3133BMLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60810 | PA      | $56842.98     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4727                      | CUSIP: 3140X8HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93096 | PA      | $90295.70     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191997.15    | 0.00%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $415226.40    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4494                      | CUSIP: 31418D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175801 | PA      | $153017.04    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97349.83     | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K065 A2                   | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    433000 | PA      | $426163.41    | 0.01%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100616.74    | 0.00%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76890.94     | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107527.60    | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55948.88     | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | LEGG MASON INC                 | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119379.26    | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7912000 | PA      | $8057877.50   | 0.17%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183297.68    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 A5              | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43482.14     | 0.00%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $78225.34     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09022                      | CUSIP: 31292SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    118410 | PA      | $107882.04    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    343000 | PA      | $340772.84    | 0.01%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1051479.72   | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308827.47    | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $249677.41    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3930                      | CUSIP: 3140X7LL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    193832 | PA      | $185473.05    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $187588.15    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    590000 | PA      | $611565.68    | 0.01%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                          | CSAIL 2016-C7 A5               | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196913.62    | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928214                      | CUSIP: 31412LGX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2010 | PA      | $2117.59      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99983.88     | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $495837.97    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FV0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $120767.37    | 0.00%             | 2026-10-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134299.33    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964953.56    | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7554                      | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1280498 | PA      | $1079706.39   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4559                      | CUSIP: 3138M8B51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69362 | PA      | $63182.83     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                       | TAOT 2024-C A3                 | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252371.25    | 0.01%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3192                      | CUSIP: 3132DQRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    348266 | PA      | $345107.23    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0987                      | CUSIP: 3140QLCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    522710 | PA      | $438784.93    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AXU63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    550000 | PA      | $554965.95    | 0.01%             | 2026-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $142851.71    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37634.58     | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5115                      | CUSIP: 3133KYVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    292348 | PA      | $259336.39    | 0.01%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4443                      | CUSIP: 3140JL5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15677 | PA      | $15202.01     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0887                      | CUSIP: 3140XF6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216943 | PA      | $189776.56    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8155                      | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2447424 | PA      | $1949001.05   | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAQ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12955.65     | 0.00%             | 2040-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52486.15     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604498                      | CUSIP: 36200MRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2702 | PA      | $2686.20      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                    | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76154.54     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200436.98    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423946                      | CUSIP: 36206W5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        52 | PA      | $52.61        | 0.00%             | 2026-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    210000 | PA      | $174385.71    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51006.90     | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199402.74    | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ- 159           | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80427.29     | 0.00%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7650000 | PA      | $7611451.19   | 0.16%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                  | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131227.34    | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195747.94    | 0.00%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $293252.74    | 0.01%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2646                      | CUSIP: 3138EJ5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5502 | PA      | $5710.63      | 0.00%             | 2042-05-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39626.64     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-C                                              | FORDO 2022-C A3                | CUSIP: 34535AAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20725 | PA      | $20721.46     | 0.00%             | 2026-12-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $457516.43    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2303                      | CUSIP: 3140X5RZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6286 | PA      | $6202.83      | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    388000 | PA      | $378178.85    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                     | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99124.50     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210647.29    | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    710000 | PA      | $718801.06    | 0.01%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K067 A2                   | CUSIP: 3137FAWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $491122.55    | 0.01%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW1205                      | CUSIP: 3140MSKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67472 | PA      | $56069.88     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4805                      | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    757487 | PA      | $726978.16    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195925.28    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1526                      | CUSIP: 3132ADVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41108 | PA      | $39081.32     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139726.09    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11218000 | PA      | $7709307.55   | 0.16%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05936                      | CUSIP: 3128M74V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17804 | PA      | $17285.28     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4289                      | CUSIP: 3140QPXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103060 | PA      | $98949.60     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2023-A2 A                | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $276679.40    | 0.01%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M11 A2                | CUSIP: 3136BF4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $192711.96    | 0.00%             | 2031-03-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103322.91    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4994                      | CUSIP: 31418ERQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142098 | PA      | $139035.18    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K102 A2                   | CUSIP: 3137FQKC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $328861.72    | 0.01%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00544                      | CUSIP: 31283GS99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $23.16        | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09007                      | CUSIP: 31292SAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140518 | PA      | $131902.72    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145145.12    | 0.00%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91875                      | CUSIP: 3128P8CL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40856 | PA      | $39330.40     | 0.00%             | 2036-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1G A2                | CUSIP: 3136BLRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $64388.99     | 0.00%             | 2031-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5231                      | CUSIP: 3140QCY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    277050 | PA      | $253664.80    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $541815.85    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40549.13     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04269                      | CUSIP: 31292LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54974 | PA      | $50339.09     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97930.29     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    148000 | PA      | $144039.52    | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8131                      | CUSIP: 3132D6A83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    678094 | PA      | $603465.16    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $149515.36    | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447415.25    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204350.73    | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7883                      | CUSIP: 3128UGEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       696 | PA      | $721.33       | 0.00%             | 2040-12-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181361.09    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     68398 | PA      | $67933.53     | 0.00%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-HR8                                          | MSC 2020-HR8 A4                | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $57142.96     | 0.00%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 AS             | CUSIP: 17328RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $40269.91     | 0.00%             | 2053-02-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1037                      | CUSIP: 31418AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28125 | PA      | $27219.39     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $90378.83     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196399.92    | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189030.69    | 0.00%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                             | ARES MGMT CORP                 | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141719.74    | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $229385.34    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175363.12    | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247012.24    | 0.01%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 424441                      | CUSIP: 36206XP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       587 | PA      | $593.40       | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67680.72     | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08001                      | CUSIP: 3128MJAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32059 | PA      | $32442.55     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114423.59    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    396000 | PA      | $399340.53    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    775000 | PA      | $765254.59    | 0.02%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2373                      | CUSIP: 3140QMT79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400659 | PA      | $337832.99    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    513000 | PA      | $291127.50    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745133                      | CUSIP: 31403CY62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14007 | PA      | $14463.22     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS HEALTH                | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200035.13    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hercules Capital Inc                                                             | HERCULES CAPITAL               | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200039.73    | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 820113                      | CUSIP: 31406UDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2666 | PA      | $2751.26      | 0.00%             | 2034-11-01      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369720.42    | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4333                      | CUSIP: 3132E0Y63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    423802 | PA      | $439994.15    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1518 A2                 | CUSIP: 3137FXQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $77666.85     | 0.00%             | 2035-10-25      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS KW01 A2                   | CUSIP: 3137BPCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    167893 | PA      | $166693.43    | 0.00%             | 2026-01-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4387                      | CUSIP: 31418D2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    644423 | PA      | $552479.87    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144155.55    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725221                      | CUSIP: 31402CVN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18692 | PA      | $19222.27     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10440000 | PA      | $10658587.50  | 0.22%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7457                      | CUSIP: 31417EJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150378 | PA      | $137443.09    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5132                      | CUSIP: 3140XLV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    676334 | PA      | $586990.42    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3365                      | CUSIP: 3138EKW35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39382 | PA      | $41472.62     | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5681000 | PA      | $5763108.17   | 0.12%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725424                      | CUSIP: 31402C4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61703 | PA      | $63466.86     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    425000 | PA      | $432732.88    | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713162.79    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    425000 | PA      | $416329.44    | 0.01%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786659                      | CUSIP: 3622ACJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    656402 | PA      | $646922.56    | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $236171.76    | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53342.86     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5527                      | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     66449 | PA      | $61075.77     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116496.55    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185159.68    | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252801.67    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3027                      | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117197 | PA      | $110943.88    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2960                      | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    289867 | PA      | $261349.10    | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3444                      | CUSIP: 31418CZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    536710 | PA      | $521131.41    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197204.72    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 A5             | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $100942.95    | 0.00%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9563                      | CUSIP: 3138E2TV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1517 | PA      | $1575.55      | 0.00%             | 2042-01-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217930.35    | 0.00%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25049.42     | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42175.80     | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8004                      | CUSIP: 3132D53M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200507 | PA      | $190659.39    | 0.00%             | 2034-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4754                      | CUSIP: 3140J9H87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113917 | PA      | $105084.92    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $325829.77    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TWY TXB-A-SR PRIOR          | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53544.48     | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K099 A2                   | CUSIP: 3137FPJG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210000 | PA      | $198038.42    | 0.00%             | 2029-09-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8525000 | PA      | $7915595.66   | 0.16%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2230                      | CUSIP: 31418BPQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97320 | PA      | $92838.88     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98858.97     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    385000 | PA      | $410989.52    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196600.20    | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4379                      | CUSIP: 31418D2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2545141 | PA      | $2122978.57   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2201                      | CUSIP: 3140X5NT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    121423 | PA      | $114944.86    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7544                      | CUSIP: 3132DVLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335643 | PA      | $295395.13    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14490                      | CUSIP: 3128PT7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4209 | PA      | $4190.68      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187313.86    | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159812.69    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    248000 | PA      | $248034.67    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3706                      | CUSIP: 3138WDDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48377 | PA      | $45045.69     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231523.09    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $212595.59    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $496825.89    | 0.01%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519261.95    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5229                      | CUSIP: 3138EMY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46200 | PA      | $46729.11     | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754483.51    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03600                      | CUSIP: 31292K7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6799 | PA      | $6415.17      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    126000 | PA      | $92528.56     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 566615                      | CUSIP: 31386LN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2822 | PA      | $2915.59      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2572                      | CUSIP: 3140X52E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319223 | PA      | $273655.88    | 0.01%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91947                      | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36979 | PA      | $37459.02     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114633.67    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 A3                | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40000 | PA      | $39980.31     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    367000 | PA      | $361092.86    | 0.01%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    180596 | PA      | $156827.81    | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78310.22     | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783672                      | CUSIP: 3622A2CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32539 | PA      | $29585.04     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL            | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     75000 | PA      | $49739.44     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214722.73    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431460.79    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203595.00    | 0.00%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J19197                      | CUSIP: 3128Q0GE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41009 | PA      | $40503.41     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07784                      | CUSIP: 3128M96V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    274485 | PA      | $264121.40    | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $133136.46    | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88795.81     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50255.88     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783035                      | CUSIP: 36241LLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51009 | PA      | $50466.30     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $162982.62    | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98469.53     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2219                      | CUSIP: 3142GSPD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    451022 | PA      | $469557.85    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08632                      | CUSIP: 3128MJV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220959 | PA      | $205090.39    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135868.01    | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $326538.02    | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07924                      | CUSIP: 3128MAD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    383028 | PA      | $357469.76    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303921.08    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55796.59     | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3.5 8/25                  | CUSIP: 21H032688<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    530000 | PA      | $479740.05    | 0.01%             | 2025-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102609.41    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9244                      | CUSIP: 36179YHV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    201718 | PA      | $209056.17    | 0.00%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9665                      | CUSIP: 3140XDW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    337360 | PA      | $270342.57    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205027.24    | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    525000 | PA      | $500763.83    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5762                      | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    383525 | PA      | $352754.78    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313628.32    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | MBALT 2025-A A4                | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $126906.16    | 0.00%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188633.24    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $799869.31    | 0.02%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ #168           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $92324.11     | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336592.82    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92992.37     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202653.15    | 0.00%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128484.96    | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234754.05    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3418                      | CUSIP: 3140XJYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    765123 | PA      | $761053.91    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8509                      | CUSIP: 3132D6N22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    593557 | PA      | $546082.86    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    239000 | PA      | $184762.78    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200433.09    | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     72000 | PA      | $60348.70     | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348272.53    | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9667                      | CUSIP: 36179YW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1217725 | PA      | $1197856.00   | 0.02%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M46 A2                | CUSIP: 3136BCFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    244850 | PA      | $217091.94    | 0.00%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A4                | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $81040.54     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203598.67    | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9241                      | CUSIP: 36179YHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    951818 | PA      | $957181.34    | 0.02%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    450000 | PA      | $453043.67    | 0.01%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1375                      | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33954 | PA      | $31500.89     | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    875000 | PA      | $906016.24    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 AS              | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $48520.96     | 0.00%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149348.16    | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99995.64     | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K512 A2                   | CUSIP: 3137HBCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51279.16     | 0.00%             | 2028-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50817.93     | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140539.78    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6109                      | CUSIP: 3138WFYF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1402894 | PA      | $1296752.01   | 0.03%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73427.51     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204458.45    | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $124190.76    | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344678.22    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2994                      | CUSIP: 3132DQKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    404163 | PA      | $338892.70    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                   | CARMX 2022-1 A3                | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12162 | PA      | $12099.54     | 0.00%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9491                      | CUSIP: 36179YRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142060 | PA      | $147172.07    | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | MSBAM 2016-C30 A5              | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195036.06    | 0.00%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152184.82    | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $173887.11    | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133409.23    | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6154                      | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90178 | PA      | $82661.10     | 0.00%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines 2020-1 Class AA Pass Through Trust                               | DELTA AIR 2020AA               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105155 | PA      | $99557.89     | 0.00%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-4                        | GMCAR 2021-4 A3                | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       189 | PA      | $188.75       | 0.00%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 607729                      | CUSIP: 31388LEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5749 | PA      | $5863.83      | 0.00%             | 2031-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3028                      | CUSIP: 31418CLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30564 | PA      | $29330.55     | 0.00%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365435.96    | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7245                      | CUSIP: 3138WHBP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31220 | PA      | $28799.16     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6875                      | CUSIP: 3140QST92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    312499 | PA      | $320872.24    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135104.12    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195243.47    | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74876.58     | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    127000 | PA      | $141572.62    | 0.00%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205104.12    | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175992.30    | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611348.02    | 0.01%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86318.10     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131057.43    | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14426                      | CUSIP: 3132HQ4K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148475 | PA      | $135357.69    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3465                      | CUSIP: 31418CZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31197 | PA      | $30273.59     | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-SER A                    | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    200000 | PA      | $214546.24    | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-181          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $234932.45    | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809635.20    | 0.02%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0013                      | CUSIP: 3142J6AP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1362015 | PA      | $1362218.66   | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47212.05     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                                       | TAOT 2023-A A3                 | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31369 | PA      | $31383.08     | 0.00%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08601                      | CUSIP: 3128MJU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116576 | PA      | $111762.80    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0949                      | CUSIP: 31419BBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210731 | PA      | $203858.39    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220566.91    | 0.00%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231773.16    | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C27                              | JPMBB 2015-C27 A4              | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1411 | PA      | $1361.77      | 0.00%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $55812.44     | 0.00%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $188896.08    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257382.36    | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8044                      | CUSIP: 3132DV5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    687495 | PA      | $602692.74    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $247942.06    | 0.01%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898502.36    | 0.02%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198731.54    | 0.00%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91949                      | CUSIP: 3128P8EW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99919 | PA      | $94450.41     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | CABOT CORP                     | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53706.00     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $117363.91    | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248823.07    | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99178.90     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8994000 | PA      | $8138867.30   | 0.17%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $665950.84    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00509                      | CUSIP: 31292GR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        39 | PA      | $39.96        | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $199335.26    | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407702.05    | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9779                      | CUSIP: 36179Y2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1258800 | PA      | $1261172.83   | 0.03%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08356                      | CUSIP: 3128MJME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17541 | PA      | $18187.03     | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7531                      | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107210 | PA      | $94018.87     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2270                      | CUSIP: 3138LSQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7340 | PA      | $7617.51      | 0.00%             | 2042-10-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118953.76    | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101107.18    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2445                      | CUSIP: 36179QWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    266439 | PA      | $246063.04    | 0.01%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221011.40    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87173.30     | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11481000 | PA      | $10475067.04  | 0.22%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9324                      | CUSIP: 3138MRLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88051 | PA      | $80155.20     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    236000 | PA      | $229227.11    | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5937                      | CUSIP: 31417CS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    186729 | PA      | $174810.76    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96546                      | CUSIP: 312945HX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94394 | PA      | $91319.49     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    197000 | PA      | $200124.97    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5286                      | CUSIP: 3133KL2T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    515438 | PA      | $428331.22    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36972.41     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7242                      | CUSIP: 3140XPBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    297182 | PA      | $250581.92    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A4               | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73409.14     | 0.00%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98388.32     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1191                      | CUSIP: 3140Q8KD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89109 | PA      | $81866.05     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433038.29    | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                | CUSIP: 91086QAS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $212399.14    | 0.00%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $201547.37    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2842                      | CUSIP: 3140QNEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    691686 | PA      | $552767.97    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186288.89    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194514.30    | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7527                      | CUSIP: 3140QFLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    908126 | PA      | $754089.43    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504053.47    | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                     | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271215.82    | 0.01%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1941                      | CUSIP: 3132DPEN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130596 | PA      | $110076.94    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $821614.92    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $352907.22    | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1801000 | PA      | $1475694.38   | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                                       | TAOT 2023-A A4                 | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25065.52     | 0.00%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2077                      | CUSIP: 31416XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42243 | PA      | $40924.56     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786826                      | CUSIP: 3622ACPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    377333 | PA      | $381581.97    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9425                      | CUSIP: 36179YPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1268917 | PA      | $1306078.34   | 0.03%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89142.92     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5126                      | CUSIP: 3133KYVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    223748 | PA      | $198003.70    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786681                      | CUSIP: 3622ACJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160335 | PA      | $161388.81    | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $51559.00     | 0.00%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    900000 | PA      | $932304.91    | 0.02%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99450.96     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    918000 | PA      | $920169.60    | 0.02%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196561.84    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9104                      | CUSIP: 36179YDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    246262 | PA      | $236485.05    | 0.00%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126182.92    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1070592.71   | 0.02%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425877.95    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71652.76     | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $279216.42    | 0.01%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    222000 | PA      | $227763.25    | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3437                      | CUSIP: 3138AUZB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10932 | PA      | $11349.08     | 0.00%             | 2041-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8070                      | CUSIP: 3132DV6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52169 | PA      | $49059.38     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V2 Mortgage Trust                                                 | BMARK 2023-V2 A3               | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $77380.59     | 0.00%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53702.27     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4550                      | CUSIP: 3138WEBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83415 | PA      | $77549.20     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172231.41    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96257.83     | 0.00%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $272095.67    | 0.01%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555591                      | CUSIP: 31385XF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24380 | PA      | $25053.90     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109086.89    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550656                      | CUSIP: 36213CWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13054 | PA      | $13186.18     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487821                      | CUSIP: 36210B4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34916 | PA      | $35295.15     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $110884.86    | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50629                      | CUSIP: 3128KCVW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14800 | PA      | $15554.77     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1042                      | CUSIP: 3140J5EQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162028 | PA      | $154496.52    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6650000 | PA      | $6641687.50   | 0.14%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C37                                   | WFCM 2016-C37 A5               | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98597.88     | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                          | HDMOT 2024-B A3                | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45000 | PA      | $45079.70     | 0.00%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41994.20     | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8067                      | CUSIP: 3132D56C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64383 | PA      | $57740.19     | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243504.55    | 0.01%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735676                      | CUSIP: 31402RJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55925 | PA      | $56524.66     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170594.34    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    861000 | PA      | $689552.79    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUIS USA                | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113805.09    | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8389                      | CUSIP: 3132DWKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    245876 | PA      | $262285.36    | 0.01%             | 2053-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284029.28    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8031                      | CUSIP: 3132D54Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    119910 | PA      | $113346.13    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6767                      | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64301 | PA      | $58901.16     | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1594005.04   | 0.03%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $329802.79    | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 AS              | CUSIP: 06540DCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $42884.25     | 0.00%             | 2064-09-15      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3047                      | CUSIP: 31419DL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26292 | PA      | $26043.19     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221774.30    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92750.47     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    130000 | PA      | $85378.41     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8408000 | PA      | $8489780.92   | 0.18%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K116 A2                   | CUSIP: 3137FWHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320000 | PA      | $280088.16    | 0.01%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5550000 | PA      | $5599646.47   | 0.12%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    275000 | PA      | $278093.04    | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447781.44    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 B                 | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25195.82     | 0.00%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4586                      | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86606 | PA      | $73848.38     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $874369.26    | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $324205.76    | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08597                      | CUSIP: 3128MJUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81052 | PA      | $75459.44     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $497135.04    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                  | BROOKFIELD ASSE                | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $128324.23    | 0.00%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429838.13    | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1222                      | CUSIP: 3138EHLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3251 | PA      | $3386.34      | 0.00%             | 2040-09-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 728567                      | CUSIP: 31402GMQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129407 | PA      | $133308.76    | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $136006.01    | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    434000 | PA      | $270412.94    | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44684.80     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                                       | BMO 2022-C1 A5                 | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $45776.66     | 0.00%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151797.75    | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D65771                      | CUSIP: 3128F5MU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.26        | 0.00%             | 2025-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $283822.80    | 0.01%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4468                        | CUSIP: 36202E6D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11000 | PA      | $10898.57     | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A5              | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24713.30     | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131822.77    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6740                      | CUSIP: 3138EBP25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55461 | PA      | $53576.29     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                   | CARMX 2023-1 A4                | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25098.99     | 0.00%             | 2029-01-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 AS              | CUSIP: 065404BC8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48187.66     | 0.00%             | 2061-02-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327695.73    | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN4368                      | CUSIP: 3133GAZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68171 | PA      | $60859.65     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242809.27    | 0.01%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4661                      | CUSIP: 3140X8FB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    114496 | PA      | $107656.74    | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91680.88     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $189008.29    | 0.00%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | CHILD HEALTH TX                | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    300000 | PA      | $174614.74    | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8453                      | CUSIP: 3140XQMB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    423571 | PA      | $426480.24    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1694                      | CUSIP: 3132DN3B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165335 | PA      | $158740.56    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     63000 | PA      | $38032.40     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117967.65    | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    235000 | PA      | $254132.23    | 0.01%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210560.52    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC               | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87668.47     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196861.95    | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M1 A2                 | CUSIP: 3136B75M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $891733.27    | 0.02%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188503.05    | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25177.64     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0184                      | CUSIP: 31417YF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5068 | PA      | $5107.31      | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203971.61    | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    175000 | PA      | $141377.00    | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156164.00    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202153.15    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $180718.62    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    275000 | PA      | $268594.02    | 0.01%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120926.40    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100525.15    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $826485.62    | 0.02%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143336.40    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46714.65     | 0.00%             | 2049-12-14      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202352.21    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113794.74    | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196730.63    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147445.35    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129698.36    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383400.74    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2471                      | CUSIP: 31329KW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    146035 | PA      | $137878.95    | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0540                      | CUSIP: 3132ACS50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    252561 | PA      | $240505.98    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175693.02    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $589698.21    | 0.01%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98389.15     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136801.08    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 499799                      | CUSIP: 36210RGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3292 | PA      | $3387.37      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $378116.56    | 0.01%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253080.25    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4154                      | CUSIP: 3140XKTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    294195 | PA      | $305044.48    | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1858                      | CUSIP: 3132AEB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320182 | PA      | $312189.58    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M21 2A2               | CUSIP: 3136B6WY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27793 | PA      | $25619.75     | 0.00%             | 2031-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6572                      | CUSIP: 3140XNJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    351560 | PA      | $366008.23    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6328                      | CUSIP: 3140QSA68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    338125 | PA      | $345177.77    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09064                      | CUSIP: 31292SB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43917 | PA      | $42085.97     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0066                      | CUSIP: 3132DMCB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31873 | PA      | $32629.55     | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $221930.87    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $344777.66    | 0.01%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206123.35    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    911000 | PA      | $960287.79    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $154082.96    | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A1 A                | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75856.78     | 0.00%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204523.51    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    986000 | PA      | $983195.39    | 0.02%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126769.92    | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5222                      | CUSIP: 3140X8YU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126898 | PA      | $100737.79    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0659                      | CUSIP: 3142GQWV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    258054 | PA      | $271360.88    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    450000 | PA      | $313453.79    | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    625000 | PA      | $630555.41    | 0.01%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102366.68    | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    144703 | PA      | $130508.24    | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 AS                | CUSIP: 09660SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $317521.92    | 0.01%             | 2057-05-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    130000 | PA      | $139666.06    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4122                      | CUSIP: 3140QBSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91066 | PA      | $83208.15     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154793.40    | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $163339.82    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8526                      | CUSIP: 3132DWPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1671848 | PA      | $1725928.22   | 0.04%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    105000 | PA      | $104038.30    | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M5 A2                 | CUSIP: 3136B4KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185821 | PA      | $180961.14    | 0.00%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4096                      | CUSIP: 31418DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    997954 | PA      | $834294.67    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                    | CGCMT 2019-GC41 A5             | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $210801.96    | 0.00%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    121000 | PA      | $120562.12    | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3522                      | CUSIP: 31418C4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49537 | PA      | $48036.78     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $81374.08     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203825.04    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L7                                           | MSC 2021-L7 A5                 | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $131411.28    | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1013117.06   | 0.02%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147952.48    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 A5             | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50735.02     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87753.82     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5054                      | CUSIP: 3133KYTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    141440 | PA      | $126417.17    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1866                      | CUSIP: 3132AECB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23446 | PA      | $23416.49     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0864                      | CUSIP: 31417Y6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32448 | PA      | $32449.03     | 0.00%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705143                      | CUSIP: 36296YLY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3657 | PA      | $3696.68      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $187784.64    | 0.00%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $606733.94    | 0.01%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238799.63    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1787                      | CUSIP: 3142GR6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    398727 | PA      | $416640.08    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175693.90    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98085.20     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3293                      | CUSIP: 3140XJUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    152418 | PA      | $152781.29    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2949                      | CUSIP: 3138EKH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17707 | PA      | $18423.83     | 0.00%             | 2042-08-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 7/25                  | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3785000 | PA      | $3137852.06   | 0.07%             | 2025-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780601                      | CUSIP: 36225AU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       172 | PA      | $173.00       | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5470                      | CUSIP: 3140X9CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200340 | PA      | $184629.65    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2022-A4 A                | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $225333.56    | 0.00%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538089                      | CUSIP: 36212MXS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       378 | PA      | $388.08       | 0.00%             | 2030-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $169785.81    | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    238000 | PA      | $210286.94    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $689930.53    | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157256.76    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113075.81    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    815000 | PA      | $510642.87    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281408.66    | 0.01%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $228005.55    | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0812                      | CUSIP: 3132DM3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1812225 | PA      | $1581892.37   | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31973.16     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56164.94     | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $432289.88    | 0.01%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203652.78    | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08847                      | CUSIP: 3128MJ5H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205285 | PA      | $194003.54    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $726000.62    | 0.02%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428030.83    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98717.19     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0462                      | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    313473 | PA      | $292011.36    | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05911                      | CUSIP: 3128M73U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59546 | PA      | $60315.04     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5531                      | CUSIP: 31418FED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    508000 | PA      | $507996.54    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    200000 | PA      | $123602.20    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8266                      | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346658 | PA      | $332695.87    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    261000 | PA      | $188298.29    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46474.05     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 929185                      | CUSIP: 31412MJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33676 | PA      | $34737.54     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205016.71    | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95405.07     | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534710.73    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249224.75    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408544.62    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K073 A2                   | CUSIP: 3137FETN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $122886.51    | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    461000 | PA      | $423269.53    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271328.26    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    275000 | PA      | $252615.76    | 0.01%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8127                      | CUSIP: 3132DWA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1462391 | PA      | $1100738.85   | 0.02%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208829.98    | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191801.12    | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5252                      | CUSIP: 3132DSZR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    423232 | PA      | $423493.94    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 A4                 | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144000 | PA      | $138599.96    | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205633.54    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319806.01    | 0.01%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5840000 | PA      | $6129946.89   | 0.13%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K132 A2                   | CUSIP: 3137H3EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $87857.50     | 0.00%             | 2031-08-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161590.48    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77911.39     | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    279000 | PA      | $256678.71    | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741816.41    | 0.02%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465692.47    | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10578000 | PA      | $10623039.11  | 0.22%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91853                      | CUSIP: 3128P8BW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115845 | PA      | $111772.76    | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7803                      | CUSIP: 3138WHU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27206 | PA      | $25796.50     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1983                      | CUSIP: 3133KHFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84829 | PA      | $74418.16     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73861.52     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 AS                 | CUSIP: 12529TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $53734.10     | 0.00%             | 2053-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                          | BOOZ ALLEN & HAM               | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153787.32    | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5017                      | CUSIP: 3140X8SF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    287942 | PA      | $242070.51    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202674.06    | 0.00%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8149                      | CUSIP: 3132DWBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1117274 | PA      | $840271.71    | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K747 A2                   | CUSIP: 3137H5DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $117237.38    | 0.00%             | 2028-11-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    125000 | PA      | $127576.16    | 0.00%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151104.42    | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106914.43    | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1711                      | CUSIP: 3138EH3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105692 | PA      | $104629.22    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148091.01    | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18608                      | CUSIP: 3128MMVA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44414 | PA      | $43272.37     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7144000 | PA      | $7094885.00   | 0.15%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0806                      | CUSIP: 3140QK3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    408114 | PA      | $310119.66    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    490000 | PA      | $455590.27    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151206.92    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118382.65    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254008                      | CUSIP: 31371KDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1670 | PA      | $1756.54      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5245400 | PA      | $4039572.71   | 0.08%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98853.11     | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    152000 | PA      | $137676.02    | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                               | VWALT 2025-A A4                | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100770.71    | 0.00%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181677.90    | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256358.82    | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19782.45     | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51014.47     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 A5              | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $67605.94     | 0.00%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208203.29    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1114106.63   | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230410.93    | 0.00%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $137912.16    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1134658 | PA      | $965556.19    | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     86000 | PA      | $91103.44     | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433917.48    | 0.01%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $199633.35    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9377                      | CUSIP: 3140LYM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310918 | PA      | $248667.68    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347729.22    | 0.01%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A61986                      | CUSIP: 3128KSF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12629 | PA      | $13307.47     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08681                      | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117916 | PA      | $109024.51    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149427.90    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255145.11    | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C12                                           | UBSCM 2018-C12 A5              | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98957.10     | 0.00%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    172468 | PA      | $166456.87    | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190992.63    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    195000 | PA      | $232545.69    | 0.00%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7537                      | CUSIP: 3132DVLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426061 | PA      | $341290.11    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8166                      | CUSIP: 3132DWCB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1473122 | PA      | $1171736.81   | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203605.34    | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $121869.36    | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126558.51    | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91718                      | CUSIP: 3128P74B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53921 | PA      | $51909.77     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206580.68    | 0.00%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253419.80    | 0.01%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0756                      | CUSIP: 36179MZV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27615 | PA      | $27073.25     | 0.00%             | 2028-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR7389                      | CUSIP: 3138W5F78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44890 | PA      | $40736.07     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4780                      | CUSIP: 36179TJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45966 | PA      | $44977.48     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41445.32     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0881                      | CUSIP: 3140XF6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    510132 | PA      | $429661.62    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195135.67    | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13054000 | PA      | $7332676.56   | 0.15%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61852.39     | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $246278.64    | 0.01%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2656                      | CUSIP: 3138EJ5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43953 | PA      | $43129.62     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A2 A                | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203629.20    | 0.00%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14250000 | PA      | $13746240.27  | 0.29%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4254                      | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1315559 | PA      | $990218.43    | 0.02%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125029.59    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98922.75     | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    167000 | PA      | $133077.43    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477088.10    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                     | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $412983.34    | 0.01%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8583                      | CUSIP: 3138WJRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66523 | PA      | $61323.87     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144503.18    | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    118000 | PA      | $120327.14    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4990                      | CUSIP: 31418ERL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228955 | PA      | $228251.43    | 0.00%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243585.33    | 0.01%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111543.92    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189679.37    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    375000 | PA      | $370238.48    | 0.01%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201011.11    | 0.00%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1776                      | CUSIP: 3140J56N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78199 | PA      | $76564.66     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $269166.21    | 0.01%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERXU0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     60000 | PA      | $59917.08     | 0.00%             | 2026-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5142                      | CUSIP: 3133KLWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    872678 | PA      | $734472.01    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4.5 7/25                  | CUSIP: 21H042679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $478384.00    | 0.01%             | 2025-07-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255290.85    | 0.01%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97630.01     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102830.15    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    184000 | PA      | $181490.83    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                   | CARMX 2023-2 A4                | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25266.69     | 0.00%             | 2028-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8961000 | PA      | $6513876.89   | 0.14%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81918.30     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5181                      | CUSIP: 3140X8XK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123945 | PA      | $104741.61    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888772                      | CUSIP: 31410GMV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6144 | PA      | $6325.65      | 0.00%             | 2037-10-01      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786927                      | CUSIP: 3622ACSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    175509 | PA      | $179710.94    | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04817                      | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8069 | PA      | $8170.97      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4769                      | CUSIP: 3140HJJP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26672 | PA      | $26696.79     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4068                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    189943 | PA      | $170073.55    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9516                      | CUSIP: 3140XDSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1103801 | PA      | $925887.67    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3443                      | CUSIP: 31418CZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    475102 | PA      | $448416.38    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203504.87    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96354                      | CUSIP: 312945BX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24353 | PA      | $23601.72     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $232840.37    | 0.00%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786862                      | CUSIP: 3622ACQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    457859 | PA      | $402094.15    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66564.94     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA1522                      | CUSIP: 3140A1VQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168507 | PA      | $171568.69    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482548                      | CUSIP: 36209VBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       332 | PA      | $341.00       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                                        | HAROT 2023-3 A4                | CUSIP: 43815QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20227.21     | 0.00%             | 2029-12-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    315000 | PA      | $277977.54    | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72993.24     | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                      | DBGS 2018-C1 A4                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98704.84     | 0.00%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B1BC0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    370000 | PA      | $381164.01    | 0.01%             | 2029-06-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                     | GMALT 2023-3 A3                | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14144 | PA      | $14168.97     | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44398.65     | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60536                      | CUSIP: 31335ASZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46791 | PA      | $44936.27     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5775                      | CUSIP: 3132DTMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    529332 | PA      | $545335.59    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6643                      | CUSIP: 31419HLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2234 | PA      | $2320.28      | 0.00%             | 2040-10-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10214000 | PA      | $10353644.48  | 0.21%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346624.37    | 0.01%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $169740.72    | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783121                      | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71576 | PA      | $69188.18     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $247010.40    | 0.01%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62705.50     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218156.69    | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2023-A                                              | WOSAT 2023-A C                 | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25358.01     | 0.00%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $1063595.14   | 0.02%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3903                      | CUSIP: 3140XKKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206726 | PA      | $208986.16    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4877                        | CUSIP: 36202FM29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       786 | PA      | $782.67       | 0.00%             | 2025-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99309.04     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 A4               | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97456.62     | 0.00%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $307078.12    | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545815                      | CUSIP: 31385JK49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1878 | PA      | $1974.65      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    530000 | PA      | $519811.65    | 0.01%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174078.72    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230684.00    | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4207                      | CUSIP: 31418DU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21327 | PA      | $20019.95     | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    170000 | PA      | $127583.45    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101225.39    | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140267.89    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8008                      | CUSIP: 3140XP3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    121730 | PA      | $122033.38    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121274.08    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72597.62     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9582                      | CUSIP: 3133KRUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77424 | PA      | $80115.84     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203347.55    | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    250000 | PA      | $167735.96    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8426                      | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    711815 | PA      | $664363.18    | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299675.83    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $75318.82     | 0.00%             | 2043-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04587                      | CUSIP: 3128M6NC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17717 | PA      | $18343.24     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25364.74     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181845.77    | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5330                      | CUSIP: 3140X84Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31669 | PA      | $30480.08     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $538280.17    | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126008.47    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $219812.44    | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $234327.51    | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $537877.49    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2751                      | CUSIP: 3140QNBV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36148 | PA      | $30072.78     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24535.40     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $130456.25    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY               | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252337.19    | 0.01%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    252000 | PA      | $148769.43    | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5508                      | CUSIP: 31419GDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3732 | PA      | $3864.86      | 0.00%             | 2040-12-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K101 A2                   | CUSIP: 3137FQ3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    370000 | PA      | $347294.28    | 0.01%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562325                      | CUSIP: 31386FVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       333 | PA      | $353.05       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8065                      | CUSIP: 3133A26A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82171 | PA      | $71984.33     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC3014                      | CUSIP: 31417MK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3878 | PA      | $4013.67      | 0.00%             | 2039-10-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7535000 | PA      | $7379296.31   | 0.15%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411063.06    | 0.01%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995050                      | CUSIP: 31416BL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23282 | PA      | $24450.13     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225811.74    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI8186                      | CUSIP: 3138ANCY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59751 | PA      | $57718.71     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38288.32     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1156                      | CUSIP: 36179NH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    690315 | PA      | $628181.37    | 0.01%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00535                      | CUSIP: 31292GSY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        96 | PA      | $97.78        | 0.00%             | 2027-05-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60038                      | CUSIP: 31335ABF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    448402 | PA      | $420349.45    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    212000 | PA      | $222840.48    | 0.00%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW1215                      | CUSIP: 3140MSK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147967 | PA      | $142007.43    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8030                      | CUSIP: 3132DV4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    503728 | PA      | $441593.32    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1014936.23   | 0.02%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8763                      | CUSIP: 3140XQWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    248565 | PA      | $254448.46    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650261.13    | 0.01%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12992000 | PA      | $13163534.94  | 0.27%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    415000 | PA      | $425207.99    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7147                      | CUSIP: 3140XN5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196906 | PA      | $166029.69    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 A4              | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97194.65     | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3676                      | CUSIP: 3140J8CN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156034 | PA      | $150502.00    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A1                 | CUSIP: 3137FYTW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48318 | PA      | $40904.70     | 0.00%             | 2035-07-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6785                      | CUSIP: 31417DRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9935 | PA      | $9743.81      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                              | FORDO 2023-A A4                | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25132.53     | 0.00%             | 2028-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2806                      | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    291840 | PA      | $259398.79    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0428                      | CUSIP: 31417YPN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20922 | PA      | $20901.98     | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                               | ALLYA 2024-2 A4                | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35000 | PA      | $34889.68     | 0.00%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7267                      | CUSIP: 3133A2CC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65724 | PA      | $63651.81     | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $272982.74    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2236                      | CUSIP: 31334YPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78573 | PA      | $70084.21     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9017                      | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    413363 | PA      | $415950.84    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202574.59    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244150.01    | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    525000 | PA      | $329661.70    | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7504                      | CUSIP: 3132DVKR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    441119 | PA      | $403333.41    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49944.21     | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03941                      | CUSIP: 3128M5WA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17556 | PA      | $18536.91     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 AS              | CUSIP: 08163CBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $21242.02     | 0.00%             | 2054-03-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5851                      | CUSIP: 3132DTQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1491961 | PA      | $1517486.48   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                                | DUKE UNI HEALTH                | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79136.46     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134757.25    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848674                      | CUSIP: 31300LT70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2932 | PA      | $3042.35      | 0.00%             | 2042-02-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4837                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    274448 | PA      | $253115.04    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU2898                      | CUSIP: 3138X2GG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73132 | PA      | $71020.48     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71806.06     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150671.38    | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8493                      | CUSIP: 3138M0NK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8416 | PA      | $8273.17      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257033.40    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848353                      | CUSIP: 31300LH65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2190 | PA      | $2274.63      | 0.00%             | 2040-09-01      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $234616.67    | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194458.08    | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7523                      | CUSIP: 3132DVLC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1225070 | PA      | $1036032.45   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $184324.42    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3             | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103534.65    | 0.00%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    103000 | PA      | $115307.01    | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $99324.93     | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147300.02    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    920000 | PA      | $925444.03    | 0.02%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182033.52    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433725.34    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197605.13    | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49063.97     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217572.18    | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $348041.89    | 0.01%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110183.58    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                | CUSIP: 91086QAG3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    220000 | PA      | $260077.66    | 0.01%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78532                      | CUSIP: 31288HPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5942 | PA      | $6122.02      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V3 Mortgage Trust                                                 | BMARK 2023-V3 A3               | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $20962.19     | 0.00%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    164000 | PA      | $172339.56    | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153212.61    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6458                      | CUSIP: 3140XNE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251245 | PA      | $257820.21    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A4               | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244353.93    | 0.01%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202237.90    | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184427.67    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101496.17    | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111270.56    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197895.34    | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290904.21    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2414                      | CUSIP: 36179QVF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35389 | PA      | $34635.91     | 0.00%             | 2029-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131498.02    | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $247232.03    | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAY6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $201028.11    | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469162.87    | 0.01%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175491.21    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03832                      | CUSIP: 31292LHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18791 | PA      | $18621.28     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $80363.28     | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100600.69    | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79890.47     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $117041.17    | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 C                | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $7928.63      | 0.00%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204791.09    | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55323.48     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102671.95    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555967                      | CUSIP: 31385XTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2708 | PA      | $2782.43      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277976.68    | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00562                      | CUSIP: 31292GTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        57 | PA      | $59.87        | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82445 | PA      | $79590.85     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5412                      | CUSIP: 3140JAAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18125 | PA      | $17694.96     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8111                      | CUSIP: 3132D6AL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    608400 | PA      | $556696.75    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102430.03    | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    375000 | PA      | $310050.78    | 0.01%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106734.63    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205307.01    | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0217                      | CUSIP: 3140Y6G38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    416400 | PA      | $425540.65    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2386                      | CUSIP: 31418BUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27186 | PA      | $24248.84     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142059.62    | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3150                      | CUSIP: 31418CQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24345 | PA      | $23698.89     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    143000 | PA      | $146508.76    | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1275                      | CUSIP: 3140QLMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    829125 | PA      | $691598.10    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6783                      | CUSIP: 3138A8RD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183965 | PA      | $177960.56    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0005                      | CUSIP: 3142GQAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    229961 | PA      | $238100.04    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19042.95     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $489358.44    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-B A3                 | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100640.20    | 0.00%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70041.80     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5680                      | CUSIP: 3133KMJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    755532 | PA      | $600958.19    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181392.08    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    768000 | PA      | $672895.30    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115164.53    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67835.21     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203266.33    | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2781551 | PA      | $2267866.27   | 0.05%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304288.31    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100542.81    | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100865.55    | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K743 A2                   | CUSIP: 3137H14B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $117378.45    | 0.00%             | 2028-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49639.11     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11218                      | CUSIP: 3132HMK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32254 | PA      | $30271.94     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $948386.08    | 0.02%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458097.44    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $53482.08     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188712.88    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8239                      | CUSIP: 3132DWEL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    428879 | PA      | $423146.31    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5711                      | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64875 | PA      | $63175.96     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    225000 | PA      | $219186.07    | 0.00%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A4                 | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146203.34    | 0.00%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7944                      | CUSIP: 3128UGGC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6458 | PA      | $6722.85      | 0.00%             | 2041-01-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100715.84    | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98180.34     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI HLTH & EDU-A          | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    100000 | PA      | $70201.04     | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M14 A2                | CUSIP: 3136B27L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164234 | PA      | $161739.22    | 0.00%             | 2028-08-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2652                      | CUSIP: 3133KH5M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95064 | PA      | $80098.16     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201158.47    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6802000 | PA      | $6833884.38   | 0.14%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99556.81     | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    800000 | PA      | $778617.04    | 0.02%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205610.34    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784297                      | CUSIP: 3622A2X23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34425 | PA      | $32931.74     | 0.00%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3689                      | CUSIP: 3140XKC32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95088 | PA      | $96305.69     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAV0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    633000 | PA      | $604573.61    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4209                      | CUSIP: 31418DVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2307201 | PA      | $1735801.27   | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103977.39    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125598.39    | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4834                        | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57620 | PA      | $57042.91     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1 A2                 | CUSIP: 3136BKX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325000 | PA      | $276781.73    | 0.01%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49308.02     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3982                      | CUSIP: 3140X7M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331534 | PA      | $301580.90    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2147                      | CUSIP: 36179QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78899 | PA      | $71670.22     | 0.00%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432392.35    | 0.01%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1157                      | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    387137 | PA      | $360033.70    | 0.01%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8573                      | CUSIP: 3133BJQ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43460 | PA      | $41889.52     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76618.76     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201616.22    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2804                      | CUSIP: 3140X6DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176294 | PA      | $155319.64    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $288681.14    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7112                      | CUSIP: 3133KN3V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137503 | PA      | $109113.44    | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08479                      | CUSIP: 3128MJQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54682 | PA      | $51446.11     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $228822.53    | 0.00%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435153.57    | 0.01%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78981.21     | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $261086.08    | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3364                      | CUSIP: 3140J7W27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43134 | PA      | $41776.74     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A2                   | CUSIP: 3137FHPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $174357.56    | 0.00%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4578                        | CUSIP: 36202FCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37785 | PA      | $38276.07     | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    238000 | PA      | $257977.35    | 0.01%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36618.31     | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172709.27    | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    750000 | PA      | $630239.80    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3742                      | CUSIP: 3138X3EQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106736 | PA      | $99863.84     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48540.45     | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    605000 | PA      | $484207.82    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462801                      | CUSIP: 36208WDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       203 | PA      | $208.00       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8077                      | CUSIP: 3138EQ6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21534 | PA      | $21281.09     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0536                      | CUSIP: 3132ACSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    576370 | PA      | $530420.44    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201591.50    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9601200 | PA      | $8397674.60   | 0.17%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $233040.80    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31187.48     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6475                      | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    224937 | PA      | $206186.68    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08788                      | CUSIP: 3128MJ2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153022 | PA      | $140766.11    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK7591                      | CUSIP: 3131XBNG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25246 | PA      | $24685.76     | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298501.20    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                            | GSMS 2016-GS3 A4               | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195646.70    | 0.00%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46941.84     | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71538.16     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2023-A                          | WOLS 2023-A A3                 | CUSIP: 981944AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11436 | PA      | $11441.87     | 0.00%             | 2026-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204873.52    | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50006.91     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5065                      | CUSIP: 3138MLTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24386 | PA      | $22145.81     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    122000 | PA      | $126698.72    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187457.44    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05671                      | CUSIP: 3128M7T48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49234 | PA      | $50989.09     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                 | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346543.34    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269787.39    | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4979                        | CUSIP: 36202FQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70849 | PA      | $71784.54     | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8084                      | CUSIP: 3132D56V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    348065 | PA      | $319790.39    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7742                      | CUSIP: 3140XPS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346822 | PA      | $347036.31    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8621                      | CUSIP: 31416SSK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3795 | PA      | $3761.56      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100926.20    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4583                      | CUSIP: 3140X8CV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    337436 | PA      | $272196.48    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K091 A2                   | CUSIP: 3137FLN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $441271.62    | 0.01%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102065.00    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225434.51    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00696                      | CUSIP: 31283GXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         5 | PA      | $4.57         | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $192908.60    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76417.73     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-4 A                 | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $206557.22    | 0.00%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8023                      | CUSIP: 3132DV4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367870 | PA      | $309265.39    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0147                      | CUSIP: 3618N5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1801344 | PA      | $1804176.21   | 0.04%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $382470.98    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5436                      | CUSIP: 3140JABE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    243248 | PA      | $232676.15    | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $618160.02    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 AS              | CUSIP: 46643TBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2574 | PA      | $2541.94      | 0.00%             | 2048-01-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123728.36    | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737286                      | CUSIP: 3620ARCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19165 | PA      | $18957.30     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8506                      | CUSIP: 3132DWNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1511703 | PA      | $1511693.17   | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4371                      | CUSIP: 3138WD2D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30193 | PA      | $28013.94     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A4                 | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75984.38     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8785                      | CUSIP: 3140XCXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    369331 | PA      | $310378.66    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231368.44    | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 884676                      | CUSIP: 31410B2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2522 | PA      | $2651.33      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    133000 | PA      | $119691.55    | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356109.30    | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4850                      | CUSIP: 31418EL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    290068 | PA      | $293480.97    | 0.01%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 A5              | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123796.09    | 0.00%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5242                      | CUSIP: 3132DSZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342346 | PA      | $344697.17    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6599                      | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1070617 | PA      | $949255.23    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95106.00     | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8870500 | PA      | $8438063.13   | 0.17%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80347.91     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $392149.90    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7555                      | CUSIP: 3132DVMC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349114 | PA      | $306814.75    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1012                      | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    297601 | PA      | $275596.10    | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2753                      | CUSIP: 3132DQBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    167552 | PA      | $169279.18    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150318.99    | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76438.23     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    275000 | PA      | $238666.89    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $191803.83    | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $225942.55    | 0.00%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201526.10    | 0.00%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100889.27    | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $226847.59    | 0.00%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517194.67    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162284.79    | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40788.29     | 0.00%             | 2044-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4800                        | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33626 | PA      | $32460.36     | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $93693.91     | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    482866 | PA      | $446086.43    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00566                      | CUSIP: 31292GTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        54 | PA      | $54.88        | 0.00%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2516                      | CUSIP: 3140XHYN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59511 | PA      | $55703.23     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $149417.21    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0204                      | CUSIP: 3618N5GN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2226149 | PA      | $2186870.10   | 0.05%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4619                      | CUSIP: 3132DSDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168958 | PA      | $177552.10    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124712.57    | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136783.34    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7741                      | CUSIP: 3138WHS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177030 | PA      | $163968.13    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1404                      | CUSIP: 3140QLR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    302677 | PA      | $267139.23    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3073                      | CUSIP: 31418CMX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107000 | PA      | $104261.53    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $291849.24    | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6767                      | CUSIP: 3133KNQU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80144 | PA      | $63597.01     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103712.06    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67773.70     | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6223                      | CUSIP: 3132DT4G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238004 | PA      | $243712.45    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51664.72     | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 AS               | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24449.01     | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247098.17    | 0.01%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418369.10    | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77764                      | CUSIP: 3128LBTV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3047 | PA      | $3156.35      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5256                      | CUSIP: 3132DSZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    341843 | PA      | $342054.56    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2440691.62   | 0.05%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $176524.10    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66613.74     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION               | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195388.02    | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171357.31    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5166                      | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55929 | PA      | $57025.32     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218290.66    | 0.00%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $194913.84    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205505.20    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8506                      | CUSIP: 3132D6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    462701 | PA      | $427138.38    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7663                      | CUSIP: 3140QTQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    379036 | PA      | $400034.82    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5047                      | CUSIP: 3132DSTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250005 | PA      | $251722.05    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M3 A2                 | CUSIP: 3136BLW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $85198.41     | 0.00%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 A5              | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $107071.54    | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3370                      | CUSIP: 3140XJW82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262164 | PA      | $220317.35    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1230787.29   | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2625                      | CUSIP: 3142GS4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400747 | PA      | $401621.11    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0783                      | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100180 | PA      | $93243.38     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202884.10    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8367                      | CUSIP: 3132DWJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176784 | PA      | $177059.17    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-B                                                    | JDOT 2024-B A3                 | CUSIP: 47786WAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101579.39    | 0.00%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173720.55    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    425000 | PA      | $422886.15    | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34810.10     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2601                      | CUSIP: 36179Q3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    113741 | PA      | $105018.57    | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     94000 | PA      | $90235.66     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7120                      | CUSIP: 3132DU4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238934 | PA      | $244813.45    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0794                      | CUSIP: 3132AC3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103499 | PA      | $101141.80    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4261                      | CUSIP: 31418DWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    413427 | PA      | $379197.13    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3272                      | CUSIP: 3140X6T68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75124 | PA      | $70847.38     | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201644.06    | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 A5              | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96866.47     | 0.00%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222225.80    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6045                      | CUSIP: 3138ENWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88370 | PA      | $84861.08     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222470.11    | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $456735.20    | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5559100 | PA      | $3911999.49   | 0.08%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73849.68     | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203214.47    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7623                      | CUSIP: 3140XBPH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    516204 | PA      | $433807.66    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 A4                 | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $125259.47    | 0.00%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181869.60    | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89163.64     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    375000 | PA      | $337111.35    | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5507000 | PA      | $5615419.06   | 0.12%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75941.63     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2817                      | CUSIP: 31418CDX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33740 | PA      | $30978.05     | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175008.21    | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NYS URBAN DEV CORP             | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    120000 | PA      | $123820.50    | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $694209.29    | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182089.66    | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $964783.03    | 0.02%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $495381.39    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82702.64     | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4040                        | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11518 | PA      | $12129.40     | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184796.48    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $510269.52    | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government AID Bond                                                       | AID-ISRAEL                     | CUSIP: 46513EFG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    100000 | PA      | $106774.95    | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116884.91    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1414                      | CUSIP: 3140X4SC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27099 | PA      | $26278.98     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932260                      | CUSIP: 31412QWV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17726 | PA      | $17931.31     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61208.86     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104682.25    | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4058                      | CUSIP: 3140QPQL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    231701 | PA      | $217672.67    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4619700 | PA      | $4254094.03   | 0.09%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75770.84     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $197023.87    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $80397.10     | 0.00%             | 2038-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4074                      | CUSIP: 31418DQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251231 | PA      | $231294.18    | 0.00%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175282.99    | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99264.44     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406323.67    | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127615.95    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2022-C                                                    | JDOT 2022-C A3                 | CUSIP: 47800BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78258 | PA      | $78467.84     | 0.00%             | 2027-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 AS               | CUSIP: 126281BD5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     43733 | PA      | $43359.05     | 0.00%             | 2050-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K517 A2                   | CUSIP: 3137HC2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $207429.20    | 0.00%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0354                      | CUSIP: 3138EGMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2643 | PA      | $2707.16      | 0.00%             | 2036-07-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 968168                      | CUSIP: 31414KCD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        14 | PA      | $15.00        | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11002000 | PA      | $10901434.79  | 0.23%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2966                      | CUSIP: 3140QAJL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94844 | PA      | $94902.45     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284500.75    | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD1259                      | CUSIP: 3133AXMG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    311836 | PA      | $249889.40    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94361.75     | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49124.97     | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424215.73    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    138000 | PA      | $141817.33    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83909.16     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6563000 | PA      | $6570434.63   | 0.14%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5260                      | CUSIP: 31418EZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109757 | PA      | $117402.52    | 0.00%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149248.14    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8134                      | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3543647 | PA      | $2825298.40   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510086                      | CUSIP: 36211DUK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       234 | PA      | $240.40       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0527                      | CUSIP: 31418MSR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26048 | PA      | $26974.75     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137022.59    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14479000 | PA      | $14502188.99  | 0.30%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $525666.17    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179434.17    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221056.98    | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97455.70     | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7145000 | PA      | $6811473.61   | 0.14%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417321.06    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1443                      | CUSIP: 3142GRS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    222731 | PA      | $231380.15    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14781                      | CUSIP: 3128PUJ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2244 | PA      | $2233.16      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $115576.48    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253346                      | CUSIP: 31371JL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       181 | PA      | $189.62       | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    215000 | PA      | $201141.07    | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203304.53    | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2736                      | CUSIP: 3142GTBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    308349 | PA      | $304854.50    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1625                      | CUSIP: 3128QHYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5582 | PA      | $5641.35      | 0.00%             | 2037-06-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    175000 | PA      | $176313.98    | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                                   | FIRST-CITIZENS                 | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77845.55     | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202554.64    | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    545000 | PA      | $475663.56    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2232                      | CUSIP: 3140QMPS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    229128 | PA      | $210944.79    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133812.81    | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2625                      | CUSIP: 3140XH4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55510 | PA      | $44656.11     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $214592.99    | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR2619                      | CUSIP: 3140L04D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266313 | PA      | $214158.48    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7214                      | CUSIP: 3140XPAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145462 | PA      | $150894.93    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 A3              | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $224831.20    | 0.00%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8662                      | CUSIP: 3140QUTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    212964 | PA      | $210899.82    | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                      | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    453368 | PA      | $446423.00    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FL ST BRD ADMIN FIN-A          | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153906.23    | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202543.70    | 0.00%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6605000 | PA      | $6213086.12   | 0.13%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4678                        | CUSIP: 36202FFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19999 | PA      | $19803.51     | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    380000 | PA      | $349639.09    | 0.01%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54824.63     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23627                      | CUSIP: 31297BA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7937 | PA      | $8027.81      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18572                      | CUSIP: 3128MMT60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47694 | PA      | $46585.80     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4701                      | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    982069 | PA      | $942898.55    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205259.33    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-BABS-B                  | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     75000 | PA      | $74379.48     | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102382.55    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178241.60    | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8373                      | CUSIP: 3132DWJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1102027 | PA      | $1120364.01   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91379.47     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0115                      | CUSIP: 31417YDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8843 | PA      | $8823.82      | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102214.67    | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738017                      | CUSIP: 3620AR4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12070 | PA      | $11659.74     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $178224.93    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3451                      | CUSIP: 3138WCZR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27624 | PA      | $26456.83     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92341.59     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | HUNTSMAN INT LLC               | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85335.25     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5420                      | CUSIP: 31418FAW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    423188 | PA      | $423185.38    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315731.16    | 0.01%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321907.80    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                           | MSC 2017-H1 A5                 | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $147228.39    | 0.00%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435499.65    | 0.01%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1832068.96   | 0.04%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5513                      | CUSIP: 3140XMDT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    152862 | PA      | $157101.18    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 A4                | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101615.10    | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59787.16     | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82514.45     | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132008.58    | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $315513.38    | 0.01%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8035                      | CUSIP: 3132D54U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    208037 | PA      | $196649.70    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14975.59     | 0.00%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    250000 | PA      | $174789.43    | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES INC               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251749.53    | 0.01%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75553.51     | 0.00%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3365                      | CUSIP: 3140X6W31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38500 | PA      | $33726.89     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205028.03    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 A4                | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65000 | PA      | $64822.64     | 0.00%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    325000 | PA      | $346951.91    | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2330286.12   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256022                      | CUSIP: 31371MLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18003 | PA      | $18596.18     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9190000 | PA      | $9254976.15   | 0.19%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     84000 | PA      | $68654.73     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4513                      | CUSIP: 31418EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    859346 | PA      | $747975.83    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A4              | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49120.47     | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292145.33    | 0.01%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2600                      | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53912 | PA      | $48714.35     | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4453                      | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50130 | PA      | $49052.02     | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DZ8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203025.63    | 0.00%             | 2026-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9056                      | CUSIP: 3140XDB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    336966 | PA      | $291610.55    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2024-A2 A                | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $221034.11    | 0.00%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    675000 | PA      | $668305.17    | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76742.40     | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K518 A2                   | CUSIP: 3137HC2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $207821.80    | 0.00%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8132                      | CUSIP: 3132D6A91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    413358 | PA      | $377841.70    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $159709.24    | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2769                      | CUSIP: 3140XJCF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94428 | PA      | $75286.36     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3584                      | CUSIP: 3132DQ6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    347958 | PA      | $357607.58    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20578.34     | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    300000 | PA      | $203008.63    | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $289507.31    | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783517                      | CUSIP: 36241L4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3543 | PA      | $3515.45      | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02507                      | CUSIP: 3128M4DL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2814 | PA      | $2961.70      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89942.97     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $187095.03    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $239671.31    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13505000 | PA      | $13439585.16  | 0.28%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121456.71    | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5214                      | CUSIP: 31418EYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    237358 | PA      | $233054.03    | 0.00%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7665                      | CUSIP: 3133KPQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    447162 | PA      | $418552.01    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00952                      | CUSIP: 3132GEBV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40261 | PA      | $39917.30     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | JPMDB 2020-COR7 A5             | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $41631.92     | 0.00%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    258000 | PA      | $252295.85    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5121                      | CUSIP: 3133KYVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215882 | PA      | $185060.83    | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8055                      | CUSIP: 3132DV5Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    334998 | PA      | $281106.87    | 0.01%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264087.71    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162226.00    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115056.18    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K117 A2                   | CUSIP: 3137FX3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $21856.24     | 0.00%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63350.45     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202553.33    | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205454.93    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3521                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    143495 | PA      | $132565.54    | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152054.05    | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274032.65    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4516                      | CUSIP: 31418EAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1097494 | PA      | $1003197.13   | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA BABS                | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $241165.40    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $53141.68     | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $375137.51    | 0.01%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 C                 | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25140.25     | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94056.59     | 0.00%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18568                      | CUSIP: 3128MMT29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22855 | PA      | $22150.14     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID              | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     50000 | PA      | $45139.07     | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138896.73    | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458303.93    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    847000 | PA      | $476233.73    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                         | WOART 2023-C A3                | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23527 | PA      | $23629.60     | 0.00%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                         | WOART 2024-C A3                | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100384.70    | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08080                      | CUSIP: 3128MJCS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14732 | PA      | $15236.50     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    267000 | PA      | $225135.43    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3321                      | CUSIP: 3140QAVP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    246677 | PA      | $225546.58    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3468                      | CUSIP: 31418C2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77822 | PA      | $75514.61     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    353000 | PA      | $346384.72    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171859.62    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2624                      | CUSIP: 3132DP4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320594 | PA      | $293131.64    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6548                      | CUSIP: 31329QHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93069 | PA      | $87725.62     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99018.50     | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49905                      | CUSIP: 3132WQAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7428 | PA      | $6587.79      | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-5 A1A                | CUSIP: 92348KBZ5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50114.74     | 0.00%             | 2028-09-08      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    537000 | PA      | $535045.09    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    325000 | PA      | $301244.34    | 0.01%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59226.13     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4176                      | CUSIP: 31418DUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68167 | PA      | $58835.99     | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177713.28    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92150.01     | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204665.89    | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8257                      | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    931526 | PA      | $894007.59    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8348                      | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    965456 | PA      | $953399.22    | 0.02%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5044                      | CUSIP: 3140X8TA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267722 | PA      | $214538.21    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90206.16     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301481.94    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP               | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $289083.87    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $187506.13    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $459055.57    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206087.79    | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196109.15    | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204039.79    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2460                      | CUSIP: 3140XHWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    526420 | PA      | $463460.16    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93317.49     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2781                      | CUSIP: 31418CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115431 | PA      | $98953.98     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207619.19    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA Inc                                                            | AMCOR FIN USA                  | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127475.38    | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96963.76     | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257163                      | CUSIP: 31371NTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1867 | PA      | $1872.35      | 0.00%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4737                      | CUSIP: 31418EHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    849389 | PA      | $838036.46    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    490000 | PA      | $464200.97    | 0.01%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A5               | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $102206.86    | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495401.03    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8616                      | CUSIP: 3140QUSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207726 | PA      | $211604.86    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220400.47    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115316.61    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118902.89    | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 7/25                    | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $587952.96    | 0.01%             | 2025-07-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                                      | JDOT 2023-A A4                 | CUSIP: 47800CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25199.08     | 0.00%             | 2029-12-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235636.28    | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 A5              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92217.07     | 0.00%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4932                      | CUSIP: 3140XLPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319844 | PA      | $327815.21    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 A5              | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $108864.03    | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99454.57     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4452                      | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    288388 | PA      | $272474.92    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $78136.53     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     50000 | PA      | $42855.32     | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    275000 | PA      | $293178.82    | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271093.80    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    249000 | PA      | $255499.52    | 0.01%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1520                      | CUSIP: 3142GRVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375194 | PA      | $384896.11    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1516                      | CUSIP: 3128NHVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2510 | PA      | $2594.42      | 0.00%             | 2037-02-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99856.61     | 0.00%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102826.09    | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122355.34    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5907                      | CUSIP: 3140XMR57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    355452 | PA      | $360004.13    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3697                      | CUSIP: 3140X7DB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70347 | PA      | $68150.75     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    177000 | PA      | $180858.64    | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6933                      | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7039 | PA      | $6451.83      | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    170000 | PA      | $135415.45    | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99359.08     | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134882.79    | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7722700 | PA      | $7762821.82   | 0.16%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78406.87     | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    907000 | PA      | $923670.91    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041944.10   | 0.02%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98058.27     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323821                      | CUSIP: 31374TVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       582 | PA      | $593.28       | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $73083.36     | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $81370.32     | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07977                      | CUSIP: 3128MAFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95848 | PA      | $95127.34     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195597.20    | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $72573.78     | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6992                      | CUSIP: 3133KNXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228946 | PA      | $198129.65    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2120000 | PA      | $1691776.56   | 0.04%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $275021.49    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5138                      | CUSIP: 3133KYV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    836056 | PA      | $714742.56    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78090.76     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152759.94    | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                   | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186966.29    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890289                      | CUSIP: 31410LC26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72407 | PA      | $71715.35     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91913.14     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5989                      | CUSIP: 3140XMUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    372230 | PA      | $298285.76    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155626.76    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134544.82    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125316.53    | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $205082.07    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9492                      | CUSIP: 36179YRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    108533 | PA      | $112244.30    | 0.00%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2666                      | CUSIP: 3132DP6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148483 | PA      | $146765.45    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K098 A2                   | CUSIP: 3137FPHK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $422230.10    | 0.01%             | 2029-08-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487111                      | CUSIP: 36210BDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        65 | PA      | $66.16        | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A4                | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50453.25     | 0.00%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15336                      | CUSIP: 3128MEEH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27797 | PA      | $27038.98     | 0.00%             | 2029-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3071                      | CUSIP: 31418CMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95710 | PA      | $93145.25     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76112.98     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698474                      | CUSIP: 36296Q6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    118522 | PA      | $117296.79    | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114728.32    | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135400.34    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4368                        | CUSIP: 36202EZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    103886 | PA      | $102947.01    | 0.00%             | 2039-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3745                      | CUSIP: 31417AET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23592 | PA      | $22794.85     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97783.34     | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110894.23    | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5682                      | CUSIP: 3133KMJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1086323 | PA      | $869164.45    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $178303.04    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5111                      | CUSIP: 3133KYVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    453326 | PA      | $389251.21    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147767.14    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK               | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    420000 | PA      | $425285.98    | 0.01%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79519.12     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150726.73    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4408                      | CUSIP: 31418D3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225037 | PA      | $199249.88    | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A3                | CUSIP: 41285YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48445 | PA      | $48822.51     | 0.00%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | MORGAN STANLEY D               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150721.95    | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200637.40    | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4021                      | CUSIP: 31418DPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64724 | PA      | $58876.56     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73787.47     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5381                      | CUSIP: 3140JM6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45456 | PA      | $42846.17     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $265148.85    | 0.01%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86148.53     | 0.00%             | 2053-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    150000 | PA      | $142417.50    | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171129.43    | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97905.44     | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256037.09    | 0.01%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE9381                      | CUSIP: 3133BKM63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42880 | PA      | $39961.93     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 AS              | CUSIP: 06539XAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43300.81     | 0.00%             | 2063-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195192.45    | 0.00%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3217                      | CUSIP: 3140X6SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139295 | PA      | $127015.03    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13273                      | CUSIP: 3128PST64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2303 | PA      | $2296.24      | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 A5              | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $109720.25    | 0.00%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 966330                      | CUSIP: 31414HA72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3293 | PA      | $3467.37      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                    | SDART 2022-2 C                 | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $49653.72     | 0.00%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $65758.29     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100194.66    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5875                      | CUSIP: 36179UQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24838 | PA      | $22798.80     | 0.00%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110955.43    | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A3              | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $121917.14    | 0.00%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296745.45    | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8084                      | CUSIP: 3132DV6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    212026 | PA      | $185541.47    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9658                      | CUSIP: 3140QVWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371801 | PA      | $376910.93    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24778.52     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $440612.57    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 688328                      | CUSIP: 31400HVV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17080 | PA      | $17546.22     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191288.52    | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538256                      | CUSIP: 36212M5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       365 | PA      | $375.02       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781765                      | CUSIP: 36225B6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4383 | PA      | $4424.29      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | FEMSA                          | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $84648.86     | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8202                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1241317 | PA      | $1223876.18   | 0.03%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60506                      | CUSIP: 31335AR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73151 | PA      | $67657.94     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | IL ST TXB-PENSION              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1313186 | PA      | $1317105.73   | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107624.12    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    727000 | PA      | $717214.40    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49579.84     | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3188                      | CUSIP: 3140XJRJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128192 | PA      | $121552.83    | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88064.41     | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4681                      | CUSIP: 3128JQCT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1116 | PA      | $1157.92      | 0.00%             | 2040-05-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    394000 | PA      | $402749.54    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198037.23    | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204435.04    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7805                      | CUSIP: 3138EQU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39622 | PA      | $36203.46     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1254                      | CUSIP: 31427NMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    495412 | PA      | $507913.18    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736520                      | CUSIP: 3620AQG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9846 | PA      | $9734.76      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    425000 | PA      | $313764.35    | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147700.31    | 0.00%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201701.97    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38078.15     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    700000 | PA      | $711644.35    | 0.01%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122389.10    | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3937                      | CUSIP: 31418DLT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266544 | PA      | $233665.98    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 475845                      | CUSIP: 36209MTA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       150 | PA      | $152.29       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5988                      | CUSIP: 3140X9UN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    475998 | PA      | $380993.87    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67712                      | CUSIP: 3132XCR98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207991 | PA      | $198315.99    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153035.69    | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69605.30     | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4031                      | CUSIP: 31418DPR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38782 | PA      | $37559.17     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2593                      | CUSIP: 3132DP3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195676 | PA      | $198487.33    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88512.45     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250612.77    | 0.01%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-2                                    | SDART 2023-2 B                 | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23554 | PA      | $23596.62     | 0.00%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M10 A2                | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    121312 | PA      | $118972.93    | 0.00%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 A5                 | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $121528.54    | 0.00%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0706                      | CUSIP: 31417YYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11970 | PA      | $11965.01     | 0.00%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3332                      | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    786756 | PA      | $720838.21    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 AS               | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48802.66     | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95768.25     | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5878                      | CUSIP: 3138ENQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107830 | PA      | $106565.46    | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82961                       | CUSIP: 36225FJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4408 | PA      | $4466.79      | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    104000 | PA      | $84443.98     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90768.75     | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9201                      | CUSIP: 3140XDGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    347409 | PA      | $292715.31    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $223879.20    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6219                      | CUSIP: 36179U4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    129609 | PA      | $118805.57    | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621026.58    | 0.01%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $241472.37    | 0.01%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53291.87     | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                  | DROCK 2023-1 A                 | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $275682.80    | 0.01%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115630.26    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27698                      | CUSIP: 31297FRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2069 | PA      | $2094.24      | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $610779.40    | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    125000 | PA      | $129775.42    | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M12 A2                | CUSIP: 3136B5NV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    386112 | PA      | $368814.79    | 0.01%             | 2029-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153323.14    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7468                      | CUSIP: 3140XPJN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    191692 | PA      | $193967.43    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7989                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    379165 | PA      | $346403.65    | 0.01%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $182746.88    | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    805000 | PA      | $668240.47    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08779                      | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    727249 | PA      | $669000.01    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98885.79     | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3889                      | CUSIP: 3140XKKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    407370 | PA      | $328863.71    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8571                      | CUSIP: 36179XQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    647359 | PA      | $661592.64    | 0.01%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74835.85     | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2808791 | PA      | $2290076.21   | 0.05%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    400000 | PA      | $366868.17    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Mortgage Trust                                                 | BMARK 2018-B3 A5               | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $221412.60    | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68756.55     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255230                      | CUSIP: 31371LPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23089 | PA      | $23332.68     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132161.15    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1400000 | PA      | $1523272.80   | 0.03%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221009.82    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468682.41    | 0.01%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9306                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1043858 | PA      | $1064852.00   | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390388.03    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    525000 | PA      | $515604.31    | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K130 A2                   | CUSIP: 3137H1YS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $130449.92    | 0.00%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153008.83    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93419.78     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247424.41    | 0.01%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553434                      | CUSIP: 36213FY72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1065 | PA      | $1102.07      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7543                      | CUSIP: 3138WHLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117437 | PA      | $108772.14    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                    | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58270.87     | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737413                      | CUSIP: 3620ARGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       152 | PA      | $151.38       | 0.00%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6966000 | PA      | $6811169.78   | 0.14%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2023-A                                               | VWALT 2023-A A3                | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72477 | PA      | $72791.36     | 0.00%             | 2026-10-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8850                      | CUSIP: 3140XCZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143096 | PA      | $126758.59    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    525000 | PA      | $281851.42    | 0.01%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    711922 | PA      | $657696.08    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                   | CARMX 2023-2 A3                | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58436 | PA      | $58645.50     | 0.00%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8328                      | CUSIP: 3132D6HD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    322029 | PA      | $327811.64    | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199230.57    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167320.20    | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128554.10    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2660                      | CUSIP: 3132DP5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236034 | PA      | $232296.45    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    485000 | PA      | $317066.80    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584791.36    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213342.72    | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17103000 | PA      | $16489697.02  | 0.34%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136287.15    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357375.24    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510508.08    | 0.01%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594078                      | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6374 | PA      | $6337.19      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61422                      | CUSIP: 31335BSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96018 | PA      | $93440.86     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470231.56    | 0.01%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203381.44    | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1221                      | CUSIP: 3138EHLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5999 | PA      | $6255.55      | 0.00%             | 2039-12-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96938.13     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48551.30     | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786597                      | CUSIP: 3622ACGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141637 | PA      | $138238.35    | 0.00%             | 2051-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1102000 | PA      | $1249338.50   | 0.03%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8343                      | CUSIP: 3132DWHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    980714 | PA      | $999943.88    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5542                      | CUSIP: 3140QREQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270998 | PA      | $272436.36    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $137052.25    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94801.88     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64937.82     | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    215000 | PA      | $153508.48    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81335.48     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK               | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242471.58    | 0.01%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    113000 | PA      | $83048.00     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    175000 | PA      | $181278.62    | 0.00%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9964                      | CUSIP: 36180AB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    557143 | PA      | $547486.53    | 0.01%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3619                      | CUSIP: 3140X7AV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10060 | PA      | $9755.78      | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                    | FITAT 2023-1 A3                | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92129 | PA      | $92848.26     | 0.00%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3655                      | CUSIP: 3132E0BY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    514898 | PA      | $513446.73    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER DANIELS                 | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98754.83     | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193694.30    | 0.00%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50057.77     | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62669.29     | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                                             | MGIC INVT CORP                 | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30999.91     | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74080.67     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CSAIL 2017-CX10 A5             | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $145220.82    | 0.00%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0800                      | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27508 | PA      | $27148.25     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3233                      | CUSIP: 3138EKSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17320 | PA      | $17856.81     | 0.00%             | 2043-03-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4158                      | CUSIP: 3140XKTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318020 | PA      | $298170.19    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                       | EART 2023-4A B                 | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5381 | PA      | $5389.24      | 0.00%             | 2027-10-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69876.27     | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149583.69    | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101258.05    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3234                      | CUSIP: 3140QNSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371998 | PA      | $324833.74    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50803.62     | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                                       | NAROT 2023-A A3                | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70837 | PA      | $70983.55     | 0.00%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                              | JPMBB 2014-C23 A5              | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       524 | PA      | $520.63       | 0.00%             | 2047-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954665                      | CUSIP: 31413TCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57153 | PA      | $59812.90     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    125000 | PA      | $79981.75     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    275000 | PA      | $238545.98    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270472.59    | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259956.40    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301314.21    | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280090.70    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $157658.31    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1652                      | CUSIP: 31418AZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134865 | PA      | $131675.45    | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    275000 | PA      | $242966.06    | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106589.89    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                   | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204823.58    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127522.47    | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199371.71    | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202522.03    | 0.00%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17403100 | PA      | $15288215.42  | 0.32%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78445.82     | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A5              | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404000 | PA      | $396499.98    | 0.01%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407846.28    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $150076.58    | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBY0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38312.93     | 0.00%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198954.96    | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30128                      | CUSIP: 31297KD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38207 | PA      | $39515.93     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M10 A2                | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53589 | PA      | $52601.11     | 0.00%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70573.22     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2894                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     76828 | PA      | $75813.26     | 0.00%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2021-1                                  | COPAR 2021-1 A3                | CUSIP: 14044CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1198 | PA      | $1195.83      | 0.00%             | 2026-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B0TY5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $203088.00    | 0.00%             | 2027-04-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99331.17     | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150889.29    | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4654                      | CUSIP: 36179TE35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23042 | PA      | $22546.92     | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735591                      | CUSIP: 31402RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50720 | PA      | $51263.70     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102002.89    | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK          | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $63784.27     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182585.41    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $176263.73    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76442.04     | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80154.83     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2995                      | CUSIP: 31418CKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184730 | PA      | $174873.71    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188668.16    | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4180                      | CUSIP: 3138ELUE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2487 | PA      | $2464.31      | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202363.02    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501005.24    | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OH UNIV-TXB-C-BABS             | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97330.67     | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166294.11    | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9542                      | CUSIP: 36179YS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    442273 | PA      | $450303.69    | 0.01%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    196000 | PA      | $193310.85    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0143                      | CUSIP: 3618N5ER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148649 | PA      | $134923.05    | 0.00%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $487633.00    | 0.01%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5586                      | CUSIP: 31418FF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    258745 | PA      | $258743.41    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97787.81     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8231                      | CUSIP: 3140XQED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271689 | PA      | $282600.49    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51210.81     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5627                      | CUSIP: 3138A7HD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2498 | PA      | $2601.40      | 0.00%             | 2041-03-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08711                      | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210786 | PA      | $194693.51    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75922.51     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4179                      | CUSIP: 31418DUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106896 | PA      | $98212.09     | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220027.00    | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101529.46    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $229681.63    | 0.00%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $80614.70     | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158990.38    | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7256                      | CUSIP: 3133A2BZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    118100 | PA      | $103532.28    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8439                      | CUSIP: 3132DWLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    376703 | PA      | $383147.60    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN          | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     80000 | PA      | $84320.33     | 0.00%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7254                      | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3212008 | PA      | $2618828.27   | 0.05%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40805.75     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4418                      | CUSIP: 31418D4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    422429 | PA      | $386398.08    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96876.09     | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202447.43    | 0.00%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102354.78    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AV          | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $111751.35    | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                   | WFCM 2018-C45 A4               | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197929.60    | 0.00%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172000.83    | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3375                      | CUSIP: 36179RXC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    167859 | PA      | $150456.74    | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101621.81    | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84932.72     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     81000 | PA      | $75960.73     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215955.71    | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257368.23    | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197397.49    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1354                      | CUSIP: 3138EHQG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53207 | PA      | $52624.49     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1980                      | CUSIP: 31418BFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24834 | PA      | $23063.73     | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126446.74    | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5096                      | CUSIP: 3133KYUV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211868 | PA      | $188499.48    | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY4493                      | CUSIP: 3140NL7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    922223 | PA      | $923657.67    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    460000 | PA      | $411891.95    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226777.75    | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49566.47     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9591                      | CUSIP: 3138ERUR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24613 | PA      | $23947.41     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196808.80    | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | MS ST-TXB-F-BAB                | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50502.84     | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1948                      | CUSIP: 3138EJEW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55013 | PA      | $53094.57     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $258349.46    | 0.01%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248992.66    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181552.77    | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8547                      | CUSIP: 3140QUP91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238863 | PA      | $247651.96    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608699.74    | 0.01%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5137                      | CUSIP: 36179TV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    344909 | PA      | $325338.41    | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6416                      | CUSIP: 3140QEDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127064 | PA      | $111748.04    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $487008.91    | 0.01%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3737                      | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28746 | PA      | $27258.84     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82678                       | CUSIP: 36225E6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       844 | PA      | $860.23       | 0.00%             | 2040-11-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $427248.64    | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 AM               | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98688.99     | 0.00%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9107                      | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    192976 | PA      | $196977.81    | 0.00%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3912                      | CUSIP: 36179SKZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25264 | PA      | $24359.50     | 0.00%             | 2031-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8378                      | CUSIP: 3132DWJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    261452 | PA      | $275691.39    | 0.01%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2895000 | PA      | $2213883.39   | 0.05%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5315                      | CUSIP: 3132DS3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280608 | PA      | $280781.23    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5990                      | CUSIP: 3140X9UQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    478386 | PA      | $402624.03    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432802.78    | 0.01%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2403                      | CUSIP: 3132DPU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236621 | PA      | $241778.64    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $108015.17    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201550.84    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA4670                      | CUSIP: 31346YFK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4642 | PA      | $4623.28      | 0.00%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0923                      | CUSIP: 3132DNAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116048 | PA      | $97488.48     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97626                      | CUSIP: 312946PK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29358 | PA      | $29740.73     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203004.60    | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    450000 | PA      | $445744.72    | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    200000 | PA      | $163576.76    | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4445                      | CUSIP: 31418D5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96537 | PA      | $79693.92     | 0.00%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00452                      | CUSIP: 31292GQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        37 | PA      | $37.19        | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215195.17    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 431199                      | CUSIP: 36207F7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        62 | PA      | $62.59        | 0.00%             | 2026-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356374.08    | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU7032                      | CUSIP: 3138X6Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172205 | PA      | $165733.48    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243328.24    | 0.01%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100912.46    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9362                      | CUSIP: 3138MRML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26961 | PA      | $26428.15     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3277                      | CUSIP: 31418CUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90984 | PA      | $85958.98     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100690.93    | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735383                      | CUSIP: 31402Q6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35636 | PA      | $36025.74     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256851                      | CUSIP: 31371NH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2685 | PA      | $2911.54      | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13437000 | PA      | $13483189.69  | 0.28%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229169.57    | 0.00%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361439.44    | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791931.11    | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERGL9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $102053.80    | 0.00%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 A3                | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301574.04    | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186109.83    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    525000 | PA      | $516994.97    | 0.01%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $245785.88    | 0.01%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82960                       | CUSIP: 36225FJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6612 | PA      | $6699.93      | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702268.67    | 0.01%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4261                      | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    121882 | PA      | $109132.00    | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147589.55    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7825000 | PA      | $7305065.45   | 0.15%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203552.33    | 0.00%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1101                      | CUSIP: 3138WAGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71410 | PA      | $68477.28     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79325.65     | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $118938.37    | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7534                      | CUSIP: 3132DVLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    474691 | PA      | $402629.66    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                  | BANK 2021-BN33 A5              | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $44347.85     | 0.00%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $126641.53    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    463295 | PA      | $489001.11    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98340.99     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99199.73     | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49275.29     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124876.94    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    325000 | PA      | $341216.15    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                      | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25062.23     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $235486.47    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HEWLETT-PACK CO                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100843.29    | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7680                      | CUSIP: 3138E0RA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50690 | PA      | $47710.51     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                               | VWALT 2025-A A3                | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151043.31    | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78820.17     | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $202185.46    | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251841.62    | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 A4              | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $223072.65    | 0.00%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8507                      | CUSIP: 3132DWNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850305 | PA      | $864321.12    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287082.39    | 0.01%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    275000 | PA      | $301631.28    | 0.01%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5703                      | CUSIP: 3140QRKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    472764 | PA      | $485136.56    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08554                      | CUSIP: 3128MJTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90286 | PA      | $84282.21     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89998.24     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3372                      | CUSIP: 31418CXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86826 | PA      | $86853.27     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5620000 | PA      | $5519893.75   | 0.11%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group Inc                                                      | COLUMBIA PIPELIN               | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96715.35     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                                   | CARMX 2022-2 A3                | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17666 | PA      | $17625.37     | 0.00%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $313635.33    | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3926                      | CUSIP: 3140J8LG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42020 | PA      | $40364.09     | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325990.19    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147552.27    | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 43358BAA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    355000 | PA      | $365569.30    | 0.01%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1996                      | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34261 | PA      | $32797.15     | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3504                      | CUSIP: 3132DQ3M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335668 | PA      | $343298.89    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     63000 | PA      | $55594.63     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145748.55    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3380000 | PA      | $2715486.73   | 0.06%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $273917.22    | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232071.39    | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139845.26    | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87592.29     | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76821.24     | 0.00%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2224                      | CUSIP: 36179QPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    208680 | PA      | $199635.57    | 0.00%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186619.57    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205451.47    | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171551.39    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80391                      | CUSIP: 31335GNG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        26 | PA      | $25.61        | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182873.63    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP3421                      | CUSIP: 3140KAYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    487981 | PA      | $388602.64    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189069.53    | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9400000 | PA      | $9112859.33   | 0.19%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | PHARMACIA CORP                 | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $187854.67    | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $223116.67    | 0.00%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192309.33    | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55980.28     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122460.69    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $252677.96    | 0.01%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3306                      | CUSIP: 31418CU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169235 | PA      | $159887.75    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KPN NV                         | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    125000 | PA      | $146470.45    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8172                      | CUSIP: 31418WCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       162 | PA      | $161.52       | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-1                                  | COPAR 2022-1 A3                | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27644 | PA      | $27522.08     | 0.00%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2128                      | CUSIP: 3138AFLJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4770 | PA      | $4958.18      | 0.00%             | 2041-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243887.52    | 0.01%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21509                      | CUSIP: 3132JNVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    213303 | PA      | $210653.20    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179585.74    | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02482                      | CUSIP: 3128M4CT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15798 | PA      | $16663.68     | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183718.91    | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7511                      | CUSIP: 3132DVKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24015 | PA      | $22002.58     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    782000 | PA      | $779718.00    | 0.02%             | 2028-05-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81716.55     | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10175800 | PA      | $10271198.13  | 0.21%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345267.72    | 0.01%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276832.14    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K735 A2                   | CUSIP: 3137FMU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    478044 | PA      | $471880.71    | 0.01%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8802200 | PA      | $8487933.91   | 0.18%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187404.93    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49771.52     | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4143                      | CUSIP: 3140X7S91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108521 | PA      | $104703.44    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8493                      | CUSIP: 3132DWNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151050 | PA      | $151049.05    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00748                      | CUSIP: 31292GZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3989 | PA      | $4072.53      | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36606.05     | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75751.82     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9145                      | CUSIP: 3140QVET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364005 | PA      | $366391.49    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-3                                       | EART 2021-3A D                 | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22396 | PA      | $22013.27     | 0.00%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313490.99    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440042.90    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K135 A2                   | CUSIP: 3137H4R36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $110390.55    | 0.00%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 648748                      | CUSIP: 36292GWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10542 | PA      | $10635.89     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    135000 | PA      | $76869.55     | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    131000 | PA      | $131777.49    | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3856                      | CUSIP: 3132E0H96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200097 | PA      | $206834.88    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    279000 | PA      | $278389.10    | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612367.01    | 0.01%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     70000 | PA      | $49485.89     | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                                             | BBCMS 2021-C10 A5              | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $134170.26    | 0.00%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    510000 | PA      | $421365.09    | 0.01%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    119000 | PA      | $134410.34    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92478                      | CUSIP: 312940XF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13316 | PA      | $13207.16     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7357000 | PA      | $7586906.25   | 0.16%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177633.74    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172197.32    | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $35242.72     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2371                      | CUSIP: 36179QT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77251 | PA      | $71342.09     | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81157.10     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207186.32    | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534901.43    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    250000 | PA      | $262890.80    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8120                      | CUSIP: 3132D6AV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72114 | PA      | $67445.97     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4141                      | CUSIP: 3140QBS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80217 | PA      | $70823.80     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | AMERICOLD REALT                | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80360.93     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1585                      | CUSIP: 3138WAXP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6031 | PA      | $5946.71      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73838.31     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 519202                      | CUSIP: 31384BX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       434 | PA      | $455.39       | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit Corp                                                      | BARINGS PRIVATE                | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271895.88    | 0.01%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60839.71     | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    138000 | PA      | $118920.67    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5154                      | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    488457 | PA      | $431068.92    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90386.06     | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132084.71    | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508640.18   | 0.03%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110744.98    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221490.24    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74946.41     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08816                      | CUSIP: 3128MJ4A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    742838 | PA      | $681483.26    | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352413.67    | 0.01%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2728                      | CUSIP: 3138WCA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29445 | PA      | $28976.86     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0753                      | CUSIP: 3140XFZT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    636554 | PA      | $533952.61    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112664.52    | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K109 A2                   | CUSIP: 3137FTFY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $378386.81    | 0.01%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5996                      | CUSIP: 3140XMUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1028151 | PA      | $1048312.00   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128711.46    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76879.38     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2754                      | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    287055 | PA      | $264778.45    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76101.31     | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL               | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50249.14     | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    675000 | PA      | $597800.23    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100165.44    | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 AS             | CUSIP: 06541BBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $25348.56     | 0.00%             | 2056-02-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11284000 | PA      | $11063609.38  | 0.23%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1490                      | CUSIP: 31418AUQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148436 | PA      | $142885.38    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0541                      | CUSIP: 3132ACS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    612703 | PA      | $582117.77    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2247                      | CUSIP: 3132DPP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    298632 | PA      | $301803.23    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A2              | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17417 | PA      | $17228.51     | 0.00%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3659                      | CUSIP: 3140XKB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    257465 | PA      | $259877.38    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2881                      | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50313 | PA      | $47071.55     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $233234.94    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $147023.11    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 A4               | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     31333 | PA      | $31209.50     | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5609                      | CUSIP: 3138ENGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30751 | PA      | $30174.45     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        10 | NC      | $21765.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200632.06    | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $119727.95    | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2847                      | CUSIP: 3140QNEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    646740 | PA      | $515838.76    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2023-A                                              | WOSAT 2023-A A3                | CUSIP: 98163UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57826 | PA      | $58002.28     | 0.00%             | 2028-07-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8079                      | CUSIP: 3132D56Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126203 | PA      | $115950.70    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101914.93    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $225532.41    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7988                      | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1130864 | PA      | $999933.66    | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15926000 | PA      | $16084015.70  | 0.33%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42777.43     | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC0897                      | CUSIP: 31417J7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       436 | PA      | $450.56       | 0.00%             | 2039-07-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    580000 | PA      | $567974.49    | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202732.70    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51193.97     | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                                       | TAOT 2024-B A3                 | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506669.45    | 0.01%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95797.56     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7739                      | CUSIP: 3140QFS59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319971 | PA      | $268897.36    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172878.88    | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01740                      | CUSIP: 31283H4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36316 | PA      | $37460.21     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1155                      | CUSIP: 3132DNH89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    886261 | PA      | $773618.32    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18577                      | CUSIP: 3128MMUB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375584 | PA      | $363312.54    | 0.01%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129205.16    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202920.58    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88290.49     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8261                      | CUSIP: 3132D6FA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133368 | PA      | $135929.28    | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                          | HDMOT 2024-B A4                | CUSIP: 41284PAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100198.82    | 0.00%             | 2032-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A2                   | CUSIP: 3137F82N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $152557.00    | 0.00%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201461.59    | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2014                      | CUSIP: 3133KHGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    886145 | PA      | $799992.30    | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2604                      | CUSIP: 3140XH3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235658 | PA      | $233833.89    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563577                      | CUSIP: 36213TCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6183 | PA      | $6390.86      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2023-A                                               | VWALT 2023-A A4                | CUSIP: 92867UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40000 | PA      | $40338.68     | 0.00%             | 2028-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3987                      | CUSIP: 31418DND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91579 | PA      | $81964.47     | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4587                      | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    469735 | PA      | $414520.64    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202256.63    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101451.24    | 0.00%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103984.17    | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $206198.76    | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5936                      | CUSIP: 3140X9S22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80171 | PA      | $72411.78     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415939.99    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263444.87    | 0.01%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339861.10    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902185                      | CUSIP: 31411AJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3285 | PA      | $3393.07      | 0.00%             | 2036-11-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5353                      | CUSIP: 31418E5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    685679 | PA      | $686102.77    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96929.04     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65708.96     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725233                      | CUSIP: 31402CV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4535 | PA      | $4581.26      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53433.98     | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54637.69     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1401                      | CUSIP: 31418ARX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72764 | PA      | $70167.45     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $403097.18    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61998.62     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    375000 | PA      | $380919.01    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8490                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    515128 | PA      | $508695.43    | 0.01%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 741864                      | CUSIP: 3620AWFD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5737 | PA      | $5799.26      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40518.79     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AQ          | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $81509.41     | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202699.08    | 0.00%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51368.39     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75908.72     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388170.06    | 0.01%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $465147.91    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149877.99    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149216.02    | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3106                      | CUSIP: 31418CNY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18475 | PA      | $16392.23     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255770                      | CUSIP: 31371MCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47529 | PA      | $49054.64     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A4                | CUSIP: 096924AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $76187.36     | 0.00%             | 2032-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6293                      | CUSIP: 3140X97F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155130 | PA      | $134588.81    | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43481.30     | 0.00%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889736                      | CUSIP: 31410KPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9386 | PA      | $9478.18      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS                   | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230319.47    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0028                      | CUSIP: 3132ACA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    570176 | PA      | $512495.87    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $64206.82     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7736                      | CUSIP: 3140QTS26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79455 | PA      | $80938.66     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9105                      | CUSIP: 3138ERDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95193 | PA      | $92905.70     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5259                        | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59934 | PA      | $57735.88     | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116270.96    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5442                      | CUSIP: 31418FBL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    433411 | PA      | $414532.33    | 0.01%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6.5 7/25                  | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    505000 | PA      | $521254.74    | 0.01%             | 2025-07-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $245642.50    | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NJ ECON-SER A                  | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    225000 | PA      | $237629.61    | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1600                      | CUSIP: 3140X4X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9308 | PA      | $8595.05      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1893                      | CUSIP: 3132DPC63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    233496 | PA      | $231597.11    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE               | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $203567.60    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177161.04    | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6303000 | PA      | $6330083.17   | 0.13%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218699.46    | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 AS                 | CUSIP: 12515GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31000 | PA      | $27660.20     | 0.00%             | 2050-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198358.61    | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $232783.29    | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344460.87    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR-A-TXBL            | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    150000 | PA      | $127866.60    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171922.68    | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986417.37    | 0.02%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 935520                      | CUSIP: 31412UYR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9880 | PA      | $9792.38      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582284                      | CUSIP: 36201F2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1475 | PA      | $1526.15      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $41816.71     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104723.19    | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469914.85    | 0.01%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5515                      | CUSIP: 3140XMDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    201547 | PA      | $207640.05    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $122906.97    | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $385865.38    | 0.01%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2373                      | CUSIP: 36179QT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    210314 | PA      | $206713.14    | 0.00%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                       | BMO 2023-C6 A5                 | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105530.31    | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 AS               | CUSIP: 90276WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96477.20     | 0.00%             | 2050-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $119521.06    | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253480                      | CUSIP: 31371JQ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       368 | PA      | $385.17       | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                                       | NAROT 2023-B A4                | CUSIP: 65480MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $205462.10    | 0.00%             | 2030-10-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3034                      | CUSIP: 36179RLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    261457 | PA      | $241542.10    | 0.01%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786317                      | CUSIP: 3622AB4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160354 | PA      | $158238.81    | 0.00%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAR1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     69158 | PA      | $70136.68     | 0.00%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85955.76     | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13585                      | CUSIP: 3128PS6W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3592 | PA      | $3578.90      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9649                      | CUSIP: 3140QVWK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273423 | PA      | $269127.42    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8930000 | PA      | $8951278.49   | 0.19%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61583.85     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5422                      | CUSIP: 31418FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    864663 | PA      | $893105.46    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0423                      | CUSIP: 3140XFPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    119197 | PA      | $105672.38    | 0.00%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99260.41     | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5651                      | CUSIP: 3140QRH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163562 | PA      | $167331.19    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195832.04    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4770                        | CUSIP: 36202FJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42210 | PA      | $40757.91     | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                                                    | COMERICA BANK                  | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242982.41    | 0.01%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195651.69    | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A3                 | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151687.41    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5051                      | CUSIP: 31418ETH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50742 | PA      | $47377.60     | 0.00%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL               | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191860.48    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5114                        | CUSIP: 36202FVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36974 | PA      | $35645.87     | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174919.32    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90946.99     | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $121553.03    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81937.09     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    650000 | PA      | $563098.16    | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178560.32    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148326.00    | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254640.40    | 0.01%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128600.10    | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $372836.56    | 0.01%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44182.00     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6559                      | CUSIP: 3138EPJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14356 | PA      | $13745.95     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291849.61    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145930.43    | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                                   | BMWOT 2024-A A3                | CUSIP: 096919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202521.50    | 0.00%             | 2029-02-26      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61582                      | CUSIP: 31335BXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36990 | PA      | $35015.06     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787108                      | CUSIP: 3622ACYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    785329 | PA      | $820783.32    | 0.02%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY5643                      | CUSIP: 3138YKHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41869 | PA      | $40605.30     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208482.26    | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8967                      | CUSIP: 3138ET6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41723 | PA      | $39744.69     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88328.46     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $452962.14    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4383                      | CUSIP: 31418D2R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    812925 | PA      | $743840.62    | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261004.76    | 0.01%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    271000 | PA      | $228320.90    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213019.90    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $179636.87    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9965                      | CUSIP: 36180ACA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2361702 | PA      | $2365416.24   | 0.05%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6255                      | CUSIP: 3140QD5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454824 | PA      | $384925.78    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1247                      | CUSIP: 3138A2L56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       866 | PA      | $860.66       | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    800000 | PA      | $791864.57    | 0.02%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3430                      | CUSIP: 3138A4Y41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3505 | PA      | $3486.20      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933176                      | CUSIP: 31412SFR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3849 | PA      | $4181.37      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $194363.45    | 0.00%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                      | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1082343 | PA      | $1068403.89   | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3803                      | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    772615 | PA      | $713765.81    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    375000 | PA      | $321023.71    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2680                      | CUSIP: 36179Q6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20418 | PA      | $20155.04     | 0.00%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488352.06    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74799.11     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98663.99     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100735.30    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4126                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1248494 | PA      | $1117893.39   | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8042                      | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    315965 | PA      | $268826.78    | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $218812.50    | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202968.01    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102933.78    | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90506.84     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193613.68    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class AA Pass Through Trust                               | UNTD AIR 19-2 AA               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75689 | PA      | $67630.21     | 0.00%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98609.77     | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     68000 | PA      | $67791.53     | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738882                      | CUSIP: 3620AS2P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30300 | PA      | $29234.75     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5445                      | CUSIP: 31418FBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1456754 | PA      | $1481677.00   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7878                      | CUSIP: 3140XPXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    455320 | PA      | $466240.35    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 A4              | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95906.35     | 0.00%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5316                      | CUSIP: 3138Y64A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34262 | PA      | $33908.12     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127297.48    | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00860                      | CUSIP: 31292G5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       218 | PA      | $228.90       | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $271751.46    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4019                      | CUSIP: 31418DPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1018439 | PA      | $854602.74    | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBB5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $207459.84    | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD2342                      | CUSIP: 31418PS89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7091 | PA      | $7173.58      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7536                      | CUSIP: 3132DVLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    849307 | PA      | $717456.25    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6293                      | CUSIP: 3140XM7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70507 | PA      | $73059.99     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    560000 | PA      | $377739.16    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $116095.18    | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8162                      | CUSIP: 3132DWB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263799 | PA      | $229775.40    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97857.60     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-C                                         | WOART 2022-C A3                | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22400 | PA      | $22334.02     | 0.00%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153324.19    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6775                      | CUSIP: 3140XNQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    208582 | PA      | $220267.25    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178791.69    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $769882.52    | 0.02%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01601                      | CUSIP: 31283HX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4685 | PA      | $4603.72      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76736.15     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $414870.90    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    552000 | PA      | $425624.54    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112948.08    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10615000 | PA      | $9902633.93   | 0.21%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6306                      | CUSIP: 3138EPAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47149 | PA      | $46543.74     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $327942.04    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    650000 | PA      | $646677.80    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0260                      | CUSIP: 3618N5JE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    683976 | PA      | $694098.24    | 0.01%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423950.36    | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    426000 | PA      | $438743.63    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    618000 | PA      | $532098.93    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    425000 | PA      | $394679.88    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    798000 | PA      | $827222.71    | 0.02%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49669.69     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8941600 | PA      | $5250745.01   | 0.11%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45568.13     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251899                      | CUSIP: 31371GX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       113 | PA      | $118.82       | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5279                        | CUSIP: 36202F2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96721 | PA      | $90344.31     | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K754 A2                   | CUSIP: 3137HBC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $103219.41    | 0.00%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3804                      | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33090 | PA      | $31325.78     | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723434                      | CUSIP: 3620A9V32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5338 | PA      | $5396.47      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    140000 | PA      | $103266.05    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258050.48    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95657.99     | 0.00%             | 2048-01-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4170                      | CUSIP: 3138WDT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20906 | PA      | $19998.42     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 A4              | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $124479.28    | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2929                      | CUSIP: 31418CHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93443 | PA      | $86139.97     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $82092.30     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0658                      | CUSIP: 3138EGWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106628 | PA      | $105552.92    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00473                      | CUSIP: 31283GQ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        89 | PA      | $89.79        | 0.00%             | 2026-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8532                      | CUSIP: 3132DWPR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    556984 | PA      | $545971.19    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6690                      | CUSIP: 31419HNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4933 | PA      | $5142.57      | 0.00%             | 2041-06-01      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $101712.03    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7021                      | CUSIP: 3133KNYS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68281 | PA      | $56806.22     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7946000 | PA      | $7747350.00   | 0.16%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 A5              | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146922.23    | 0.00%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253814                      | CUSIP: 31371J3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       776 | PA      | $811.49       | 0.00%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179419.93    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5295000 | PA      | $5227157.81   | 0.11%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8447                      | CUSIP: 3132DWL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    470858 | PA      | $478913.25    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0534                      | CUSIP: 3138MFSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14561 | PA      | $13333.07     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35482.83     | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $297364.21    | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73015.09     | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2473                      | CUSIP: 31418BXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29305 | PA      | $28241.45     | 0.00%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1927                      | CUSIP: 3138EJD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3222 | PA      | $3353.53      | 0.00%             | 2039-11-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CONS LN-BABS                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152246.87    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    386000 | PA      | $277730.44    | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264321.65    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9543                      | CUSIP: 36179YS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    839001 | PA      | $863047.59    | 0.02%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99037.46     | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252608.06    | 0.01%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177481.12    | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     52000 | PA      | $39247.80     | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Regions Bank/Birmingham AL                                                       | REGIONS BK ALAB                | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258897.19    | 0.01%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0218                      | CUSIP: 31419AG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93187 | PA      | $92320.23     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7522                      | CUSIP: 3140QTLC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    726914 | PA      | $756560.65    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306843.09    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1009665.67   | 0.02%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86446.43     | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179073.00    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143537.51    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4326                      | CUSIP: 31418DYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1883453 | PA      | $1573399.40   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1400000 | PA      | $1210049.40   | 0.03%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5665                      | CUSIP: 31417CJK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12580 | PA      | $11803.53     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AV4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $397744.58    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8361000 | PA      | $8448529.22   | 0.18%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205774.55    | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248998.39    | 0.01%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2758                      | CUSIP: 3132DQB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123185 | PA      | $124839.48    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1114149.54   | 0.02%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3775                      | CUSIP: 3140QPFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53730 | PA      | $50258.35     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                           | CRVNA 2025-P2 A3               | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201286.74    | 0.00%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    111000 | PA      | $105743.32    | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2181                      | CUSIP: 3132DPM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384879 | PA      | $388484.25    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93773.94     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50680.78     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129949.59    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75206.37     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176664.87    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    440000 | PA      | $359345.47    | 0.01%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150297.55    | 0.00%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7883                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225691 | PA      | $205978.92    | 0.00%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $387465.20    | 0.01%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48108.48     | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD2 Mortgage Trust                                                       | CD 2016-CD2 A4                 | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96545.08     | 0.00%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45094                      | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    332519 | PA      | $295936.88    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255842                      | CUSIP: 31371MEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11098 | PA      | $11225.04     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190608.58    | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64006.11     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8016                      | CUSIP: 3132DV3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    377036 | PA      | $330764.73    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4098                      | CUSIP: 3140XKRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163086 | PA      | $165479.88    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5085                      | CUSIP: 3133KYUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1387464 | PA      | $1197409.52   | 0.02%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $256489.26    | 0.01%             | 2035-05-26      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6818                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    187949 | PA      | $153357.00    | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $685165.76    | 0.01%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07925                      | CUSIP: 3128MAD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69486 | PA      | $66773.44     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08015                      | CUSIP: 3128MJAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22258 | PA      | $22972.33     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251499                      | CUSIP: 31371GKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       135 | PA      | $142.01       | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    250000 | PA      | $251709.22    | 0.01%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | EMBRAER NL FINAN               | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103136.14    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC39                                           | GSMS 2019-GC39 A4              | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94995.20     | 0.00%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8056                      | CUSIP: 3132DV5R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266153 | PA      | $233157.25    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99166.35     | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05342                      | CUSIP: 3128M7HT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11201 | PA      | $11343.15     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171655.55    | 0.00%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5561                      | CUSIP: 31418FFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367772 | PA      | $360774.77    | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $193273.34    | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08836                      | CUSIP: 3128MJ4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    615666 | PA      | $581831.54    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216585.93    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127576.84    | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3174                      | CUSIP: 36179RQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141855 | PA      | $134736.49    | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A3                | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90568.85     | 0.00%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1703                      | CUSIP: 3132AD3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91756 | PA      | $87032.73     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4111                      | CUSIP: 31418DR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73878 | PA      | $66254.71     | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79304.96     | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9990                      | CUSIP: 3138WLC43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36399 | PA      | $35467.57     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1813000 | PA      | $1763992.34   | 0.04%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106184.80    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    600000 | PA      | $602480.12    | 0.01%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619538.24    | 0.01%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    119000 | PA      | $119874.29    | 0.00%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725238                      | CUSIP: 31402CV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25914 | PA      | $26177.58     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46184.64     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3855                      | CUSIP: 31418DH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67409 | PA      | $63007.39     | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5906                      | CUSIP: 3140QRR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    268842 | PA      | $270184.71    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96969.46     | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3695                      | CUSIP: 3140FPC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127671 | PA      | $117293.42    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4653                      | CUSIP: 3132DSE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175394 | PA      | $173036.13    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156935.69    | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8167                      | CUSIP: 3132DWCC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    983792 | PA      | $820610.89    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424873.66    | 0.01%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 508377                      | CUSIP: 36211BXE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       690 | PA      | $708.93       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $158657.98    | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3877000 | PA      | $2686034.06   | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98897.19     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    175000 | PA      | $178312.82    | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    345000 | PA      | $323322.91    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254767                      | CUSIP: 31371K6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29953 | PA      | $30780.33     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    455000 | PA      | $407234.71    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96296.50     | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WAKEMED                        | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134509.51    | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151430.43    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61869.45     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170210.13    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296615.13    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50927.48     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783473                      | CUSIP: 36241L2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30854 | PA      | $28898.59     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   1125000 | PA      | $1085336.46   | 0.02%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3927                      | CUSIP: 3132E0LG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700906 | PA      | $701996.66    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                  | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119661.26    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274828.64    | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8349                      | CUSIP: 36179XH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    797928 | PA      | $803671.05    | 0.02%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98360.31     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6192000 | PA      | $6424683.72   | 0.13%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40392.20     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $173251.23    | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205400.76    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $478968.71    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8288                      | CUSIP: 3132DWF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46417 | PA      | $45706.40     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1252012.50   | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96751.95     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 AS               | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48495.29     | 0.00%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2161                      | CUSIP: 3132DPMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202821 | PA      | $203706.55    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4075000 | PA      | $3956092.76   | 0.08%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252505.49    | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88707.27     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4305                      | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4232310 | PA      | $3374359.15   | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7413                      | CUSIP: 3132DVGW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    232224 | PA      | $228939.13    | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20303000 | PA      | $17370961.34  | 0.36%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251260.47    | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182297.23    | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QH2144                      | CUSIP: 3133CELZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    373360 | PA      | $380681.47    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100464.61    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8122                      | CUSIP: 3132DWAX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    763857 | PA      | $638110.87    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164588.61    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01022                      | CUSIP: 31292HD35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       959 | PA      | $1017.71      | 0.00%             | 2030-05-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K108 A2                   | CUSIP: 3137FTBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $133841.93    | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $191319.18    | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $277074.10    | 0.01%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $196306.88    | 0.00%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71512.44     | 0.00%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735752.36    | 0.02%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7681                      | CUSIP: 31416RRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17360 | PA      | $17210.34     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    280000 | PA      | $278990.22    | 0.01%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246714.56    | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9437                      | CUSIP: 3138EEPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63812 | PA      | $59930.26     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-A Owner Trust                                       | NAROT 2022-A A4                | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $24657.94     | 0.00%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129534.55    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185770.58    | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH          | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $65191.77     | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11798000 | PA      | $8107898.95   | 0.17%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8489                      | CUSIP: 3132DWNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2071777 | PA      | $1981374.22   | 0.04%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12760000 | PA      | $11836893.75  | 0.25%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2713                      | CUSIP: 3138WQAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17277 | PA      | $17768.93     | 0.00%             | 2043-07-01      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91606                      | CUSIP: 3128P7YB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82830 | PA      | $79969.25     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71190.00     | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB67<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251258.70    | 0.01%             | 2026-12-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442532.68    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41643.57     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $205958.88    | 0.00%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $444006.92    | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371063.11    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90949                      | CUSIP: 3128P7BS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       888 | PA      | $886.94       | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95533.76     | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-B                                            | MBALT 2024-B A3                | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $109968.88    | 0.00%             | 2028-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68554.74     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4045                      | CUSIP: 3132E0P63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    456907 | PA      | $366141.61    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188011.86    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $35878.64     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M7 A2                 | CUSIP: 3136AV7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    192858 | PA      | $189166.37    | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212054.02    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    250000 | PA      | $223687.68    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149131.24    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72551.72     | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05733                      | CUSIP: 3128M7V29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7936 | PA      | $8038.12      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $85139.09     | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7828                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    511470 | PA      | $452412.60    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246209.70    | 0.01%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C12                                                    | BBCMS 2021-C12 A5              | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88180.86     | 0.00%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4977                        | CUSIP: 36202FQ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     93244 | PA      | $89977.67     | 0.00%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8113                      | CUSIP: 3132DWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4946841 | PA      | $3948681.53   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2366214.84   | 0.05%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    363000 | PA      | $277701.80    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204428.95    | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                      | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204631 | PA      | $205397.15    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp/The                                             | JOHNS HOP HEALTH               | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98097.73     | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026411.29   | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7533                      | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1402698 | PA      | $1143434.48   | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19285.67     | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 A1A                | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100438.94    | 0.00%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00644                      | CUSIP: 31292GWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       175 | PA      | $177.72       | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96153.23     | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8078                      | CUSIP: 3132D56P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    858805 | PA      | $766703.14    | 0.02%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3616                      | CUSIP: 3138XFAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25756 | PA      | $25267.43     | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7467                      | CUSIP: 3140XBJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224863 | PA      | $206596.42    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08521                      | CUSIP: 3128MJSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36642 | PA      | $33378.05     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4469                      | CUSIP: 31418R6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1873 | PA      | $1949.10      | 0.00%             | 2040-05-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 A1                | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101103.57    | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF          | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102863.57    | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5330                      | CUSIP: 3132DS4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162396 | PA      | $166595.53    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08434                      | CUSIP: 3128MJPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33195 | PA      | $32139.95     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2554                      | CUSIP: 3140QMZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175973 | PA      | $147829.01    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12208000 | PA      | $12451206.19  | 0.26%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281162.98    | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250641                      | CUSIP: 31371FLW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        20 | PA      | $20.53        | 0.00%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                       | BMO 2023-C6 AS                 | CUSIP: 055985AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $43061.26     | 0.00%             | 2056-09-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     92000 | PA      | $68157.98     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-1 A                  | CUSIP: 92348KBG7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $175001.21    | 0.00%             | 2029-01-22      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101435.24    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97922.07     | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116067.86    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-2 A                 | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $76563.29     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18628                      | CUSIP: 3128MMVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71615 | PA      | $68161.72     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786788                      | CUSIP: 3622ACND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    321395 | PA      | $329792.31    | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329177.30    | 0.01%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73804.15     | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201543.85    | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148716.65    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10180000 | PA      | $6254337.50   | 0.13%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6363                      | CUSIP: 3140QEB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    562380 | PA      | $496701.23    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151888.60    | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    968000 | PA      | $677262.67    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                | COOK CNTY-TXB-D-BABS           | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52831.82     | 0.00%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4772                      | CUSIP: 3140X8JS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    455328 | PA      | $450712.40    | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3286                      | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32525 | PA      | $31642.31     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359905.60    | 0.01%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7409                      | CUSIP: 3140XBGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108135 | PA      | $89860.94     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302376.20    | 0.01%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121292.25    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3892                        | CUSIP: 36202EKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6377 | PA      | $6750.88      | 0.00%             | 2036-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199136.53    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20111.52     | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF2                                   | CF 2019-CF2 A5                 | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $130013.46    | 0.00%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7171                      | CUSIP: 3140XA6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    242031 | PA      | $223428.53    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    140000 | PA      | $149402.05    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98541.91     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71800.29     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281990.89    | 0.01%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159682.30    | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202327.23    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301017.61    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122356.60    | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746641                      | CUSIP: 31403EP27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18020 | PA      | $18209.10     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197518.86    | 0.00%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Rush Obligated Group                                                             | RUSH OBL GROUP                 | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73524.77     | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202330.52    | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    918000 | PA      | $609019.41    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4585                      | CUSIP: 36179TCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200419 | PA      | $179328.22    | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82647 | PA      | $78889.83     | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14723000 | PA      | $14721849.69  | 0.31%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194587.71    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200267.46    | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $373125.85    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79326.61     | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7301800 | PA      | $7060498.29   | 0.15%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2772                      | CUSIP: 3132DQCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400455 | PA      | $402454.93    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8063                      | CUSIP: 3132DV5Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75226 | PA      | $68429.43     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08849                      | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14853 | PA      | $14853.57     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    425000 | PA      | $458354.04    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133505.06    | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     88000 | PA      | $70409.94     | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $46439.14     | 0.00%             | 2031-01-13      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2828                      | CUSIP: 36179RD97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     84659 | PA      | $83209.83     | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7731                      | CUSIP: 31419JSV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68579 | PA      | $67911.86     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7545                      | CUSIP: 3138WHL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52406 | PA      | $48343.07     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234203.32    | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100794.43    | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6014000 | PA      | $6113606.88   | 0.13%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI5754                      | CUSIP: 3138AKMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15379 | PA      | $15299.91     | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49312.96     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203172.50    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    686000 | PA      | $527212.53    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9403                      | CUSIP: 3140XRNV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    401510 | PA      | $411014.63    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                                     | BBCMS 2021-C9 A5               | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $132241.34    | 0.00%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3736                      | CUSIP: 31418DEJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71274 | PA      | $70751.89     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    732000 | PA      | $754897.74    | 0.02%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LK7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    144000 | PA      | $144091.92    | 0.00%             | 2026-08-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7931                      | CUSIP: 3133KPY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169140 | PA      | $162393.59    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206609.45    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8300                      | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    635387 | PA      | $636375.59    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                       | CNH 2024-C A4                  | CUSIP: 18978GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50190.80     | 0.00%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81643.49     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3188                      | CUSIP: 31418CRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69792 | PA      | $67676.52     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08841                      | CUSIP: 3128MJ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56267 | PA      | $51496.64     | 0.00%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3873                      | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1995012 | PA      | $1786319.94   | 0.04%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co/The                                                             | TOLEDO EDISON                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $81017.11     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2022-A                                                   | BMWOT 2022-A A3                | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2182 | PA      | $2177.81      | 0.00%             | 2026-08-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     43000 | PA      | $48491.61     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75547.34     | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $71241.24     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140529.44    | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98151.70     | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150225.89    | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1981                      | CUSIP: 3142GSFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525428 | PA      | $545470.32    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     50000 | PA      | $49277.65     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433273.85    | 0.01%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                                       | CNH 2023-A A3                  | CUSIP: 12664QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43531 | PA      | $43671.59     | 0.00%             | 2028-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 AS              | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $58885.98     | 0.00%             | 2063-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154359.46    | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97316.48     | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |     50000 | PA      | $50042.69     | 0.00%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124040.36    | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99318.33     | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74819.31     | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4089                      | CUSIP: 31417ARK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3647 | PA      | $3604.29      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98656.57     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480151.71    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $309126.48    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6870                      | CUSIP: 3140QST43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    281374 | PA      | $282251.15    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94583.46     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4451                      | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    376768 | PA      | $347952.41    | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726841                      | CUSIP: 3620ADP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89046 | PA      | $90015.47     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A3                   | CUSIP: 3137FDET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $46921.59     | 0.00%             | 2032-11-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4995                      | CUSIP: 31419FRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113626 | PA      | $110006.69    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    425000 | PA      | $398509.25    | 0.01%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91724                      | CUSIP: 3128P74H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52230 | PA      | $50279.71     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51472.68     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERFJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2024188.00   | 0.04%             | 2027-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8315                      | CUSIP: 3132DWGY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207849 | PA      | $204275.42    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50125.89     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $183761.55    | 0.00%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    343000 | PA      | $341797.33    | 0.01%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0361                      | CUSIP: 3140XFMK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    637742 | PA      | $535746.23    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    875000 | PA      | $857917.35    | 0.02%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $163349.08    | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273270.63    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNV-TXB-H-BAB          | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50167.87     | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48696.36     | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    275000 | PA      | $164650.82    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281228.51    | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8159                      | CUSIP: 3138WJB56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2148 | PA      | $2116.15      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110023.51    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4203400 | PA      | $3235304.44   | 0.07%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317023.33    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    375000 | PA      | $334372.07    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3746                      | CUSIP: 31418DEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123204 | PA      | $116052.81    | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202090.96    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101449.34    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z50018                      | CUSIP: 3132FEAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12690 | PA      | $12618.98     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                     | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102903.73    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2304                      | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    723499 | PA      | $691919.19    | 0.01%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7666                      | CUSIP: 3138EQQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25954 | PA      | $25414.90     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178371.49    | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92947.50     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399457.20    | 0.01%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K052 A2                   | CUSIP: 3137BMTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116909 | PA      | $116230.02    | 0.00%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2975                      | CUSIP: 3138LTJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60292 | PA      | $56744.52     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $296126.33    | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6429                      | CUSIP: 3132DUEA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    190832 | PA      | $191427.42    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $194128.55    | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6280                      | CUSIP: 3133C66R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1403679 | PA      | $1379105.50   | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217011.01    | 0.00%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4029                      | CUSIP: 3140QPPP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104875 | PA      | $100691.80    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195304.13    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35218 | PA      | $33956.56     | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102034.45    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203271.93    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1560                      | CUSIP: 3138A2WW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189354 | PA      | $183326.45    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3127                      | CUSIP: 31418CPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127222 | PA      | $120117.06    | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5063                      | CUSIP: 3138XUTV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83670 | PA      | $80134.48     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1602307 | PA      | $1306400.08   | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230286.59    | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66407.79     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York/The                      | COLUMBIA UNIV                  | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95702.20     | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5736                      | CUSIP: 31418FLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    607046 | PA      | $617099.57    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204311.22    | 0.00%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    540000 | PA      | $513175.18    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1158                      | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37974 | PA      | $36516.33     | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    714000 | PA      | $593642.20    | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18614                      | CUSIP: 3128MMVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115404 | PA      | $111213.82    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1134                      | CUSIP: 3132CXHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    407769 | PA      | $382645.07    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251787.22    | 0.01%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4018                      | CUSIP: 31418DPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    968735 | PA      | $774780.46    | 0.02%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207687.61    | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $872001.85    | 0.02%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112899.79    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00666                      | CUSIP: 31292GW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       922 | PA      | $969.25       | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $141360.66    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49193.83     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219481.87    | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4731                      | CUSIP: 31418EHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    222507 | PA      | $200595.91    | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99689.87     | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171767.21    | 0.00%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA3500                      | CUSIP: 3140A33J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156909 | PA      | $165454.42    | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $310860.00    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08758                      | CUSIP: 3128MJZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9044 | PA      | $8572.32      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783341                      | CUSIP: 36241LWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9267 | PA      | $9387.99      | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V2 Mortgage Trust                                                 | BMARK 2023-V2 AS               | CUSIP: 08163TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $26013.83     | 0.00%             | 2055-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $269436.53    | 0.01%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99602.84     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $506697.31    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10290000 | PA      | $9556837.50   | 0.20%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48892.04     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2860                      | CUSIP: 3138EKFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48596 | PA      | $44427.77     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    415000 | PA      | $412982.35    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3576                      | CUSIP: 3140X66N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    301867 | PA      | $254343.15    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94784.66     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-B Owner Trust                                       | NAROT 2022-B A3                | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34149 | PA      | $34136.51     | 0.00%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201512.28    | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199312.70    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224242.18    | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146462.23    | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101108.73    | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 AS               | CUSIP: 07332VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96498.15     | 0.00%             | 2050-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2025-A1 A                | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100677.19    | 0.00%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | BAXALTA INC                    | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67962.46     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203096.01    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505948.92    | 0.01%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709802                      | CUSIP: 31401JRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17478 | PA      | $17994.46     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    675000 | PA      | $663882.59    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59909.47     | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    162317 | PA      | $158624.82    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81346.51     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     78000 | PA      | $61183.60     | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8066                      | CUSIP: 3132D56B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70076 | PA      | $62845.37     | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03811                      | CUSIP: 3128M5R85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2973 | PA      | $3079.35      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMWLT 2024-2 A4                | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95000 | PA      | $95076.04     | 0.00%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    400000 | PA      | $295285.18    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98680.01     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132031.09    | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4328                      | CUSIP: 31418DY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    630844 | PA      | $562204.25    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357373.83    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8247                      | CUSIP: 3140XCEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1092012 | PA      | $917704.99    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111393.00    | 0.00%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $239825.01    | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240035.72    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $104246.89    | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3637                      | CUSIP: 3132E0BE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137431 | PA      | $140255.02    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8290                      | CUSIP: 3132DWF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    770113 | PA      | $785935.75    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228489.57    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 AS                 | CUSIP: 61770KBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $22560.42     | 0.00%             | 2053-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     98000 | PA      | $65741.35     | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188183.59    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $247252.75    | 0.01%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72163.52     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8709                      | CUSIP: 31419KVB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       517 | PA      | $514.09       | 0.00%             | 2025-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $177674.99    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8336                      | CUSIP: 3140XCHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196764 | PA      | $165356.15    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9330                      | CUSIP: 3138MRLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61165 | PA      | $57247.19     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    238000 | PA      | $203680.39    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $163300.56    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $186176.39    | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31749.37     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204835.32    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178251.43    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2149                      | CUSIP: 31418BL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17944 | PA      | $17552.86     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 A5               | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $122394.45    | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2024-A1 A                | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201464.76    | 0.00%             | 2029-01-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4977                      | CUSIP: 3140QCQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    132812 | PA      | $116429.72    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT               | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99800.42     | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228513.83    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    207000 | PA      | $210140.38    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 539955                      | CUSIP: 36212PZU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       612 | PA      | $638.59       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320801.78    | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82581.84     | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A3                 | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42204 | PA      | $42429.43     | 0.00%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115234.16    | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99781.75     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190370                      | CUSIP: 31368HMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23056 | PA      | $24188.41     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70796.02     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5060                      | CUSIP: 31418ETS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150806 | PA      | $151794.88    | 0.00%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5699                      | CUSIP: 3140QDKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    317951 | PA      | $269087.40    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08537                      | CUSIP: 3128MJS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116824 | PA      | $106154.50    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    192000 | PA      | $201484.49    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1827876.16   | 0.04%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308571.05    | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9595000 | PA      | $9142235.94   | 0.19%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339759.40    | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6380                      | CUSIP: 3140QECS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76068 | PA      | $73979.30     | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6846000 | PA      | $6833966.03   | 0.14%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $229305.81    | 0.00%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67906.22     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K095 A2                   | CUSIP: 3137FNAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $262265.52    | 0.01%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K159 A2                   | CUSIP: 3137FKKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49388.33     | 0.00%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199479.04    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91837                      | CUSIP: 3128P8BE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54181 | PA      | $51694.84     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189653.27    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1399                      | CUSIP: 3140XGRV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    260460 | PA      | $227925.94    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1132                      | CUSIP: 31418AHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52881 | PA      | $48216.20     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102516.05    | 0.00%             | 2067-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86174.97     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1592                      | CUSIP: 31418NXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71108 | PA      | $70459.83     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45480.05     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205024.08    | 0.00%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $248461.73    | 0.01%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85156.75     | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60238                      | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262085 | PA      | $242731.52    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87994                      | CUSIP: 3129343B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56076 | PA      | $56796.33     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186331.08    | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A3                | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75412.31     | 0.00%             | 2029-03-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $284660.06    | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3802                      | CUSIP: 31418DGL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    430089 | PA      | $377306.97    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189893.28    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    175000 | PA      | $161694.70    | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343994.97    | 0.01%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    480000 | PA      | $453866.10    | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106949.30    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8120                      | CUSIP: 3132DWAV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1829322 | PA      | $1376927.04   | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $56129.69     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1628                      | CUSIP: 3140JHY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71722 | PA      | $69550.32     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp            | TRITON CONTAINER               | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    104000 | PA      | $90232.75     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    232000 | PA      | $226537.22    | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $274435.88    | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91840                      | CUSIP: 3128P8BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210409 | PA      | $201983.99    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    132000 | PA      | $103109.36    | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150490.62    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LA CNTY                        | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $58799.28     | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101471.50    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-5                                       | EART 2024-5A B                 | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $19977.89     | 0.00%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18592                      | CUSIP: 3128MMUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106024 | PA      | $103418.52    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4720                      | CUSIP: 3140X8G68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162528 | PA      | $142632.23    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100741.34    | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $95480.66     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00574                      | CUSIP: 31292GT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       638 | PA      | $670.79       | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98727.84     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $195846.10    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91713.92     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74577.72     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86267.87     | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238046.79    | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M13 A2                | CUSIP: 3136AUZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49782 | PA      | $48723.11     | 0.00%             | 2026-09-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7826                      | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1399999 | PA      | $1141234.73   | 0.02%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5085                      | CUSIP: 3138EMUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23150 | PA      | $22866.30     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213223.80    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K079 A2                   | CUSIP: 3137FGZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24923.41     | 0.00%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                        | GMCAR 2023-1 A3                | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32091 | PA      | $32137.77     | 0.00%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436706.37    | 0.01%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202817.16    | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47857.04     | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 437479                      | CUSIP: 36207N6Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        86 | PA      | $86.60        | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4696                        | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    170137 | PA      | $168476.80    | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24698.16     | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $431303.98    | 0.01%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310625.86    | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8199                      | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57052 | PA      | $45272.65     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01200                      | CUSIP: 31283HKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1083 | PA      | $1138.86      | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18652                      | CUSIP: 3128MMWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    121887 | PA      | $118437.87    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84919.50     | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4794                      | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117430 | PA      | $103018.16    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2703                      | CUSIP: 3138WCAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49675 | PA      | $47592.69     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8220                      | CUSIP: 3132D6DZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123693 | PA      | $126261.49    | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $140454.36    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $285474.96    | 0.01%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4944                      | CUSIP: 3140X8P68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43179 | PA      | $41457.70     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3513                      | CUSIP: 3133KJ3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    398936 | PA      | $335257.92    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $124795.82    | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91843                      | CUSIP: 3128P8BL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56277 | PA      | $54023.77     | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98732.12     | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605461                      | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5902 | PA      | $5957.77      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                  | BANK 2019-BN19 A3              | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $70156.51     | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4212                      | CUSIP: 3132E0VD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80402 | PA      | $84466.06     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20435.17     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90444.93     | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39178.10     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5210                      | CUSIP: 3132DSYF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    542669 | PA      | $536051.98    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8374                      | CUSIP: 3132DWJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600388 | PA      | $620090.82    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415060.20    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2022-GC48                                    | CGCMT 2022-GC48 A5             | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74320.91     | 0.00%             | 2054-05-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147600.07    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3073                      | CUSIP: 3132DQMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182468 | PA      | $183835.40    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4786                      | CUSIP: 3132A5J71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139332 | PA      | $135287.95    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193294.02    | 0.00%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                              | JPMBB 2014-C18 B               | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15225 | PA      | $14727.30     | 0.00%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6598                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    938660 | PA      | $799355.32    | 0.02%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97868.80     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    275000 | PA      | $276016.35    | 0.01%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426335.92    | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4069                      | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96137 | PA      | $88784.55     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    225000 | PA      | $161716.37    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308119.14    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47350.77     | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A A3                | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151185.86    | 0.00%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71321.94     | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188095.94    | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193211.12    | 0.00%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8226                      | CUSIP: 3132DWD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1003011 | PA      | $904556.01    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152521.63    | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3945                      | CUSIP: 31418DL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8091 | PA      | $7835.50      | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494035                      | CUSIP: 36210JY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       927 | PA      | $948.39       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203545.74    | 0.00%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M1 A2                 | CUSIP: 3136B3XY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165298 | PA      | $162703.75    | 0.00%             | 2028-09-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7515                      | CUSIP: 3132DVK46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    599526 | PA      | $530445.86    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202386.22    | 0.00%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    523000 | PA      | $403317.44    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254982                      | CUSIP: 31371LFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14849 | PA      | $14999.91     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8012000 | PA      | $8080227.15   | 0.17%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43369.91     | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101490.17    | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $509830.62    | 0.01%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $184086.56    | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2592500 | PA      | $2581157.81   | 0.05%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3535                      | CUSIP: 3140XJ4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59050 | PA      | $47356.44     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 762203                      | CUSIP: 31403YX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4274 | PA      | $4401.29      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205393.07    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5112                      | CUSIP: 3140XLVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    468054 | PA      | $472146.25    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    450000 | PA      | $292978.95    | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX0139                      | CUSIP: 3140N4EM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    493410 | PA      | $444514.23    | 0.01%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5731                      | CUSIP: 31418FLM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109846 | PA      | $98900.75     | 0.00%             | 2055-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99001.30     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187997.14    | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $388138.46    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252381.34    | 0.01%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197453.57    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89211.77     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317083.50    | 0.01%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1655000 | PA      | $1730509.38   | 0.04%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208093.27    | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347534.59    | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00524                      | CUSIP: 31292GSM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       180 | PA      | $183.76       | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC2085                      | CUSIP: 3133ALJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140464 | PA      | $118087.23    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    125000 | PA      | $152616.87    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    185000 | PA      | $170583.85    | 0.00%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243974.36    | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181943.85    | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2671                      | CUSIP: 31418B6H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63470 | PA      | $58548.63     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    350000 | PA      | $280513.68    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         3 | NC      | $1394.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0699                      | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    255465 | PA      | $237840.72    | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | TIME WARNER ENT                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $232673.17    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2180                      | CUSIP: 3132DPM54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117569 | PA      | $120278.57    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 A5               | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97800.46     | 0.00%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2023-A1 A                | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300291.66    | 0.01%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278234.18    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125681.99    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100924.22    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238683.24    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 AS               | CUSIP: 36253PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94432.77     | 0.00%             | 2050-05-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103354.01    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                       | EART 2023-1A C                 | CUSIP: 30168BAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12789 | PA      | $12821.79     | 0.00%             | 2028-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7117                      | CUSIP: 3138EP4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57972 | PA      | $55657.55     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100033.26    | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78252.46     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180639.82    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3529.29      | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205156.55    | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    237000 | PA      | $240523.52    | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120903.55    | 0.00%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $346282.19    | 0.01%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182237.62    | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18434                      | CUSIP: 3128MMPU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18930 | PA      | $18697.13     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2907                      | CUSIP: 31418CGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    192340 | PA      | $182257.77    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200886.16    | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246252.13    | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    420000 | PA      | $393919.87    | 0.01%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2911                      | CUSIP: 31418CGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48485 | PA      | $44449.73     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    723000 | PA      | $630938.23    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6820000 | PA      | $6430514.03   | 0.13%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217513.46    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250274.53    | 0.01%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190414.36    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4290                      | CUSIP: 3138X3XU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110330 | PA      | $106031.72    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67702                      | CUSIP: 3132XCRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    396714 | PA      | $379375.16    | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3521                      | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131563 | PA      | $124173.71    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    115000 | PA      | $89205.66     | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190697.35    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75645.87     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200221.26    | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    125000 | PA      | $101800.08    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $154249.05    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $782730.68    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286356.93    | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class AA Pass Through Trust                             | AM AIRLN 16-1 AA               | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89351 | PA      | $86540.27     | 0.00%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9365                      | CUSIP: 36179YMN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    274606 | PA      | $284595.89    | 0.01%             | 2053-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1070359.38   | 0.02%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251821                      | CUSIP: 31371GVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       538 | PA      | $547.09       | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73922.72     | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7790                      | CUSIP: 3133KPUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78071 | PA      | $77174.03     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    600000 | PA      | $556253.01    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1602                      | CUSIP: 31416WX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2963 | PA      | $2951.14      | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4442                      | CUSIP: 31418D5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    102758 | PA      | $93992.87     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $665267.61    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K511 A2                   | CUSIP: 3137HB3G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51092.97     | 0.00%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $165277.31    | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3121                      | CUSIP: 3140XJPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    161067 | PA      | $155334.38    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $149310.45    | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $602762.89    | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPN50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     93000 | PA      | $94422.62     | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    241000 | PA      | $246456.89    | 0.01%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4106                      | CUSIP: 31418DR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96632 | PA      | $86661.10     | 0.00%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40184 | PA      | $40710.25     | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 Mortgage Trust                                                      | BMO 2023-5C1 A3                | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $420267.00    | 0.01%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310740.74    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726414                      | CUSIP: 3620ADAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10125 | PA      | $10017.83     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187796.93    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $162014.86    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                                        | DELMARVA PR & LT               | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82016.05     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348299.89    | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202934.33    | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3805                      | CUSIP: 3140XKGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176724 | PA      | $181514.83    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11636300 | PA      | $11842662.45  | 0.25%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369026.61    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130048 | PA      | $122790.51    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    586000 | PA      | $522705.91    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    225000 | PA      | $231858.90    | 0.00%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254379                      | CUSIP: 31371KQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3185 | PA      | $3362.64      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249655.01    | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260790.90    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DBJPM 16-C1 Mortgage Trust                                                       | DBJPM 2016-C1 A4               | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73912.87     | 0.00%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1320356.22   | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $147006.90    | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848976                      | CUSIP: 31300L6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       935 | PA      | $973.40       | 0.00%             | 2042-02-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    300000 | PA      | $184046.93    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7649                      | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    983221 | PA      | $836073.82    | 0.02%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    275000 | PA      | $195823.76    | 0.00%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4999                      | CUSIP: 3138WERV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17790 | PA      | $16470.11     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6784                      | CUSIP: 3138EBRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17279 | PA      | $17059.01     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51413.29     | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172488.41    | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125751.19    | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2624079 | PA      | $2232457.90   | 0.05%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                       | EART 2023-4A C                 | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20167.40     | 0.00%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    225000 | PA      | $237707.99    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2566                      | CUSIP: 3138Y3Z87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    102377 | PA      | $95366.69     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 AS              | CUSIP: 06541XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $72826.22     | 0.00%             | 2060-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251657.83    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $106705.18    | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                                         | WOART 2022-A A3                | CUSIP: 98164GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7510 | PA      | $7469.79      | 0.00%             | 2027-05-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26259.40     | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    358000 | PA      | $296488.69    | 0.01%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8221                      | CUSIP: 3132DWD26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1407764 | PA      | $1269578.68   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $122755.00    | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286186.30    | 0.01%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745418                      | CUSIP: 31403DDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147577 | PA      | $152516.76    | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171920.64    | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481427                      | CUSIP: 31382FYY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       812 | PA      | $826.11       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 AS               | CUSIP: 08162CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23914.49     | 0.00%             | 2051-10-10      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198256.97    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    565000 | PA      | $574977.05    | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75741.98     | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88221.36     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 AS               | CUSIP: 95002MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91366.72     | 0.00%             | 2052-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207874.91    | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $294377.90    | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 AS               | CUSIP: 61690YBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83000 | PA      | $76546.02     | 0.00%             | 2049-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09015                      | CUSIP: 31292SAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159618 | PA      | $145495.04    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5138                      | CUSIP: 31418EV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165912 | PA      | $166170.51    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    177000 | PA      | $170952.26    | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7549                      | CUSIP: 3132DVL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    598915 | PA      | $482559.24    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8151                      | CUSIP: 3140XQBV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210657 | PA      | $216104.72    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77982.58     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197613.34    | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786545                      | CUSIP: 3622ACES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    238632 | PA      | $235185.80    | 0.00%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86525.55     | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1001                      | CUSIP: 3142GRDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267792 | PA      | $268543.00    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                           | GSMS 2014-GC26 B               | CUSIP: 36250HAK9<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |     48602 | PA      | $46050.81     | 0.00%             | 2047-11-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $277999.98    | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101627.58    | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200208.85    | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19461000 | PA      | $16693889.06  | 0.35%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199583.84    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100905.99    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00051                      | CUSIP: 3132GDBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52015 | PA      | $52693.47     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5115                      | CUSIP: 3140J9VH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26167 | PA      | $25497.31     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66948.12     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787145                      | CUSIP: 3622ACZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    446967 | PA      | $468122.96    | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K133 A2                   | CUSIP: 3137H4BP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $176137.48    | 0.00%             | 2031-09-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    231000 | PA      | $227241.49    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101541.68    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265639.77    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84559.64     | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    925000 | PA      | $947364.25    | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $573794.99    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $176409.76    | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193157.53    | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $688607.26    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196950.82    | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205076.85    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $82178.16     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267638.64    | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $855733.09    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1064                      | CUSIP: 36179NFD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16535 | PA      | $16186.82     | 0.00%             | 2028-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    372000 | PA      | $381874.56    | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198112.30    | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133008.12    | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318204.47    | 0.01%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78499.85     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90156.34     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | AMERICOLD REALT                | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58749.62     | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $263037.18    | 0.01%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201801.44    | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4902                      | CUSIP: 36179TNT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58280 | PA      | $56990.83     | 0.00%             | 2047-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116489.38    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3916                      | CUSIP: 3140QPK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    174119 | PA      | $167174.23    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBL0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25175.23     | 0.00%             | 2054-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1429                      | CUSIP: 3132DNSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    437487 | PA      | $410726.55    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0959                      | CUSIP: 3128S5B45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       265 | PA      | $271.03       | 0.00%             | 2037-09-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A82787                      | CUSIP: 312929CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41297 | PA      | $42767.29     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457638                      | CUSIP: 36208QLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       460 | PA      | $464.31       | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02746                      | CUSIP: 31294MBP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1996 | PA      | $1988.50      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200701.55    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 AS              | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $20486.30     | 0.00%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110682.00    | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    328000 | PA      | $258877.16    | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4511                      | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63155 | PA      | $59670.47     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4214                      | CUSIP: 3133KKVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282473 | PA      | $225476.07    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $143592.93    | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                                      | JDOT 2023-A A3                 | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35358 | PA      | $35464.70     | 0.00%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1517 A2                 | CUSIP: 3137FWHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $19375.69     | 0.00%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6762                      | CUSIP: 3140QSQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199789 | PA      | $203894.04    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74235.52     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    430000 | PA      | $399164.61    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $129750.52    | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7548                      | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    352445 | PA      | $297509.55    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    260000 | PA      | $225103.93    | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08698                      | CUSIP: 3128MJX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187782 | PA      | $173622.00    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113618.10    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    225000 | PA      | $141525.03    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    133000 | PA      | $124410.16    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9846                      | CUSIP: 3140XD5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    457658 | PA      | $379886.75    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 772065                      | CUSIP: 36176PQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5640 | PA      | $5446.99      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-2 Owner Trust                                        | HAROT 2022-2 A3                | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9700 | PA      | $9686.18      | 0.00%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18692                      | CUSIP: 3128MMXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143604 | PA      | $141223.77    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8476                      | CUSIP: 3132DWMZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335436 | PA      | $341070.23    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100280.02    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $353202.08    | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44443.95     | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258820.84    | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195610.06    | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                    | CGCMT 2015-GC31 A4             | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38056 | PA      | $37340.48     | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 A5               | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97803.44     | 0.00%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3903                      | CUSIP: 3138WDKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50503 | PA      | $48297.38     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190347                      | CUSIP: 31368HL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6349 | PA      | $6413.57      | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0752                      | CUSIP: 3138W9ZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76092 | PA      | $73850.86     | 0.00%             | 2028-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4713                        | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64400 | PA      | $63764.17     | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC / Brookfield Finance Inc                                  | BROOKFIELD FIN L               | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $84820.74     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421064.23    | 0.01%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 7/25                    | CUSIP: 01F040677<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -500000 | PA      | $-464786.75   | -0.01%            | 2025-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 556518                      | CUSIP: 31385YG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        64 | PA      | $66.86        | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0306                      | CUSIP: 3618N5KU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    597219 | PA      | $571550.17    | 0.01%             | 2055-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   1499000 | PA      | $1542532.79   | 0.03%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 A4               | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $169827.54    | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7510                      | CUSIP: 3132DVKX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101528 | PA      | $89702.32     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203611.19    | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105384.70    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8096                      | CUSIP: 36179W7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    599999 | PA      | $489475.27    | 0.01%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 C               | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $40825.84     | 0.00%             | 2050-11-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444822.71    | 0.01%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                               | UNTD AIR 24-1 AA               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396519 | PA      | $399589.23    | 0.01%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201486.19    | 0.00%             | 2027-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276063.58    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8791                      | CUSIP: 3133KQXU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280495 | PA      | $275847.27    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5084                      | CUSIP: 3140QQUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273641 | PA      | $271415.99    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | ING US INC                     | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72908.45     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95991.35     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187220.40    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5806                      | CUSIP: 3140X9NY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    237522 | PA      | $211860.85    | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453240.46    | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3043                      | CUSIP: 31418CLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97262 | PA      | $91951.67     | 0.00%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3774                      | CUSIP: 31418DFQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349836 | PA      | $307231.03    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                                  | COPAR 2023-1 A3                | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17086 | PA      | $17129.26     | 0.00%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0468                      | CUSIP: 3128LLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       822 | PA      | $849.04       | 0.00%             | 2042-05-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38014.38     | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93133.78     | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84835.05     | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52427.15     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8163                      | CUSIP: 3140XQB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    377953 | PA      | $389143.98    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204288.09    | 0.00%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4599                      | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    873852 | PA      | $757051.60    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $341960.94    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30916.70     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6610                      | CUSIP: 3140XNKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100812 | PA      | $104143.79    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                        | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50515.68     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174543.60    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210763.03    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    292000 | PA      | $290479.63    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5022                      | CUSIP: 3133KYSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42682 | PA      | $39417.98     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204661.35    | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2605                      | CUSIP: 3132DP3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169836 | PA      | $170684.32    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126666.14    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332772.56    | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7832                      | CUSIP: 3128UGCU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6070 | PA      | $6294.03      | 0.00%             | 2040-11-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40206.41     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40534                      | CUSIP: 3128K0SX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16822 | PA      | $17400.04     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90282.38     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486630.54    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $162936.82    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO1275                      | CUSIP: 3133WKMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364938 | PA      | $357070.37    | 0.01%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311472.89    | 0.01%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $124856.14    | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                                       | CNH 2022-A A3                  | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18265 | PA      | $18130.23     | 0.00%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279136.89    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6808000 | PA      | $6812255.00   | 0.14%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50445.40     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152154.66    | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                                        | RENAISSANCERE FI               | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73829.25     | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3869                      | CUSIP: 3140X7JP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    102828 | PA      | $99211.41     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63948.33     | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5950000 | PA      | $5822632.81   | 0.12%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5249                      | CUSIP: 31418EZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47847 | PA      | $50308.19     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 A5                 | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $204444.18    | 0.00%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3385                      | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162700 | PA      | $157977.92    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3563                      | CUSIP: 31418C5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27421 | PA      | $25863.81     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17172.73     | 0.00%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    625000 | PA      | $638645.24    | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $499881.12    | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127239.06    | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01391                      | CUSIP: 31283HRL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2492 | PA      | $2620.44      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201259.28    | 0.00%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 761915                      | CUSIP: 31403YN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5666 | PA      | $5841.64      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341181.80    | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2773                      | CUSIP: 31418CCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    191801 | PA      | $182048.26    | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $307073.48    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297558.86    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7590                      | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    771636 | PA      | $682719.41    | 0.01%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07277                      | CUSIP: 3128M9M25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19972 | PA      | $20231.98     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K066 A2                   | CUSIP: 3137F2LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $147344.66    | 0.00%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4646                      | CUSIP: 3132A5ET8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85212 | PA      | $75899.18     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $129826.96    | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197583.76    | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 ASB             | CUSIP: 46590JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4112 | PA      | $4103.47      | 0.00%             | 2048-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148049.49    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $463878.59    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67716                      | CUSIP: 3132XCSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    241873 | PA      | $236666.33    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $149763.28    | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    845000 | PA      | $757008.25    | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2953                      | CUSIP: 3138YUH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37632 | PA      | $36760.75     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313090.14    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118811.16    | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793264                      | CUSIP: 31405MJH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5271 | PA      | $5421.43      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4969                      | CUSIP: 3132DSQW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89818 | PA      | $75790.40     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS12                                        | MSC 2016-UB12 A4               | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195341.18    | 0.00%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9105                      | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1415089 | PA      | $1396864.83   | 0.03%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6997                      | CUSIP: 3140XAX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    333872 | PA      | $269738.69    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $509904.36    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175514.68    | 0.00%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4323                      | CUSIP: 36179SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38706 | PA      | $37983.30     | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128604.84    | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185365.08    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3437                      | CUSIP: 3132DQZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135814 | PA      | $141533.50    | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $133566.10    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69987.65     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $173949.46    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58100.48     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    380000 | PA      | $377688.93    | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9862                      | CUSIP: 3133KR5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    114467 | PA      | $119287.05    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170361.68    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232553.53    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $758576.97    | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327939.92    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    525000 | PA      | $508635.11    | 0.01%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450514.75    | 0.01%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 AS               | CUSIP: 05492JAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92988.54     | 0.00%             | 2052-11-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2841                      | CUSIP: 3140QNEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1162629 | PA      | $931306.89    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86827.72     | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542512.30    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398863.86    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50040.11     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2020-2 A                 | CUSIP: 34528QHQ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $148896.59    | 0.00%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $123490.28    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123951.51    | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93617.88     | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS 2024-C30 A5              | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $466168.50    | 0.01%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $251694.40    | 0.01%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $190284.43    | 0.00%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151275.93    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9539000 | PA      | $9452552.81   | 0.20%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2384                      | CUSIP: 3132DPUH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205911 | PA      | $213730.22    | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3522                      | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    183874 | PA      | $174647.84    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    255000 | PA      | $271090.92    | 0.01%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $86654.07     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K746 A2                   | CUSIP: 3137H4BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $140976.21    | 0.00%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364215.62    | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99202.45     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7580                      | CUSIP: 3140XBM64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128153 | PA      | $118136.30    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579139                      | CUSIP: 36201CLU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       488 | PA      | $500.75       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132236.24    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5203                        | CUSIP: 36202FX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     75813 | PA      | $73056.45     | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0943                      | CUSIP: 3138A2BM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36589 | PA      | $35462.19     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $464105.84    | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE-A          | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $46035.52     | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86036.37     | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207108.51    | 0.00%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3961                      | CUSIP: 31418DMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113589 | PA      | $103326.20    | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6014                      | CUSIP: 3138WFVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46662 | PA      | $44492.74     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252916.79    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8492                      | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1232792 | PA      | $1260668.00   | 0.03%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8817                      | CUSIP: 3140QGYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    423700 | PA      | $337809.43    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353644.53    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    187080 | PA      | $180581.14    | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 135087Q56<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    525000 | PA      | $525553.58    | 0.01%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35192.14     | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5258                        | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    210964 | PA      | $197106.77    | 0.00%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    196000 | PA      | $203237.19    | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0073                      | CUSIP: 36179MCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9023 | PA      | $8906.86      | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60344                      | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    435445 | PA      | $416685.73    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746579                      | CUSIP: 31403EM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34003 | PA      | $34350.69     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8074                      | CUSIP: 3140XB6L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65325 | PA      | $57389.44     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148212.76    | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC -BABS-SER F1               | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107161.59    | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96691.42     | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198604.39    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M52 A2                | CUSIP: 3136BCB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $238136.14    | 0.00%             | 2030-10-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12036000 | PA      | $11270115.50  | 0.23%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177955.55    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50704.13     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535271.65    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    540000 | PA      | $536447.54    | 0.01%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5971200 | PA      | $5997324.00   | 0.12%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                                | BMARK 2022-B33 A5              | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $68560.94     | 0.00%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    144000 | PA      | $145885.44    | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193709.07    | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    900000 | PA      | $838576.65    | 0.02%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196768.40    | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    567000 | PA      | $588177.30    | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8001                      | CUSIP: 3132DV3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    665885 | PA      | $607180.82    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573407.22    | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $421519.43    | 0.01%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264063.66    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $46282.35     | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                    | SDART 2024-4 A3                | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100280.25    | 0.00%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8460                      | CUSIP: 3140QGMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179617 | PA      | $150497.29    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K752 A2                   | CUSIP: 3137HAGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140000 | PA      | $140625.87    | 0.00%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3903                      | CUSIP: 3140QPKR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    533352 | PA      | $480998.79    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204480.23    | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206437.46    | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | LADDER CAP FINAN               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50331.30     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $176464.64    | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $278287.26    | 0.01%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    230000 | PA      | $169726.96    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    156000 | PA      | $159946.24    | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485610                      | CUSIP: 36209YN38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       336 | PA      | $344.66       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $51183.78     | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4384                      | CUSIP: 31418D2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    114105 | PA      | $106717.80    | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209137.10    | 0.00%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2816                      | CUSIP: 3138EKDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4290 | PA      | $4449.97      | 0.00%             | 2042-10-01      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7492                      | CUSIP: 3140XPKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    441881 | PA      | $423531.09    | 0.01%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303638.12    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5161                      | CUSIP: 3140QQWX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217371 | PA      | $226100.96    | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100853.47    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263721.95    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    204000 | PA      | $194332.13    | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257354.48    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101137.28    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142701.85    | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $112991.97    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203011.08    | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129126.63    | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    177000 | PA      | $162973.72    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126811.94    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6423                      | CUSIP: 3140QED58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67733 | PA      | $59272.69     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92241                      | CUSIP: 312940P29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31278 | PA      | $31681.99     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141197.40    | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05484                      | CUSIP: 3128M7M94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13299 | PA      | $13204.04     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1010916.93   | 0.02%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171142.47    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288800.20    | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $443856.91    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8210000 | PA      | $8290175.74   | 0.17%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $246990.43    | 0.01%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3858                      | CUSIP: 3132E0JB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125967 | PA      | $130700.66    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122518.67    | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | AVANGRID INC                   | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190410.71    | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103612.38    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46280                      | CUSIP: 3128K66R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9678 | PA      | $9801.10      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125525.15    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8267                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1419565 | PA      | $1331587.24   | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293363.68    | 0.01%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4272                      | CUSIP: 31417AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15191 | PA      | $14965.64     | 0.00%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193706.25    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6447000 | PA      | $5879865.47   | 0.12%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $504497.33    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4233                      | CUSIP: 31418DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206376 | PA      | $183733.36    | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8362                      | CUSIP: 3132DWJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    569778 | PA      | $570664.98    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $206081.40    | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 AS              | CUSIP: 22945EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43732.76     | 0.00%             | 2054-03-15      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5055                      | CUSIP: 3138XUTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60520 | PA      | $56309.33     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    713729 | PA      | $606913.78    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    275000 | PA      | $256533.37    | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2656                      | CUSIP: 3140XH5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267082 | PA      | $257013.63    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $259853.90    | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1083                      | CUSIP: 31418AFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30087 | PA      | $29099.10     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567849.20    | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $406159.30    | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $522528.89    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $183964.40    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367561.82    | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128506.01    | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                                    | BBCMS 2024-C28 A5              | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102780.73    | 0.00%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7521                      | CUSIP: 3132DVLA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    495626 | PA      | $419456.87    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5461                      | CUSIP: 3140QRB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97618 | PA      | $99752.45     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07273                      | CUSIP: 3128M9MW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31421 | PA      | $31177.08     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203047.24    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98256.55     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103212.37    | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $361807.83    | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93784                      | CUSIP: 312942FZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26487 | PA      | $26274.88     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192110.04    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBSCM 2019-C17 A4              | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $116571.86    | 0.00%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 AS              | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404000 | PA      | $394778.94    | 0.01%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $125521.29    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    181000 | PA      | $159784.17    | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10976000 | PA      | $5410396.28   | 0.11%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355724.77    | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98530.07     | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67245.60     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1680                      | CUSIP: 3132AD2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82808 | PA      | $80222.79     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9605                      | CUSIP: 36179YU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1905667 | PA      | $1911641.26   | 0.04%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8429                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    576360 | PA      | $580508.47    | 0.01%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152025.69    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT               | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27573.14     | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7787000 | PA      | $7845098.34   | 0.16%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22633.10     | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197307.69    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 513443                      | CUSIP: 36211HLY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       920 | PA      | $953.44       | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 556050                      | CUSIP: 31385XWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       148 | PA      | $153.89       | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                        | EDWARDS LIFE                   | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99900.88     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $885948.26    | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66691.76     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200851.31    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190353                      | CUSIP: 31368HMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6132 | PA      | $6196.76      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176778.45    | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM 2016-DC2 Mortgage Trust                                                     | COMM 2016-DC2 ASB              | CUSIP: 12594CBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2633 | PA      | $2629.26      | 0.00%             | 2049-02-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    381000 | PA      | $364362.19    | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150012.86    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285611.37    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354248.35    | 0.01%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173995.48    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2187882 | PA      | $1783833.33   | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | MOUNT NITTANY MD               | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $55444.04     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08728                      | CUSIP: 3128MJY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45939 | PA      | $43615.18     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    225000 | PA      | $227337.60    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9209                      | CUSIP: 3140XDGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    170203 | PA      | $149634.05    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7007000 | PA      | $7033549.94   | 0.15%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $90625.19     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0324                      | CUSIP: 36179MLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6522 | PA      | $6843.08      | 0.00%             | 2039-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63774.80     | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6038                      | CUSIP: 36179UV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    277541 | PA      | $246946.88    | 0.01%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132512.05    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8020                      | CUSIP: 3132D54D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61543 | PA      | $58174.51     | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255706                      | CUSIP: 31371MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13535 | PA      | $13964.09     | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175091.65    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $74211.81     | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $290514.11    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4688                      | CUSIP: 3140QQF67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    239316 | PA      | $239464.56    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3693                      | CUSIP: 31418DC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22538 | PA      | $21230.10     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4547                      | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1448264 | PA      | $1149248.68   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441081.89    | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201797.53    | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A3                 | CUSIP: 3137FL2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    395000 | PA      | $371298.50    | 0.01%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41963.61     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8308                      | CUSIP: 3132D6GR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    154257 | PA      | $155349.49    | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08726                      | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173221 | PA      | $154163.82    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148131.75    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203468.38    | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8324                      | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    940249 | PA      | $941418.08    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                                                | BMARK 2021-B30 A5              | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $175991.56    | 0.00%             | 2054-11-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119193.04    | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $128854.28    | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 756350                      | CUSIP: 31403SH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3280 | PA      | $3380.02      | 0.00%             | 2033-11-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4049                      | CUSIP: 31418DQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73430 | PA      | $66749.73     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $398695.89    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A A3                | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201951.70    | 0.00%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195000.35    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9424                      | CUSIP: 3138ERPJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    589823 | PA      | $544276.10    | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0366                      | CUSIP: 3140W0MQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271391 | PA      | $273593.92    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211544.81    | 0.00%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102865.57    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    175000 | PA      | $177390.15    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    100000 | PA      | $63273.94     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213810.56    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107200.73    | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167180.67    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04645                      | CUSIP: 3128M6P69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36115 | PA      | $38095.95     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2024-A1 A                | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202962.62    | 0.00%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122237.85    | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    745000 | PA      | $521845.94    | 0.01%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426958.83    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188000.33    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $262894.93    | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7472                      | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1797411 | PA      | $1528414.03   | 0.03%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2136                      | CUSIP: 31418BLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53107 | PA      | $49248.95     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128544.57    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123855.24    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174308.18    | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3909                      | CUSIP: 3132E0KW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207193 | PA      | $209587.53    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280723.95    | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3776                      | CUSIP: 31418DFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51932 | PA      | $48917.78     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228808.81    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63951.79     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2303                      | CUSIP: 36179QRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83074 | PA      | $76759.05     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 AS               | CUSIP: 36254CAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $66925.16     | 0.00%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK3258                      | CUSIP: 3140HGTQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52678 | PA      | $50885.36     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99096.68     | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470699.13    | 0.01%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7514                      | CUSIP: 3140XBK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    193570 | PA      | $162672.28    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV SYS                | CUSIP: 8821177C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $54045.43     | 0.00%             | 2049-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76431.80     | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    300000 | PA      | $168243.89    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64017.52     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00982                      | CUSIP: 31283HCT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       169 | PA      | $172.00       | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104565.64    | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    334000 | PA      | $342517.14    | 0.01%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    500000 | PA      | $457561.26    | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124604.34    | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101232.94    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82907                       | CUSIP: 36225FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6674 | PA      | $6776.20      | 0.00%             | 2041-08-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58276.70     | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781190                      | CUSIP: 36225BKB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       457 | PA      | $472.69       | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97615.08     | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330891.00    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4826                      | CUSIP: 3140QQLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144722 | PA      | $134920.21    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3764                      | CUSIP: 31418DFE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    445606 | PA      | $422468.20    | 0.01%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    575000 | PA      | $463344.12    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68275.24     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8767                      | CUSIP: 3133KQW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164989 | PA      | $163080.31    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80690.92     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2976                      | CUSIP: 3138LTJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70179 | PA      | $65969.68     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 575667                      | CUSIP: 31386WQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1038 | PA      | $1091.96      | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10100000 | PA      | $10193898.39  | 0.21%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8482000 | PA      | $8592332.24   | 0.18%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4625                      | CUSIP: 31418ED72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133326 | PA      | $120238.42    | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76207.04     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906236                      | CUSIP: 31411EY92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1796 | PA      | $1854.12      | 0.00%             | 2037-01-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91714                      | CUSIP: 3128P73X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76029 | PA      | $73247.90     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $452568.69    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00515                      | CUSIP: 31292GSC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        30 | PA      | $30.48        | 0.00%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $243559.52    | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    153000 | PA      | $168497.06    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248854.12    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-2                                               | ALLYA 2022-2 A3                | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48060 | PA      | $48078.03     | 0.00%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745354                      | CUSIP: 31403DBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3478 | PA      | $3594.07      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7312                      | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1750933 | PA      | $1489985.81   | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $371698.26    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65538.68     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K103 A2                   | CUSIP: 3137FQKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $282654.33    | 0.01%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4499                      | CUSIP: 3140X77M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127315 | PA      | $122862.23    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    237911 | PA      | $224188.46    | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191661.29    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6045                      | CUSIP: 3140X9WF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144760 | PA      | $128803.78    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7339                      | CUSIP: 3138Y9EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20954 | PA      | $19461.88     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0259                      | CUSIP: 3618N5JD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    238400 | PA      | $238774.76    | 0.00%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08117                      | CUSIP: 3128MJDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22444 | PA      | $23582.09     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                   | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180559.44    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    345000 | PA      | $378553.39    | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $39696.34     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    516000 | PA      | $634757.55    | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0040                      | CUSIP: 3138EGBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6237 | PA      | $6483.39      | 0.00%             | 2041-03-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4721                      | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47409 | PA      | $46359.81     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC               | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50958.77     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                  | BANK 2019-BN20 A3              | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $157603.74    | 0.00%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271227.49    | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1539                      | CUSIP: 3140X4V94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45610 | PA      | $43858.43     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167500.90    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84137.45     | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434222.69    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3998                      | CUSIP: 31418DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13763 | PA      | $13329.30     | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149120.34    | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305560.10    | 0.01%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105663.48    | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8099                      | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    674110 | PA      | $615022.22    | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190831.37    | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND          | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     15000 | PA      | $13434.85     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783467                      | CUSIP: 36241LZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21149 | PA      | $20409.18     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $509316.34    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    339000 | PA      | $340507.51    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108308.56    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200832.96    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99988.31     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    720000 | PA      | $814155.84    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR/PWR-BABS           | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104898.29    | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $123268.96    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8255                      | CUSIP: 3132DWE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    301529 | PA      | $271742.36    | 0.01%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355625.09    | 0.01%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202706.15    | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17233                      | CUSIP: 3128PXBA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9811 | PA      | $9712.60      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9173                      | CUSIP: 36179YFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    378182 | PA      | $389286.80    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06883                      | CUSIP: 3128M86U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47253 | PA      | $47868.66     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    125000 | PA      | $90927.74     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E04106                      | CUSIP: 31294NR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8623 | PA      | $8470.69      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50371.28     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106042.74    | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                                   | BMWOT 2023-A A4                | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7000 | PA      | $7115.22      | 0.00%             | 2029-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                                        | HAROT 2023-4 A3                | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202133.00    | 0.00%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1138                      | CUSIP: 31418AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33320 | PA      | $32633.58     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514Y8B6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $508997.26    | 0.01%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $410177.73    | 0.01%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1586                      | CUSIP: 3138WAXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55135 | PA      | $54390.70     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201959.77    | 0.00%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82840                       | CUSIP: 36225FEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1876 | PA      | $1915.34      | 0.00%             | 2041-05-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    186000 | PA      | $192452.06    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280612.45    | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    450000 | PA      | $427881.37    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $221334.59    | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8303                      | CUSIP: 3132D6GL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230683 | PA      | $232315.91    | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6849                      | CUSIP: 31417DTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35299 | PA      | $32139.41     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SI2084                      | CUSIP: 3133USJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    257343 | PA      | $249310.49    | 0.01%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | MSBAM 2017-C33 AS              | CUSIP: 61767CAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97199.12     | 0.00%             | 2050-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    265000 | PA      | $253383.72    | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K111 A2                   | CUSIP: 3137FUZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $21986.98     | 0.00%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $337291.41    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784353                      | CUSIP: 3622A2ZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50144 | PA      | $47331.00     | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2747                      | CUSIP: 3142GTBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319028 | PA      | $320920.14    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394518.20    | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4637                        | CUSIP: 36202FEJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38668 | PA      | $39171.81     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8245                      | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1069302 | PA      | $1026651.88   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0665                      | CUSIP: 31417YW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43230 | PA      | $41842.77     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-TXBL           | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     30000 | PA      | $24527.48     | 0.00%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3238                      | CUSIP: 3140QNS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    285087 | PA      | $256835.57    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461033.93    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    555000 | PA      | $543217.22    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3263                      | CUSIP: 3132DQTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187447 | PA      | $158522.68    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     80000 | PA      | $53451.30     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3266                      | CUSIP: 3133KJTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251219 | PA      | $201628.03    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6304                      | CUSIP: 3140QEAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    309598 | PA      | $259890.17    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     71000 | PA      | $46342.61     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2373                      | CUSIP: 3140X5T78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24831 | PA      | $24753.43     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $478980.67    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203611.89    | 0.00%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $245700.18    | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C51                                   | WFCM 2019-C51 A4               | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $187427.68    | 0.00%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9736                      | CUSIP: 3138MDZA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106388 | PA      | $99612.60     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0704                      | CUSIP: 3132DMX91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    638963 | PA      | $542762.60    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128879.59    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $527629.05    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77908.08     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                 | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173313.98    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5175                      | CUSIP: 3140XLXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    382675 | PA      | $376275.25    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8136                      | CUSIP: 3140XQBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    483766 | PA      | $492042.58    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74006.03     | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $301390.99    | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    800000 | PA      | $471336.91    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146937.51    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757030                      | CUSIP: 36230RY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38289 | PA      | $36994.81     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202169.78    | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    360000 | PA      | $333785.96    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94790.24     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370745.54    | 0.01%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3881                      | CUSIP: 3140XKJ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163664 | PA      | $164353.86    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304773.34    | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69433.46     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08835                      | CUSIP: 3128MJ4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32987 | PA      | $30190.28     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4368                      | CUSIP: 3140QB2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68633 | PA      | $64649.67     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                     | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $86741.96     | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    300000 | PA      | $303278.75    | 0.01%             | 2027-01-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $561852.89    | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205789.28    | 0.00%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9394                      | CUSIP: 3138WKNL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97610 | PA      | $95111.88     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183288.65    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199694.60    | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    157000 | PA      | $161009.39    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129858.26    | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72862.36     | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 7/25                    | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $609679.86    | 0.01%             | 2025-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182981.12    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $482787.29    | 0.01%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | CARE CAPITAL                   | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25034.24     | 0.00%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183051.74    | 0.00%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1285                      | CUSIP: 3140QLNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    417860 | PA      | $365272.65    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420708.09    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4133                      | CUSIP: 3140QPSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    212069 | PA      | $203875.44    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4515                      | CUSIP: 31418EAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    714732 | PA      | $636071.26    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91858                      | CUSIP: 3128P8B34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59977 | PA      | $57407.37     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BB3817                      | CUSIP: 3617AUG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39415 | PA      | $37019.23     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8193                      | CUSIP: 3132DWC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    668815 | PA      | $530728.59    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212641.54    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8161                      | CUSIP: 3140QUB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211961 | PA      | $217049.77    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12477000 | PA      | $12497957.49  | 0.26%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158780.64    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP               | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108236.64    | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2037                      | CUSIP: 3132DPHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270939 | PA      | $266814.07    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4506                      | CUSIP: 31419FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7016 | PA      | $6786.49      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92047.30     | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $981371.26    | 0.02%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 962362                      | CUSIP: 31414CTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $23.96        | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                         | WOART 2024-C A4                | CUSIP: 98164NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $60323.76     | 0.00%             | 2030-05-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55651.25     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100065.45    | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9488700 | PA      | $9533919.54   | 0.20%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   1375000 | PA      | $1391997.31   | 0.03%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128125.00    | 0.00%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100721.25    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143238.34    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K058 A2                   | CUSIP: 3137BSP72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $98155.26     | 0.00%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57029.96     | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74332.66     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR9366                      | CUSIP: 3140L8MQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26166 | PA      | $21726.14     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08669                      | CUSIP: 3128MJW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87704 | PA      | $83487.05     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B A3                 | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    112500 | PA      | $113646.60    | 0.00%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    925000 | PA      | $951954.68    | 0.02%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200839.95    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50082.52     | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101492.48    | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94390.27     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    323000 | PA      | $321634.36    | 0.01%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194996.22    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0148                      | CUSIP: 3618N5EW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1946567 | PA      | $1975223.32   | 0.04%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375289.44    | 0.01%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101275.63    | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76624.15     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67098.02     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254537.78    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    625000 | PA      | $571469.19    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203390.20    | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                      | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199846.98    | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1133                      | CUSIP: 31427NHK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278554 | PA      | $279596.29    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    150000 | PA      | $150024.46    | 0.00%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150731.06    | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205042.40    | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    213000 | PA      | $218010.81    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152780.27    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M11 A2                | CUSIP: 3136AT5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211882 | PA      | $207576.81    | 0.00%             | 2026-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | MSBAM 2015-C22 B               | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47501.00     | 0.00%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77867.46     | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220949.89    | 0.00%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                     | FORTIVE CORP                   | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82134.81     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18707                      | CUSIP: 3128MMYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40133 | PA      | $39467.75     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-1 Class AA Pass Through Trust                               | UNTD AIR 19-1 AA               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131517 | PA      | $125955.53    | 0.00%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1057.76      | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B5K64<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    225000 | PA      | $225548.55    | 0.00%             | 2027-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    636000 | PA      | $585616.74    | 0.01%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735484                      | CUSIP: 31402RCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18684 | PA      | $18890.11     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435792.05    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6864                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1950394 | PA      | $1591422.45   | 0.03%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07961                      | CUSIP: 3128MAFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31475 | PA      | $29282.14     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285414.53    | 0.01%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88834.26     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22848.66     | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 AS               | CUSIP: 17326FAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48066.53     | 0.00%             | 2050-10-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9019                      | CUSIP: 3140QVAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    439103 | PA      | $447026.87    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9639000 | PA      | $9940971.75   | 0.21%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | WFCM 2016-BNK1 A3              | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146259.74    | 0.00%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3215                      | CUSIP: 31418CSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177479 | PA      | $170151.84    | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196286.72    | 0.00%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13504000 | PA      | $13874304.93  | 0.29%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204825.48    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9277                      | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57178 | PA      | $52387.71     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233842.50    | 0.00%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2022-3 A                 | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    425000 | PA      | $424579.04    | 0.01%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8254                      | CUSIP: 3132D6E30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134014 | PA      | $138123.26    | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303707.92    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71648.65     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2222                      | CUSIP: 36179QPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64483 | PA      | $58377.09     | 0.00%             | 2044-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9322                      | CUSIP: 3140QVLC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    436476 | PA      | $441383.12    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215466.36    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4419                      | CUSIP: 31418D4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47121 | PA      | $44070.13     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98012.58     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9663                      | CUSIP: 31417GWZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162679 | PA      | $147493.36    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7880                      | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    257194 | PA      | $209656.23    | 0.00%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7096                      | CUSIP: 3133KN3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280955 | PA      | $253815.67    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8529                      | CUSIP: 31418WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72882 | PA      | $72181.26     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43380.46     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 781137                      | CUSIP: 31404WZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6362 | PA      | $6483.23      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                   | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56206.08     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75121.31     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154042.18    | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147402.77    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 A4               | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146234.49    | 0.00%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125227.72    | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8293                      | CUSIP: 3140QUGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    529291 | PA      | $536069.09    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4123                      | CUSIP: 31418DSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111368 | PA      | $102530.07    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4954                      | CUSIP: 3140XLQG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    294592 | PA      | $292840.72    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83853.11     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07921                      | CUSIP: 3128MAD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255784 | PA      | $240092.05    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738015                      | CUSIP: 3620AR3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50848 | PA      | $50293.53     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 A3              | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $204633.92    | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781324                      | CUSIP: 36225BPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       694 | PA      | $713.75       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711076                      | CUSIP: 36297F6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19423 | PA      | $19212.13     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293537.68    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 788303                      | CUSIP: 31405FX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4087 | PA      | $4198.36      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18622                      | CUSIP: 3128MMVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    790408 | PA      | $761110.73    | 0.02%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co/The                                           | CLEVE ELEC ILLUM               | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $182092.00    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6821                      | CUSIP: 36179VSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101298 | PA      | $92790.59     | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5481                      | CUSIP: 3140X9CT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    218731 | PA      | $201977.28    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726123                      | CUSIP: 31402DVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12522 | PA      | $12892.84     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    122000 | PA      | $122608.12    | 0.00%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | OHIO EDISON CO                 | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $112367.96    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89766.25     | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $191611.28    | 0.00%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0530                      | CUSIP: 3142GQSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    221770 | PA      | $229480.74    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215102.52    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    126000 | PA      | $118729.31    | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 A5              | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91818.74     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 ASB                | CUSIP: 12512JAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6203 | PA      | $6174.28      | 0.00%             | 2051-08-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System Inc                            | FRANCISCAN HEALT               | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56117.32     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08776                      | CUSIP: 3128MJ2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68350 | PA      | $66686.92     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194953.94    | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203088.65    | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH           | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $75346.72     | 0.00%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $591190.13    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0020                      | CUSIP: 3128S4AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1214 | PA      | $1252.91      | 0.00%             | 2035-12-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $245554.50    | 0.01%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G1915                      | CUSIP: 3128QSDU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1398 | PA      | $1448.21      | 0.00%             | 2037-05-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08800                      | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41978 | PA      | $38510.53     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61006                      | CUSIP: 31335BDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120940 | PA      | $116384.72    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6300                      | CUSIP: 3140XNAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    618350 | PA      | $539951.06    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196263.53    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 AS              | CUSIP: 46643GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $71504.87     | 0.00%             | 2047-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7419                      | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    409256 | PA      | $362224.43    | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64440                      | CUSIP: 3128KU4Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11032 | PA      | $11652.07     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8422                      | CUSIP: 3132DWLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206396 | PA      | $213217.50    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87458.89     | 0.00%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4003                      | CUSIP: 3138ELNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5294 | PA      | $5491.49      | 0.00%             | 2042-07-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11605000 | PA      | $10600442.19  | 0.22%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200057.80    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95751.78     | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08300                      | CUSIP: 3128MJKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6289 | PA      | $6512.68      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1310976.83   | 0.03%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 A5              | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $109997.90    | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4492                      | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1340032 | PA      | $1064618.90   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197194.40    | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    463000 | PA      | $472454.76    | 0.01%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0160                      | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206333 | PA      | $204346.66    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51490.37     | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98373.82     | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80948.14     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108673.48    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148471.35    | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109803.15    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783635                      | CUSIP: 3622A2BC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2784 | PA      | $2749.88      | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4725000 | PA      | $4691039.06   | 0.10%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08477                      | CUSIP: 3128MJQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35376 | PA      | $33300.54     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $460773.53    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9363                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    613245 | PA      | $625578.99    | 0.01%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505122.31    | 0.01%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $755043.53    | 0.02%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37748                      | CUSIP: 3132QUTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1273928 | PA      | $1177864.87   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203460.78    | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95960                      | CUSIP: 312944TR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24922 | PA      | $24145.92     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96907.00     | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251203.47    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202723.54    | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4815                      | CUSIP: 3138AJK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104540 | PA      | $103468.99    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100466.68    | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552246                      | CUSIP: 36213EP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2350 | PA      | $2428.23      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $559042.65    | 0.01%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K148 A2                   | CUSIP: 3137H8U90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $662565.96    | 0.01%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300595.94    | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745355                      | CUSIP: 31403DBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40874 | PA      | $41339.90     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110970.42    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5680000 | PA      | $5667575.00   | 0.12%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2677                      | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50882 | PA      | $45949.92     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76590.04     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455985.00    | 0.01%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2842                      | CUSIP: 3132DQEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    360934 | PA      | $316299.93    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205780.82    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10994000 | PA      | $11076025.57  | 0.23%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | MSBAM 2016-C31 A5              | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243302.88    | 0.01%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $471502.06    | 0.01%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09004                      | CUSIP: 31292SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109991 | PA      | $103279.97    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $102538.34    | 0.00%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                              | JPMBB 2015-C30 AS              | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49047.61     | 0.00%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03478                      | CUSIP: 31292K2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81790 | PA      | $81120.37     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8953                      | CUSIP: 3138AA5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8190 | PA      | $8543.00      | 0.00%             | 2041-04-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132095.22    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4412                      | CUSIP: 31418D3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181012 | PA      | $136133.90    | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217243.27    | 0.00%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149507.81    | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5918                      | CUSIP: 3140XMSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    212156 | PA      | $214872.58    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: 445545AF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    240000 | PA      | $270010.01    | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331595.35    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9250000 | PA      | $9320097.61   | 0.19%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8855                      | CUSIP: 3138AAZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13486 | PA      | $13642.88     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0754                      | CUSIP: 3140XFZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129057 | PA      | $118815.44    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263578.69    | 0.01%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4732                      | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200094 | PA      | $186478.56    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                                  | COPAR 2023-1 A4                | CUSIP: 14043KAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25177.34     | 0.00%             | 2028-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9736                      | CUSIP: 3138WKZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73522 | PA      | $72214.57     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LORAL CORP                     | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331049.56    | 0.01%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9269800 | PA      | $6831045.95   | 0.14%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50151.51     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0481                      | CUSIP: 3133BMRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    213387 | PA      | $210718.38    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98773.04     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38812                      | CUSIP: 31297UYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44833 | PA      | $46400.83     | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $888789.55    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99386.04     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $117039.79    | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5389                      | CUSIP: 31418E7B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    660862 | PA      | $672167.87    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $251968.66    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $144155.71    | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167924.98    | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21007800 | PA      | $20515429.69  | 0.43%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244211.02    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2021-A2 A2               | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $415914.30    | 0.01%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8309                      | CUSIP: 3132DWGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271084 | PA      | $276653.87    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102938.35    | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $962269.00    | 0.02%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    222000 | PA      | $225111.88    | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    295000 | PA      | $298727.27    | 0.01%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301399.58    | 0.01%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174111.23    | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183090.48    | 0.00%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $123323.57    | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56719.84     | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5061                      | CUSIP: 31418ETT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    327180 | PA      | $333463.41    | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    800000 | PA      | $755828.18    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98341.04     | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3448                      | CUSIP: 3140X6ZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101329 | PA      | $101139.90    | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138873.10    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                               | GMCAR 2023-2 A4                | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50120.14     | 0.00%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $935031.00    | 0.02%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $190434.93    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132974.40    | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC22                                           | GSMS 2014-GC22 A5              | CUSIP: 36253BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11689 | PA      | $11274.16     | 0.00%             | 2047-06-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01199                      | CUSIP: 31292HKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3317 | PA      | $3488.72      | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    162000 | PA      | $136771.54    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1644                      | CUSIP: 3138Y2ZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40293 | PA      | $37392.52     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                   | CARMX 2024-1 A3                | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50310.21     | 0.00%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $525167.70    | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2750                      | CUSIP: 3140QNBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331842 | PA      | $277421.24    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    194000 | PA      | $210526.67    | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $214725.33    | 0.00%             | 2049-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $465994.80    | 0.01%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-TXB-A-BABS              | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    400000 | PA      | $458163.52    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $697851.29    | 0.01%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $70884.63     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42375.95     | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08793                      | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33760 | PA      | $31968.21     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4617                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90462 | PA      | $89594.72     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    356000 | PA      | $228471.63    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M29 A2                | CUSIP: 3136BAQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $87914.52     | 0.00%             | 2030-05-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138724.10    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $512148.13    | 0.01%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93870.32     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $202964.39    | 0.00%             | 2034-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434462                      | CUSIP: 36207KTT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       100 | PA      | $101.92       | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78931.55     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99987.57     | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22061.00     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    172000 | PA      | $158626.45    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8268                      | CUSIP: 3140XQFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148244 | PA      | $151044.35    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95269.36     | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4285                      | CUSIP: 3132E0XN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104524 | PA      | $105274.11    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893909                      | CUSIP: 31410QDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12048 | PA      | $12681.14     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    295000 | PA      | $263298.92    | 0.01%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100356.67    | 0.00%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9930000 | PA      | $9575467.92   | 0.20%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    107000 | PA      | $85213.54     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205783.56    | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | SCHERING-PLOUGH                | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    125000 | PA      | $141759.27    | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105112.13    | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2895                      | CUSIP: 31418CGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    399247 | PA      | $354866.14    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200412.66    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K756 A2                   | CUSIP: 3137HDVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $206742.06    | 0.00%             | 2031-05-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187536.06    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   1369000 | PA      | $1415807.77   | 0.03%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17348300 | PA      | $16539164.36  | 0.34%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204089.05    | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125572.93    | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18514                      | CUSIP: 3128MMSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59717 | PA      | $58554.00     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103349.90    | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00600                      | CUSIP: 31292GUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       123 | PA      | $128.85       | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193252.39    | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US Inc                                                        | ARCH CAPITAL GRP               | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46560.23     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92890.24     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    438000 | PA      | $403525.85    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426744.02    | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2894                      | CUSIP: 3140XJGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77758 | PA      | $74948.43     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97977.20     | 0.00%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90929.59     | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $144962.90    | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5419                      | CUSIP: 31418FAV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    152682 | PA      | $149674.70    | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00680                      | CUSIP: 31292GXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1332 | PA      | $1355.63      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370717.75    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2763                      | CUSIP: 3140H4B94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43718 | PA      | $42462.88     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232493.45    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277894.94    | 0.01%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00635                      | CUSIP: 31292GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       145 | PA      | $147.54       | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7162                      | CUSIP: 3138WG5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74280 | PA      | $68799.27     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20301900 | PA      | $20855443.89  | 0.43%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $197924.37    | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A4                 | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85000 | PA      | $85643.74     | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI5350                      | CUSIP: 3133WB5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    198973 | PA      | $202377.30    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54476.71     | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151035.52    | 0.00%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9110                      | CUSIP: 36180NDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    145353 | PA      | $131676.85    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4750                      | CUSIP: 3132A5H32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286264 | PA      | $253547.84    | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6283                      | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    752638 | PA      | $666733.14    | 0.01%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178160.49    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5931                      | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53909 | PA      | $50664.42     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08659                      | CUSIP: 3128MJWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32208 | PA      | $29809.36     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2908                      | CUSIP: 3140X6GS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101991 | PA      | $101894.81    | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185981.30    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83156                      | CUSIP: 3132L8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50075 | PA      | $48856.30     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784703                      | CUSIP: 3622AADG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94948 | PA      | $88781.92     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103475.51    | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194786.83    | 0.00%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $238501.38    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82695                       | CUSIP: 36225E7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4265 | PA      | $4333.55      | 0.00%             | 2040-12-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5605                      | CUSIP: 3140X9GP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400260 | PA      | $358267.85    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250737                      | CUSIP: 31371FPW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $4.17         | 0.00%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4320000 | PA      | $4165593.74   | 0.09%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $61692.72     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $303181.41    | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $382449.49    | 0.01%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08827                      | CUSIP: 3128MJ4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    529448 | PA      | $514742.08    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113893.98    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202388.34    | 0.00%             | 2028-01-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    166000 | PA      | $175693.97    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    533000 | PA      | $524320.73    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4992                      | CUSIP: 31418ERN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255352 | PA      | $258037.30    | 0.01%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649320                      | CUSIP: 36292HK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12223 | PA      | $12347.41     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100581.21    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101012.94    | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171117.70    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $253986.83    | 0.01%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $411441.91    | 0.01%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48226.66     | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $205664.45    | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45377.16     | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $328542.00    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA6360                      | CUSIP: 3133A1B50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    249584 | PA      | $225318.62    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    129000 | PA      | $139096.55    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306735.25    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203086.37    | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449538.20    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    150000 | PA      | $150269.93    | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182350.73    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207316.23    | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV2326                      | CUSIP: 3138XDSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22368 | PA      | $22111.43     | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    258000 | PA      | $264189.35    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127251.42    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204245.28    | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198223.78    | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9608                      | CUSIP: 36179YU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    104217 | PA      | $107885.84    | 0.00%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $199517.19    | 0.00%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3389                      | CUSIP: 31418CXT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128200 | PA      | $124404.84    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256508.45    | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2857                      | CUSIP: 3142GTE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367398 | PA      | $361740.79    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176318.33    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181117.32    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital/The                                                           | METHODIST HOSP                 | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $182946.21    | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $314369.59    | 0.01%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6957                      | CUSIP: 3132DUWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    467185 | PA      | $475065.38    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9083                      | CUSIP: 3140F5CV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3424691 | PA      | $3043996.21   | 0.06%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3907                      | CUSIP: 3138WDKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32263 | PA      | $30869.69     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195638.78    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3610                      | CUSIP: 31418DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30770 | PA      | $30131.23     | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6803000 | PA      | $6766061.82   | 0.14%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250340.34    | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74178.30     | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575186.69    | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    284000 | PA      | $299566.37    | 0.01%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745275                      | CUSIP: 31403C6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78933 | PA      | $79835.81     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    325000 | PA      | $188938.60    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202666.78    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford HealthCare Corp                                                         | HARTFORD HLTHCAR               | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52291.67     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX3258                      | CUSIP: 3140N7TQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44174 | PA      | $42412.00     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173821.49    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4900                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    606379 | PA      | $560570.81    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A5              | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88517.60     | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99231.90     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1173110.33   | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126498.45    | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4216                      | CUSIP: 3132E0VH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228485 | PA      | $238107.46    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B A3                | CUSIP: 34529NAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35785 | PA      | $35852.89     | 0.00%             | 2026-10-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87275.67     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8137                      | CUSIP: 3132D6BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    449136 | PA      | $410545.66    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50661.80     | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122262.80    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $210592.65    | 0.00%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08010                      | CUSIP: 3128MJAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15392 | PA      | $15873.84     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL            | CUSIP: 13063EBQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51305.71     | 0.00%             | 2034-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06021                      | CUSIP: 3128M8AW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34978 | PA      | $36272.78     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Weibo Corp                                                                       | WEIBO CORP                     | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $186094.53    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176168.52    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470499.80    | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294647.81    | 0.01%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC                | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200475.87    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    875000 | PA      | $862268.37    | 0.02%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92959.04     | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139753.42    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147134.77    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91152.19     | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0405                      | CUSIP: 3140Y6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    472064 | PA      | $485044.99    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725423                      | CUSIP: 31402C4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69089 | PA      | $71064.20     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $200793.55    | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9966                      | CUSIP: 36180ACB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    435497 | PA      | $441601.50    | 0.01%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5679                      | CUSIP: 3140XMJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367281 | PA      | $367851.99    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $496645.26    | 0.01%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9221                      | CUSIP: 3140QHG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37284 | PA      | $29784.29     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107049.64    | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 A4               | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91560.24     | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4910                      | CUSIP: 3140XLN46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346229 | PA      | $349255.83    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241310.71    | 0.01%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182330.66    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35719.07     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204350.96    | 0.00%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302169.69    | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414816.25    | 0.01%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08587                      | CUSIP: 3128MJUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31599 | PA      | $31135.72     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188594.96    | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08761                      | CUSIP: 3128MJZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45719 | PA      | $42142.97     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5787                      | CUSIP: 3140XMND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143126 | PA      | $147453.46    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4143                      | CUSIP: 3140XKS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217326 | PA      | $218003.57    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198624.67    | 0.00%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8536                      | CUSIP: 31418WPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23068 | PA      | $23335.81     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5552                      | CUSIP: 31418FE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2858132 | PA      | $2801621.58   | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177578.15    | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254770.01    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276963.70    | 0.01%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 AS                 | CUSIP: 61769JBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23697.71     | 0.00%             | 2052-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76062.54     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                        | HAROT 2023-1 A3                | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27833 | PA      | $27900.71     | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8011                      | CUSIP: 3132DV3U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    191065 | PA      | $174220.70    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106171.11    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $502020.49    | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $247610.43    | 0.01%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88076.87     | 0.00%             | 2049-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                        | BAPTIST HEALTH                 | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $170120.74    | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $303031.53    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A4                | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25297.16     | 0.00%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67591 | PA      | $65603.14     | 0.00%             | 2042-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7100                      | CUSIP: 3140XA3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79768 | PA      | $73060.05     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08341                      | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16539 | PA      | $16751.61     | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840962                      | CUSIP: 31407UJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25084 | PA      | $25903.19     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60447.14     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4866                      | CUSIP: 3140XLMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    203484 | PA      | $202274.83    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-2 Class AA Pass Through Trust                             | AM AIRLN 15-2 AA               | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31549 | PA      | $30693.62     | 0.00%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $174758.06    | 0.00%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6649                      | CUSIP: 31417DL76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14169 | PA      | $13896.48     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91794.40     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5119                      | CUSIP: 3132DSVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275719 | PA      | $278474.31    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698392                      | CUSIP: 36296Q2Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11525 | PA      | $11171.00     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AYPN0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    225000 | PA      | $225922.28    | 0.00%             | 2027-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A73370                      | CUSIP: 3128L6W70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1946 | PA      | $1970.18      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1876                      | CUSIP: 3132DPCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112644 | PA      | $113136.30    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204987.17    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150134.96    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122612.12    | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M3G A2                | CUSIP: 3136BG3C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $192818.68    | 0.00%             | 2031-01-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197521.33    | 0.00%             | 2027-07-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4256                      | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1215687 | PA      | $1015560.71   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6831000 | PA      | $6850212.19   | 0.14%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91912                      | CUSIP: 3128P8DR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    314242 | PA      | $298222.61    | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2870                      | CUSIP: 3140X6FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    713536 | PA      | $629981.81    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368843.10    | 0.01%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273318.92    | 0.01%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $132664.30    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3358                      | CUSIP: 31418CWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38476 | PA      | $37371.08     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5199                        | CUSIP: 36202FX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2607 | PA      | $2586.45      | 0.00%             | 2026-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48895.33     | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2259                      | CUSIP: 3140X5QM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64592 | PA      | $62939.24     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS          | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $61725.48     | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5421                      | CUSIP: 31418FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    863276 | PA      | $878045.50    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49399.43     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698386                      | CUSIP: 36296Q2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14490 | PA      | $14339.93     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206995.02    | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    467000 | PA      | $453685.17    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3963100 | PA      | $3753798.78   | 0.08%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $286581.52    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59409.88     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    775000 | PA      | $769425.12    | 0.02%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91980.18     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05179                      | CUSIP: 3128M7CQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46385 | PA      | $48061.36     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88507.66     | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7648                      | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1037585 | PA      | $846454.44    | 0.02%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                    | FITAT 2023-1 A4                | CUSIP: 31680EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20416.87     | 0.00%             | 2031-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    356000 | PA      | $329419.94    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254196.84    | 0.01%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198487.28    | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $292241.44    | 0.01%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92290.45     | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180006.30    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-2                                    | SDART 2023-2 C                 | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25334.04     | 0.00%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122553.15    | 0.00%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C20                                                    | BBCMS 2023-C20 AS              | CUSIP: 07336DBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $25925.74     | 0.00%             | 2056-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103181.24    | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $161298.41    | 0.00%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                       | TAOT 2024-C A4                 | CUSIP: 89237QAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $228626.71    | 0.00%             | 2029-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $168573.20    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                    | SDART 2022-2 B                 | CUSIP: 80286MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3714 | PA      | $3711.57      | 0.00%             | 2027-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PA ECON DEV-TXBL               | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $123146.09    | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8022                      | CUSIP: 3132DV4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131247 | PA      | $130836.28    | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90912.13     | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194404.01    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $294704.49    | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100053.69    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4979                      | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1328456 | PA      | $1332598.60   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2281                      | CUSIP: 3140QMRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240049 | PA      | $192362.99    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    989000 | PA      | $985414.45    | 0.02%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3416                      | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155551 | PA      | $151036.39    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437310.99    | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5170                      | CUSIP: 3140XLW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335845 | PA      | $336430.19    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0588                      | CUSIP: 3133B9UM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24144 | PA      | $20048.35     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450518.61    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M5 A2                 | CUSIP: 3136AR5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159943 | PA      | $157371.01    | 0.00%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6739                      | CUSIP: 3138X6PZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38259 | PA      | $35731.26     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                     | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101027.71    | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387693.17    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136811.81    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196273.98    | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3581                      | CUSIP: 3140XJ6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225867 | PA      | $233490.16    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679181.86    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193245.23    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08583                      | CUSIP: 3128MJUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33000 | PA      | $32516.28     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    149000 | PA      | $151119.53    | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77615.47     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $218967.38    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $488999.41    | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5687                      | CUSIP: 3140QRJ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    190429 | PA      | $193879.41    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150595.81    | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $169059.01    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    513000 | PA      | $498721.25    | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5436                      | CUSIP: 3140QRBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    260837 | PA      | $258635.03    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2509                      | CUSIP: 3140XHYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    276094 | PA      | $259206.21    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4531                      | CUSIP: 3140X8A98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49143 | PA      | $43050.50     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    478000 | PA      | $441388.00    | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4133                      | CUSIP: 3138LUSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73840 | PA      | $69451.04     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5468                      | CUSIP: 36179UCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53500 | PA      | $53479.67     | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191286.16    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4356                      | CUSIP: 31418DZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2012441 | PA      | $1678637.47   | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2024-A2 A                | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253675.70    | 0.01%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    640000 | PA      | $631227.82    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5897                      | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36207 | PA      | $32787.51     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5202                        | CUSIP: 36202FX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185379 | PA      | $173168.47    | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2654                      | CUSIP: 3133KH5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53510 | PA      | $51907.04     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95876.75     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 828045                      | CUSIP: 31407D5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2861 | PA      | $2954.54      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59170.63     | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100513.33    | 0.00%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92347.49     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $114200.48    | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    175000 | PA      | $190949.87    | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206613.77    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | TENCENT MUSIC                  | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $176841.00    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40694.43     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16933                      | CUSIP: 3128PWV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6111 | PA      | $6049.79      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162808.99    | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1580                      | CUSIP: 3140XGXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    232529 | PA      | $227015.15    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03697                      | CUSIP: 3128M5NN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11444 | PA      | $12061.36     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8253                      | CUSIP: 3133KQE28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    258209 | PA      | $260627.83    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    168000 | PA      | $155571.71    | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5676                      | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168643 | PA      | $177366.95    | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    179000 | PA      | $182265.55    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3812                      | CUSIP: 3140X7GW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88461 | PA      | $82855.53     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55501.14     | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    650000 | PA      | $547821.41    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $381575.68    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    134000 | PA      | $141744.25    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5423                      | CUSIP: 3140QDAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58500 | PA      | $51247.11     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $196729.69    | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $374211.88    | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4282                      | CUSIP: 3132E0XK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148189 | PA      | $149438.36    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5749                      | CUSIP: 3140XML79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    942479 | PA      | $973481.01    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $494996.08    | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4439                      | CUSIP: 3140X74Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    249841 | PA      | $222067.85    | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210652.02    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211287.05    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6031                      | CUSIP: 3138ENVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124984 | PA      | $120320.29    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-B                                            | MBALT 2024-B A4                | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $59898.53     | 0.00%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7501                      | CUSIP: 3132DVKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    480109 | PA      | $455092.24    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97064.78     | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $93321.63     | 0.00%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9852                      | CUSIP: 3138AP5N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21480 | PA      | $21730.90     | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $279178.14    | 0.01%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 AS             | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $53455.80     | 0.00%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147696.34    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59881.94     | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100591.83    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3392                      | CUSIP: 3138WCXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61748 | PA      | $59096.45     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8172                      | CUSIP: 3140QUCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177397 | PA      | $185754.25    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $265764.44    | 0.01%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330380.55    | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120688.92    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0355                      | CUSIP: 3132CWMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56145 | PA      | $54733.91     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3120                      | CUSIP: 3140QNPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    295706 | PA      | $255904.61    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118750.96    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15636                      | CUSIP: 31296QHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30763 | PA      | $31122.14     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $259563.34    | 0.01%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 774987                      | CUSIP: 31404P6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5616 | PA      | $5676.23      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3743                      | CUSIP: 3140J8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99630 | PA      | $95154.89     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9405                      | CUSIP: 3138ERNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86019 | PA      | $80855.13     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alabama Economic Settlement Authority                                            | ALABAMA ECON SETTLEME          | CUSIP: 01026CAC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14957.66     | 0.00%             | 2025-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8502                      | CUSIP: 3132D6NT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182855 | PA      | $168515.58    | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $169115.68    | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7505                      | CUSIP: 3138EQKT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95006 | PA      | $90797.63     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7620                      | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39713 | PA      | $35422.22     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $101009.45    | 0.00%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $584580.32    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106809.67    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 624084                      | CUSIP: 31389FJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       835 | PA      | $855.14       | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5189                      | CUSIP: 3132DSXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    281797 | PA      | $284172.61    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79685.35     | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL INC                       | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106743.93    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $170027.73    | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152196.84    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153554.19    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $233596.33    | 0.00%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49076.97     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123324.36    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116383.94    | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                   | KENNAMETAL INC                 | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120377.88    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO WTR TXB-BAB            | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103365.41    | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5137                      | CUSIP: 3133KYV63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    213486 | PA      | $176005.57    | 0.00%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1237                      | CUSIP: 31418ALT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49122 | PA      | $47435.60     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH#229          | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $142991.98    | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM8782                      | CUSIP: 3131Y3XK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20791 | PA      | $20285.02     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242470.40    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2007                      | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151611 | PA      | $143237.07    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                    | BBCMS 2023-C22 A5              | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $55643.31     | 0.00%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND          | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98642.14     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218842.63    | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    119000 | PA      | $108420.97    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165865.95    | 0.00%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9305                      | CUSIP: 36179YKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    600506 | PA      | $603702.13    | 0.01%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $239832.78    | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196680.40    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115452.82    | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102337.56    | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    275000 | PA      | $241025.70    | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $201775.29    | 0.00%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251911.40    | 0.01%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    276000 | PA      | $271295.29    | 0.01%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 AAB             | CUSIP: 36250VAE2<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |         2 | PA      | $1.69         | 0.00%             | 2048-10-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $381954.66    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69746.37     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92330.43     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50470.40     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8106                      | CUSIP: 3132D6AF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625504 | PA      | $557445.32    | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5166                      | CUSIP: 3140X8W45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256602 | PA      | $224790.25    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210266.27    | 0.00%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $922048.99    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C          | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $34721.30     | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255411                      | CUSIP: 31371LVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28067 | PA      | $28904.54     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    570000 | PA      | $576769.96    | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58458.67     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5300                        | CUSIP: 36202F3H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19112 | PA      | $18886.87     | 0.00%             | 2027-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478481.93    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4129                      | CUSIP: 3140QPST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160866 | PA      | $154449.79    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2024-2 A                 | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $208059.54    | 0.00%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70153.93     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT1896                      | CUSIP: 3138WPDA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3849 | PA      | $3933.31      | 0.00%             | 2041-12-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $36983.36     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158944.50    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    274000 | PA      | $233250.75    | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783406                      | CUSIP: 36241LYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10339 | PA      | $10451.08     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171009.84    | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7738                      | CUSIP: 31419JS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2189 | PA      | $2214.05      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $209591.31    | 0.00%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202409.88    | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98648.91     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                        | AGCO CORP                      | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70989.94     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    513000 | PA      | $498048.44    | 0.01%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $183719.73    | 0.00%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955770                      | CUSIP: 31413UJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18724 | PA      | $19727.02     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8142                      | CUSIP: 3140XQBL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    735356 | PA      | $735810.61    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75196.53     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106283.33    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A3                | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30069.40     | 0.00%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3181                      | CUSIP: 31418CRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79320 | PA      | $76045.41     | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3293                      | CUSIP: 3142GTUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    492338 | PA      | $495258.48    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200645.36    | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49905.95     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204571.48    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $354327.09    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206041.32    | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    407000 | PA      | $363707.01    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4778                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    355468 | PA      | $328059.19    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $193872.36    | 0.00%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12350000 | PA      | $7120546.88   | 0.15%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9381500 | PA      | $9148794.80   | 0.19%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0762                      | CUSIP: 3138EGZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11786 | PA      | $11664.01     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82980                       | CUSIP: 36225FJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8599 | PA      | $8713.92      | 0.00%             | 2041-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08545                      | CUSIP: 3128MJTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1140933 | PA      | $1065610.13   | 0.02%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    548000 | PA      | $517471.19    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    416000 | PA      | $290857.32    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    495000 | PA      | $511903.39    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103597.21    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5574                      | CUSIP: 3138A7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32301 | PA      | $31246.65     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5819                      | CUSIP: 36179UPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    263284 | PA      | $263019.88    | 0.01%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-3                        | GMCAR 2021-3 A4                | CUSIP: 380140AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30714 | PA      | $30583.56     | 0.00%             | 2027-08-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161131.35    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    425000 | PA      | $340442.44    | 0.01%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    355000 | PA      | $330230.02    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6328                      | CUSIP: 3138WGA61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21745 | PA      | $20079.39     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 678057                      | CUSIP: 36295RJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9219 | PA      | $9682.06      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8779                      | CUSIP: 3140QGXH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    260458 | PA      | $207822.01    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168611.84    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3255                      | CUSIP: 3142GTTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    397405 | PA      | $399514.04    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142262.18    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                       | TAOT 2023-B A4                 | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25147.24     | 0.00%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    585000 | PA      | $584243.81    | 0.01%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70481.37     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317549.01    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3142600 | PA      | $3008057.44   | 0.06%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7040                      | CUSIP: 3140XNZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210898 | PA      | $221097.29    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $480736.91    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1514 A2                 | CUSIP: 3137FQJZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $195185.99    | 0.00%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $705688.41    | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128917.88    | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73561.48     | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1578                      | CUSIP: 3140X4XG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52605 | PA      | $51430.44     | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5639                      | CUSIP: 3140QRHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    340636 | PA      | $335630.57    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENT PUGET SOUND               | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50945.04     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97217                      | CUSIP: 312946AS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62794 | PA      | $62256.45     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131301.26    | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103775.20    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08767                      | CUSIP: 3128MJZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164926 | PA      | $156326.23    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    765000 | PA      | $603458.99    | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214568.56    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258004.41    | 0.01%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781274                      | CUSIP: 36225BMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       264 | PA      | $271.10       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119474.63    | 0.00%             | 2077-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8341                      | CUSIP: 3140XCHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    291654 | PA      | $273540.81    | 0.01%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77125.72     | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172498.94    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18590000 | PA      | $19184008.50  | 0.40%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                   | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102515.23    | 0.00%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100763.61    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    176000 | PA      | $148776.42    | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3000                      | CUSIP: 3138WCKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5709 | PA      | $5467.37      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109326.41    | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8494                      | CUSIP: 3140QUNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175794 | PA      | $179075.93    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221571.89    | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8438                      | CUSIP: 3132DWLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    191422 | PA      | $191540.03    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0392                      | CUSIP: 36179MNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    118664 | PA      | $110571.90    | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61513.62     | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195763.13    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226921.00    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5332                        | CUSIP: 36202F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83551 | PA      | $80430.53     | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203228.69    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2967                      | CUSIP: 3140X6JM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153684 | PA      | $136599.88    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | VIRGINIA POWER                 | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     16716 | PA      | $16802.83     | 0.00%             | 2029-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18601                      | CUSIP: 3128MMU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65280 | PA      | $63638.41     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8200                      | CUSIP: 3132DWDD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    678208 | PA      | $564230.53    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93232.28     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $162088.40    | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8386                      | CUSIP: 3132DWJ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225871 | PA      | $238172.13    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72779.64     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    530000 | PA      | $478289.04    | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $242909.85    | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3319                        | CUSIP: 36202DVL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1305 | PA      | $1317.23      | 0.00%             | 2032-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8057                      | CUSIP: 3132D55S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75466 | PA      | $69476.80     | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                   | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     75000 | PA      | $71864.00     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    930000 | PA      | $919670.85    | 0.02%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00550                      | CUSIP: 31292GTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       207 | PA      | $211.72       | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8288                      | CUSIP: 3140XCF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156882 | PA      | $144227.83    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153044.55    | 0.00%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209987.98    | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68384.90     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201585.10    | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-B                                                   | NALT 2024-B A4                 | CUSIP: 65481DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202433.00    | 0.00%             | 2028-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192564.38    | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153535.78    | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A4                 | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13000 | PA      | $13232.96     | 0.00%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    292330 | PA      | $276017.30    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186131.83    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49867.34     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7279                      | CUSIP: 3132A8CQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37102 | PA      | $36278.67     | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8030                      | CUSIP: 3140XB4Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115269 | PA      | $106548.24    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177016.17    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115567.76    | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150986.11    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4587                      | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    236976 | PA      | $223900.18    | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $258090.94    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62329.08     | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367239.62    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $225540.80    | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101237.64    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4237500 | PA      | $3625545.42   | 0.08%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165205.52    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98110.02     | 0.00%             | 2026-08-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54226.91     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450699.79    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2023-2                                                   | BMWLT 2023-2 A3                | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8098 | PA      | $8126.52      | 0.00%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $346297.83    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55617                      | CUSIP: 3132XYG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    233436 | PA      | $214155.25    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6746                      | CUSIP: 3138WGP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49542 | PA      | $48284.78     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535532                      | CUSIP: 31384V4R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       262 | PA      | $275.42       | 0.00%             | 2030-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-1 Owner Trust                                        | HAROT 2022-1 A3                | CUSIP: 43815BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3059 | PA      | $3052.42      | 0.00%             | 2026-05-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74475.62     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200416.48    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AH5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    475000 | PA      | $484290.43    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154198.32    | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    265000 | PA      | $205497.20    | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6150                      | CUSIP: 3140XMZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194051 | PA      | $195444.55    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9468                      | CUSIP: 3140QVQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    415085 | PA      | $408953.14    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0969                      | CUSIP: 3138A2CF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4339 | PA      | $4318.54      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $309245.22    | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8463                      | CUSIP: 3132DWML4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    925647 | PA      | $941193.85    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202034.13    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461067.84    | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $220238.18    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2145                      | CUSIP: 31418BL38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62992 | PA      | $60242.17     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    605000 | PA      | $586243.61    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5498                      | CUSIP: 31418FDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    337134 | PA      | $342796.38    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100585.98    | 0.00%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386929.60    | 0.01%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54409.89     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297106.92    | 0.01%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0197                      | CUSIP: 3140XFGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    387149 | PA      | $291406.49    | 0.01%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162329.56    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                     | RELIANCE INC                   | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88633.45     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205076.13    | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252820.13    | 0.01%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49053.87     | 0.00%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                        | GMCAR 2023-3 A3                | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26932 | PA      | $27101.90     | 0.00%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB9290                      | CUSIP: 3133AGKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70000 | PA      | $56444.28     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50057.89     | 0.00%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0155                      | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79547 | PA      | $76549.69     | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473009.49    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00876                      | CUSIP: 3132GD6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41694 | PA      | $41318.09     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228999.68    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6285                      | CUSIP: 3140X96X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59306 | PA      | $50840.71     | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1725                      | CUSIP: 3132DN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106118 | PA      | $98698.61     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132995.55    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8799                      | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1189745 | PA      | $1146695.44   | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2817                      | CUSIP: 31416YDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13359 | PA      | $13514.86     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE CAP TRUST II               | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $59642.70     | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $355893.15    | 0.01%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K105 A2                   | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95000 | PA      | $86269.50     | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103083.21    | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8364                      | CUSIP: 3132DWJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    337234 | PA      | $348590.20    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $213214.82    | 0.00%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    112000 | PA      | $111156.29    | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 7/25                    | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1890000 | PA      | $1634260.32   | 0.03%             | 2025-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6573000 | PA      | $4672992.19   | 0.10%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83622.46     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8108                      | CUSIP: 3132D6AH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62979 | PA      | $59020.30     | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    400000 | PA      | $430546.60    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $325409.36    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4771                        | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    129125 | PA      | $127845.88    | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    125000 | PA      | $122818.71    | 0.00%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54023.29     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233413.19    | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0872                      | CUSIP: 36179M6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8924 | PA      | $9062.52      | 0.00%             | 2043-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8715000 | PA      | $8796703.13   | 0.18%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177406.81    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1069857.73   | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5100                      | CUSIP: 3133KYUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    488921 | PA      | $420812.36    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8189                      | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2378034 | PA      | $1979874.43   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | GMAC LLC                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $455488.79    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90918                      | CUSIP: 3128P7AT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       123 | PA      | $122.93       | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176518.11    | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    527000 | PA      | $534114.64    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737941                      | CUSIP: 3620ARZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       775 | PA      | $770.11       | 0.00%             | 2026-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3575                      | CUSIP: 3133KJ6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207285 | PA      | $166366.53    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $98304.60     | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5050                      | CUSIP: 3140X8TG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30848 | PA      | $29969.44     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 A5              | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $245322.83    | 0.01%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7040                      | CUSIP: 31417DZE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19225 | PA      | $18854.38     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M42 A2                | CUSIP: 3136BBN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $8704.73      | 0.00%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C59                                   | WFCM 2021-C59 A5               | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88712.26     | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6370                      | CUSIP: 31418UCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18564 | PA      | $18390.28     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04651                      | CUSIP: 3132GKZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33427 | PA      | $32382.34     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    359000 | PA      | $363798.71    | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145974.90    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313253                      | CUSIP: 31374F5N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        38 | PA      | $37.98        | 0.00%             | 2026-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                                     | STATE ST BK & TR               | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255205.31    | 0.01%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201144.29    | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77457.58     | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    440000 | PA      | $448770.39    | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88081.46     | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181252.06    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205928.75    | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466749.97    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6152                      | CUSIP: 3140X9ZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34341 | PA      | $31661.58     | 0.00%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61891.37     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76518.48     | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M8 A2                 | CUSIP: 3136AW7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    357957 | PA      | $351088.86    | 0.01%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250433                      | CUSIP: 31371FEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $1.16         | 0.00%             | 2026-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K524 A2                   | CUSIP: 3137HDV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123500 | PA      | $125904.87    | 0.00%             | 2029-05-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105192.39    | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241196.90    | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7911                      | CUSIP: 3128UGFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3325 | PA      | $3439.61      | 0.00%             | 2040-12-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8233                      | CUSIP: 3132DWEE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    481623 | PA      | $475185.48    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4267                      | CUSIP: 3132E0W40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409508 | PA      | $423808.28    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                                        | VALERO ENERGY PA               | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75159.48     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107501.36    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $162997.95    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-A                                          | HDMOT 2023-A A4                | CUSIP: 41285JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50335.48     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130825.54    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102317.26    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    239000 | PA      | $238825.71    | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $294033.92    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08672                      | CUSIP: 3128MJXA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    161080 | PA      | $153335.13    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196613.93    | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102100.59    | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00497                      | CUSIP: 31292GRS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        50 | PA      | $52.39        | 0.00%             | 2027-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    175000 | PA      | $107981.99    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6599                      | CUSIP: 3132DUKL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    447214 | PA      | $451543.44    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9118.78      | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126894.84    | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6147                      | CUSIP: 31419GZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4043 | PA      | $4183.09      | 0.00%             | 2040-10-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8402                      | CUSIP: 3133KQKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    242302 | PA      | $239877.39    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4121                      | CUSIP: 31418DSK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    242165 | PA      | $211915.99    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238572.42    | 0.00%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $124606.81    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819158                      | CUSIP: 31406TB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25956 | PA      | $26793.23     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1706                      | CUSIP: 3132DN3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120093 | PA      | $118328.15    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5290                      | CUSIP: 3140X82Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265334 | PA      | $235092.45    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148969.70    | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6306                      | CUSIP: 3133C7AF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1324481 | PA      | $1301294.52   | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308314.56    | 0.01%             | 2033-02-07      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99143.56     | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79298.39     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719074.87    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                 | BMARK 2024-V5 A3               | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51901.44     | 0.00%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8277                      | CUSIP: 3132DWFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172882 | PA      | $173528.80    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2250                      | CUSIP: 3132DPQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    574501 | PA      | $553337.18    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316665.87    | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 790828                      | CUSIP: 31405JSR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1140 | PA      | $1170.83      | 0.00%             | 2034-09-01      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48302.65     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248593.77    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $194117.36    | 0.00%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175052.59    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1293                      | CUSIP: 3140QLNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    715940 | PA      | $575059.37    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $210451.82    | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                        | AGCO CORP                      | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126868.32    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264068.89    | 0.01%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** VANGUARD VARIABLE INSURANCE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer